Interacting Stochastic Systems

Jean-Dominique Deuschel, Andreas Greven

450 pages, parution le 29/12/2004

Ajouter à une liste

Indisponible

Résumé

The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed at exploring and developing connections between research in infinite-dimensional stochastic analysis, statistical physics, spatial population models from mathematical biology, complex models of financial markets or of stochastic models interacting with other sciences. This book presents a structured collection of papers on the core topics, written at the close of the 6-year programme by the research groups who took part in it. The structure chosen highlights the interweaving of certain themes and certain interconnections discovered through the joint work. This yields a reference work on results and methods that will be useful to all who work between applied probability and the physical, economic, and life sciences.

Sommaire

Introduction
References
Stochastic Methods in Statistical Physics
- Coarse-Graining Techniques for (Random) Kac Models
- Euclidean Gibbs Measures of Quantum Crystals: Existence, Uniqueness and a Priori Estimates
- Some Jump Processes in Quantum Field Theory
- Gibbs Measures on Brownian Paths: Theory and Applications
- Spectral Theory for Nonstationary Random Potentials
- A Survey of Rigorous Results on Random Schrödinger Operators for Amorphous Solids
- The Parabolic Anderson Model
- Random Spectral Distributions
- Stochastic in Population Models
- Renormalization and Universality for Multitype Population Models
- Stochastic Insertion-Deletion Processes and Statistical Sequence Alignment
- Branching Processes in Random Environment - A View on Critical and Subcritical Cases
Stochastic Analysis
- Thin Points of Brownian Motion Intersection Local Times
- Coupling, Regularity and Curvature
- Two Mathematical Approaches to Stochastic Resonance
- Continuity Properties of Inertial Manifolds for Stochastic Retarded Semilinear Parabolic Equations
- The Random Walk Representation for Interacting Diffusion Processes
Applications of Stochastic Analysis in Finance, Engineering and Algorithms
- On Worst-Case Investment with Applications in Finance and Insurance Mathematics
- Random Dynamical Systems Methods in Ship Stability: A Case Study
- Analysis of Algorithms by the Contraction Method:
- Additive and Max-recursive Sequences

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Jean-Dominique Deuschel, Andreas Greven
Parution	29/12/2004
Nb. de pages	450
Format	16 x 24
Couverture	Relié
Poids	799g
Intérieur	Noir et Blanc
EAN13	9783540230335