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Trends in Stochastic Analysis - Blath, Jochen (Editor), and Mörters, Peter (Editor), and Scheutzow, Michael (Editor)
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Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are ...

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Trends in Stochastic Analysis 2009, Cambridge University Press, Cambridge

ISBN-13: 9780521718219

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