Recent Development in Stochastic Dynamics and Stochastic Analysis

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World Scientific, 2010 - Mathematics - 291 pages
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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 research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.

 

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Contents

2 Decoherent Information of Quantum Operations Xuelian Cao Nan Li and Shunlong Luo
23
3 Stabilization of Evolution Equations by Noise Tomas Caraballo and Peter E Kloeden
43
4 Stochastic Quantification of Missing Mechanisms in Dynamical Systems Baohua Chen and Jinqiao Duan
67
5 Banach SpaceValued Functionals of White Noise Yin Chen and Caishi Wang
77
6 Hurst Index Estimation for SelfSimilar Processes with LongMemory Alexandra Chronopoulou and Frederi G Viens
91
7 Modeling Colored Noise by Fractional Brownian Motion Jinqiao Duan Chujin Li and Xiangjun Wang
119
8 A Sufficient Condition for NonExplosion for a Class of Stochastic Partial Dierential Equations Hongbo Fu Daomin Cao and Jinqiao Duan
131
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
143
11 Class II SemiSubgroups of the Infinite Dimensional Rotation Group and Associated Lie Algebra Takeyuki Hida and Si Si
177
12 Stopping Weyl Processes Robin L Hudson
185
13 KarhunenLoeve Expansion for Stochastic Convolution of Cylindrical Fractional Brownian Motions Zongxia Liang
195
A Short Survey With New Estimates Ivan Nourdin and Giovanni Peccati
207
15 On Stochastic Integrals with Respect to an Innite Number of Poisson Point Process and Its Applications Guanglin Rang Qing Li and Sheng You
237
16 Levy White Noise Elliptic SPDEs and Euclidean Random Fields JiangLun Wu
251
17 A Short Presentation of Choquet Integral JiaAn Yan
269
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10 Limit Theorems for pVariations of Solutions of SDEs Driven by Additive Stable Levy Noise and Model Selection for PaleoClimatic Data Claudia ...
161

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About the author (2010)

Jinqiao Duan is Professor and Director of the Laboratory for Stochastic Dynamics at Illinois Institute of Technology. During 2011 13, he also served as Professor and Associate Director of the Institute for Pure and Applied Mathematics (IPAM) at the University of California, Los Angeles. An expert in stochastic dynamics, stochastic partial differential equations, and their applications in engineering and science, he has been the managing editor for the journal Stochastics and Dynamics for over a decade. He is also a co-author of a research monograph, Effective Dynamics of Stochastic Partial Differential Equations (2014), based on his teaching at various universities since 1997.

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