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001441860 001__ 1441860
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001441860 019__ $$a1296912888$$a1296941637$$a1298390949$$a1299387033
001441860 020__ $$a9783030874322$$q(electronic bk.)
001441860 020__ $$a303087432X$$q(electronic bk.)
001441860 020__ $$z3030874311
001441860 020__ $$z9783030874315
001441860 0247_ $$a10.1007/978-3-030-87432-2$$2doi
001441860 035__ $$aSP(OCoLC)1296674808
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001441860 049__ $$aISEA
001441860 050_4 $$aQA274.23
001441860 08204 $$a519.22$$223
001441860 1112_ $$aRandom Transformations and Invariance in Stochastic Dynamics (Conference)$$d(2019 :$$cVerona, Italy)
001441860 24510 $$aGeometry and invariance in stochastic dynamics :$$bVerona, Italy, March 25-29, 2019 /$$cStefania Ugolini, Marco Fuhrman, Elisa Mastrogiacomo, Paola Morando, Barbara Rüdiger, editors.
001441860 260__ $$aCham, Switzerland :$$bSpringer,$$c2021.
001441860 300__ $$a1 online resource
001441860 4901_ $$aSpringer proceedings in mathematics & statistics ;$$vvolume 378
001441860 5050_ $$aAlbeverio, 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. .
001441860 506__ $$aAccess limited to authorized users.
001441860 520__ $$aThis 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 Lies 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.
001441860 588__ $$aDescription based on print version record.
001441860 650_0 $$aStochastic differential equations$$vCongresses.
001441860 650_6 $$aÉquations différentielles stochastiques$$vCongrès.
001441860 655_7 $$aFestschriften.$$2fast$$0(OCoLC)fst01941036
001441860 655_7 $$aConference papers and proceedings.$$2fast$$0(OCoLC)fst01423772
001441860 655_7 $$aConference papers and proceedings.$$2lcgft
001441860 655_7 $$aFestschriften.$$2lcgft
001441860 655_7 $$aActes de congrès.$$2rvmgf
001441860 655_0 $$aElectronic books.
001441860 7001_ $$aUgolini, Stefania,$$eeditor.
001441860 7001_ $$aFuhrman, Marco,$$eeditor.
001441860 7001_ $$aMastrogiacomo, Elisa,$$eeditor.
001441860 7001_ $$aMorando, Paola,$$eeditor.
001441860 7001_ $$aRüdiger, Barbara$$c(Mathematician),$$eeditor.
001441860 7001_ $$aAlbeverio, Sergio,$$ehonouree.
001441860 77608 $$iPrint version: $$z3030874311$$z9783030874315$$w(OCoLC)1264459320
001441860 77608 $$iPrint version:$$aRandom Transformations and Invariance in Stochastic Dynamics (Conference) (2019 : Verona, Italy), creator.$$tGeometry and invariance in stochastic dynamics$$z9783030874315$$w(OCoLC)1295107913
001441860 830_0 $$aSpringer proceedings in mathematics & statistics ;$$vv. 378.
001441860 852__ $$bebk
001441860 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-87432-2$$zOnline Access$$91397441.1
001441860 909CO $$ooai:library.usi.edu:1441860$$pGLOBAL_SET
001441860 980__ $$aBIB
001441860 980__ $$aEBOOK
001441860 982__ $$aEbook
001441860 983__ $$aOnline
001441860 994__ $$a92$$bISE