Stefania Ugolini Geometry and Invariance in Stochastic Dynamics 9783030874315

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Автор: Stefania Ugolini
Название: Geometry and Invariance in Stochastic Dynamics
ISBN: 9783030874315
Издательство: Springer
Классификация:

Основы высшей математики и математический анализ

Вероятность и статистика

Стохастика

Классическая механика

Математическая физика

ISBN-10: 3030874311
Обложка/Формат: Hardcover
Вес: 0.64 кг.
Дата издания: 10.02.2022
Серия: Springer proceedings in mathematics & statistics
Язык: English
Издание: 1st ed. 2021
Иллюстрации: 13 illustrations, color; 5 illustrations, black and white; xiv, 265 p. 18 illus., 13 illus. in color.; 13 illustrations, color; 5 illustrations, black
Размер: 235 x 155
Читательская аудитория: Professional & vocational
Подзаголовок: Verona, italy, march 25-29, 2019
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio. It presents the new area of studies concerning invariance and symmetry properties of finite and infinite dimensional stochastic differential equations.This area constitutes a natural, much needed, extension of the theory of classical ordinary and partial differential equations, where the reduction theory based on symmetry and invariance of such classical equations has historically proved to be very important both for theoretical and numerical studies and has given rise to important applications. The purpose of the present book is to present the state of the art of the studies on stochastic systems from this point of view, present some of the underlying fundamental ideas and methods involved, and to outline the main lines for future developments. The main focus is on bridging the gap between deterministic and stochastic approaches, with the goal of contributing to the elaboration of a unified theory that will have a great impact both from the theoretical point of view and the point of view of applications. The reader is a mathematician or a theoretical physicist. The main discipline is stochastic analysis with profound ideas coming from Mathematical Physics and Lie’s Group Geometry. While the audience consists essentially of academicians, the reader can also be a practitioner with Ph.D., who is interested in efficient stochastic modelling.
Дополнительное описание: 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 fo

Geometry and Invariance in Stochastic Dynamics, Stefania Ugolini