Recent development in stochastic dynamics and stochastic analysis / editors, Jinqiao Duan, Shunlong Luo, Caishi Wang.

Format:

Book

Contributor:

Duan, Jinqiao.

Luo, Shunlong.

Wang, Caishi.

Series:

Interdisciplinary mathematical sciences ; v. 8.

Interdisciplinary mathematical sciences ; vol. 8

Language:

English

Subjects (All):

Stochastic analysis.

Physical Description:

1 online resource (308 p.)

Edition:

1st ed.

Place of Publication:

Singapore ; Hackensack, N.J. : World Scientific, c2010.

Language Note:

English

Summary:

Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics. The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future

Contents:

Editorial Foreword; Preface; Contents; 1. Hyperbolic Equations with Random Boundary Conditions Zdzis law Brze ́zniak and Szymon Peszat; 2. Decoherent Information of Quantum Operations Xuelian Cao, Nan Li and Shunlong Luo; 3. Stabilization of Evolution Equations by Noise Tom ́as Caraballo and Peter E. Kloeden; 4. Stochastic Quantification of Missing Mechanisms in Dynamical Systems Baohua Chen and Jinqiao Duan; 5. Banach Space-Valued Functionals of White Noise Yin Chen and Caishi Wang

6. Hurst Index Estimation for Self-Similar Processes with Long-Memory Alexandra Chronopoulou and Frederi G. Viens7. Modeling Colored Noise by Fractional Brownian Motion Jinqiao Duan, Chujin Li and Xiangjun Wang; 8. A Sufficient Condition for Non-Explosion for a Class of Stochastic Partial Di.erential Equations Hongbo Fu, Daomin Cao and Jinqiao Duan; 9. The Influence of Transaction Costs on Optimal Control for an Insurance Company with a New Value Function Lin He, Zongxia Liang and Fei Xing

10. Limit Theorems for p-Variations of Solutions of SDEs Driven by Additive Stable L ́evy Noise and Model Selection for Paleo-Climatic Data Claudia Hein, Peter Imkeller and Ilya Pavlyukevich11. Class II Semi-Subgroups of the Infinite Dimensional Rotation Group and Associated Lie Algebra Takeyuki Hida and Si Si; 12. Stopping Weyl Processes Robin L. Hudson; 13. Karhunen-Lo ́eve Expansion for Stochastic Convolution of Cylindrical Fractional Brownian Motions Zongxia Liang; 14. Stein's Method Meets Malliavin Calculus: A Short Survey With New Estimates Ivan Nourdin and Giovanni Peccati

15. On Stochastic Integrals with Respect to an In.nite Number of Poisson Point Process and Its Applications Guanglin Rang, Qing Li and Sheng You16. L ́evy White Noise, Elliptic SPDEs and Euclidean Random Fields Jiang-Lun Wu; 17. A Short Presentation of Choquet Integral Jia-An Yan

Notes:

Description based upon print version of record.

Includes bibliographical references.

ISBN:

9786612758256

9781282758254

128275825X

9789814277266

9814277266

OCLC:

671655887