A01=American Mathematical Society
Author_American Mathematical Society
Category=PBT
Category=PBWL
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Product details
- ISBN 9780821802892
- Weight: 1276g
- Publication Date: 28 Feb 1995
- Publisher: American Mathematical Society
- Publication City/Country: US
- Product Form: Hardback
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This book deals with current developments in stochastic analysis and its interfaces with partial differential equations, dynamical systems, mathematical physics, differential geometry, and infinite-dimensional analysis. The origins of stochastic analysis can be found in Norbert Wiener's construction of Brownian motion and Kiyosi Ito's subsequent development of stochastic integration and the closely related theory of stochastic (ordinary) differential equations. The papers in this volume indicate the great strides that have been made in recent years, exhibiting the tremendous power and diversity of stochastic analysis while giving a clear indication of the unsolved problems and possible future directions for development. The collection represents the proceedings of the AMS Summer Research Institute on Stochastic Analysis, held in July 1993 at Comell University. Many of the papers are largely expository in character while containing new results.
