Stochastic analysis and applications 2025 in honour of Terry Lyons Dan Crisan [and five others] editors

Format:

Book

Contributor:

Crisan, Dan, editor.

Lyons, T. J. (Terry J.), 1953- honoree.

Language:

English

Subjects (All):

Stochastic analysis.

Physical Description:

1 online resource

Place of Publication:

Cham, Switzerland Springer [2026]

Summary:

"This book presents a selection of cutting-edge contributions from leading experts in the field, capturing the latest developments in stochastic analysis and its growing interface with neighboring disciplines. Stochastic analysis is a rapidly evolving branch of mathematics focused on the behavior of dynamical systems influenced by randomness. Over the past three decades, it has grown into one of the most vibrant and interdisciplinary areas of research, with profound impact on fields ranging from finance and physics to data science and engineering. Topics include rough path theory, stochastic control, stochastic partial differential equations, random matrices, and applications in machine learning. Building on the success of a recent international conference that brought together researchers from both academia and industry, this proceedings book highlights the depth and breadth of current work in the field. It serves as a valuable resource not only for academic researchers in mathematics, but also for practitioners working in areas such as quantitative finance, data-driven modeling, and applied probability"-- Springer Nature Link

Contents:

Approximating the signature of Brownian motion for high-order SDE simulation / James Foster

Randomisation of rough stochastic differential equations / Peter K. Friz, Khoa Lê, and Huilin Zhang

A canonical signature-based feature set for multivariate time series classification / James Morrill, Adeline Fermanian, Patrick Kidger, and Terry Lyons

Twin Brownian particle method for the study of Oberbeck–Boussinesq fluid flows / Jiawei Li, Zhongmin Qian, and Mingyu Xu

Lower bounds for the support of cubature measures on Wiener space and optimal degree-five constructions / Christian Litterer

Free groups and signatures / Yves Le Jan

A representation for the expected signature of Brownian motion up to the first exit time of the planar unit disc / Horatio Boedihardjo, Lin Hao He, and Lisa Wang

Asymptotic expansions of central limit distances in Vaserstein metrics / A. M. Davie

A neural RDE-based model for solving path-dependent parabolic PDEs / Bowen Fang, Hao Ni, and Yue Wu

A data-driven market simulator for small data environments / Hans Bühler, Blanka Horvath, Terry Lyons, Imanol Perez Arribas, and Ben Wood

Mimicking and conditional control with hard killing / René Carmona and Daniel Lacker

Continuous random field solutions to parabolic SPDEs on P.C.F. fractals / Ben Hambly and Weiye Yang

Pricing American options under rough volatility using signatures / Christian Bayer, Luca Pelizzari, and Jia-Jie Zhu

A new architecture of high-order deep neural networks that learn martingales / Yuming Ma and Syoiti Ninomiya

Permutation recovery of spikes in noisy high-dimensional tensor estimation / Gérard Ben Arous, Cédric Gerbelot, and Vanessa Piccolo

A user’s guide to KSig : GPU-accelerated computation of the signature kernel / Csaba Tóth, Danilo Jr. Dela Cruz, and Harald Oberhauser

Notes:

Includes bibliographical references

Online resource; title from PDF title page (Springer Nature Link, viewed April 22, 2026)

Other Format:

Print version Stochastic analysis and applications 2025

ISBN:

9783032039149

3032039142

OCLC:

1586319962

Access Restriction:

Restricted for use by site license