Stochastic Analysis and Applications

Name: Stochastic Analysis and Applications
Brand: CRC Press

CRC Press

This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation. > This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation. > 1. Diffusion Fields, Quantum Fields, and Fields with Values in Lie Groups 2. Optimal Stochastic Control of Diffusion Processes with Jumps Stopped at the Exit of a Domain 3. Necessary Conditions on Optimal Markov Controls for Stochastic Processes 4. On Wavefront Propagation in Periodic Media 5. Wiener-Like integrals for Gaussian Processes and the Linear Estimation Problem 6. Stochastic Flows of Diffes