Deuschel / Greven Interacting Stochastic Systems

1. Auflage 2005
ISBN: 978-3-540-27110-9
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 450 Seiten, eBook

The Research Network on 'Interacting stochastic systems of high complexity' set up by the German Research Foundation aimed at exploring and developing connections between research in infinite-dimensional stochastic analysis, statistical physics, spatial population models from mathematical biology, complex models of financial markets or of stochastic models interacting with other sciences. This book presents a structured collection of papers on the core topics, written at the close of the 6-year programme by the research groups who took part in it. The structure chosen highlights the interweaving of certain themes and certain interconnections discovered through the joint work. This yields a reference work on results and methods that will be useful to all who work between applied probability and the physical, economic, and life sciences.

Zielgruppe

Research

Autoren/Hrsg.

Deuschel, Jean-Dominique

Greven, Andreas

Inhaltsverzeichnis

Stochastic Methods in Statistical Physics.- Coarse-Graining Techniques for (Random) Kac Models.- Euclidean Gibbs Measures of Quantum Crystals: Existence, Uniqueness and a Priori Estimates.- Some Jump Processes in Quantum Field Theory.- Gibbs Measures on Brownian Paths: Theory and Applications.- Spectral Theory for Nonstationary Random Potentials.- A Survey of Rigorous Results on Random Schrödinger Operators for Amorphous Solids.- The Parabolic Anderson Model.- Random Spectral Distributions.- Stochastic in Population Models.- Renormalization and Universality for Multitype Population Models.- Stochastic Insertion-Deletion Processes and Statistical Sequence Alignment.- Branching Processes in Random Environment — A View on Critical and Subcritical Cases.- Stochastic Analysis.- Thin Points of Brownian Motion Intersection Local Times.- Coupling, Regularity and Curvature.- Two Mathematical Approaches to Stochastic Resonance.- Continuity Properties of Inertial Manifolds for Stochastic Retarded Semilinear Parabolic Equations.- The Random Walk Representation for Interacting Diffusion Processes.- Applications of Stochastic Analysis in Finance, Engineering and Algorithms.- On Worst-Case Investment with Applications in Finance and Insurance Mathematics.- Random Dynamical Systems Methods in Ship Stability: A Case Study.- Analysis of Algorithms by the Contraction Method: Additive and Max-recursive Sequences.