Geometry and Invariance in Stochastic Dynamics : Verona, Italy, March 25-29, 2019

Geometry and Invariance in Stochastic Dynamics Verona, Italy, March 25-29, 2019

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...

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Detalles Bibliográficos
Otros Autores: Ugolini, Stefania (-), Fuhrman, Marco, Mastrogiacomo, Elisa, Morando, Paola, Rüdiger, Barbara
Formato: Libro electrónico
Idioma:Inglés
Publicado: Cham : Springer International Publishing 2021.
Edición:1st ed. 2021.
Colección:Springer eBooks.
Springer Proceedings in Mathematics & Statistics ; 378.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b46200848*spi
Tabla de Contenidos:
  • 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. .

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