Geometry and Invariance in Stochastic Dynamics

Geometry and Invariance in Stochastic Dynamics

Verona, Italy, March 25-29, 2019

Morando, Paola; Ugolini, Stefania; Mastrogiacomo, Elisa; Ruediger, Barbara; Fuhrman, Marco

Springer Nature Switzerland AG

02/2022

265

Dura

Inglês

9783030874315

15 a 20 dias

639

Descrição não disponível.
Albeverio, S., De Vecchi, F.C.: Some recent developments on Lie Symmetry analysis of stochastic differential equations.- Applebaum, D., Ming, L.: Markov processes with jumps on manifolds and Lie groups.- Cordoni, F., Di Persio, L.: Asymptotic expansion for a Black-Scholes model with small noise stochastic jump diffusion interest rate.- Cruzeiro, A.B., Zambrini, J.C.: Stochastic geodesics.- DeVecchi, F.C., Gubinelli, M.: A note on supersymmetry and stochastic differential equations.- Ebrahimi-Fard, K, Patras, F.: Quasi shuffle algebras in non-commutative stochastic calculus.- Elworthy, K.D.: Higher order derivatives of heat semigroups on spheres and Riemannian symmetric spaces.- Gehringer, J., Li, X.M.: Rough homogenisation with fractional dynamics.- Holm, D.D., Luesink, E.: Stochastic geometric mechanics with diffeomorphisms.- Izydorczyk, L., Oudjane, N., Russo, F.: McKean Feynman-Kac probabilistic representations of non linear partial differential equations.- Lescot, P., Valade, L.: Bernestein processes, isovectors and machanics.- Marinelli, C., Scarpa, L.: On the positivity of local mild solutions to stochastic evolution equations.- Privault, N.: Invariance of Poisson point processes by moment identities with statistical applications.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
60HXX, 60H15, 34C15, 35B06, 37HXX;invariance and symmetry;dimensional stochastic differential equations;stochastic systems;analysis;stochastic dynamics;stochastic geodesics;stochastic PDEs;mechanics;applications to meteorology