Geometry and invariance in stochastic dynamics : Verona, Italy, March 25-29, 2019 / Stefania Ugolini, Marco Fuhrman, Elisa Mastrogiacomo, Paola Morando, Barbara Rüdiger, editors.
Random Transformations and Invariance in Stochastic Dynamics (Conference) (2019 : Verona, Italy); Ugolini, Stefania, editor.; Fuhrman, Marco, editor.; Mastrogiacomo, Elisa, editor.; Morando, Paola, editor.; Rüdiger, Barbara (Mathematician), editor.; Albeverio, Sergio, honouree.
2021
QA274.23
Available Online

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Title Geometry and invariance in stochastic dynamics : Verona, Italy, March 25-29, 2019 / Stefania Ugolini, Marco Fuhrman, Elisa Mastrogiacomo, Paola Morando, Barbara Rüdiger, editors.
Meeting Name Random Transformations and Invariance in Stochastic Dynamics (Conference) (2019 : Verona, Italy)
ISBN 9783030874322 (electronic bk.)
303087432X (electronic bk.)
3030874311
9783030874315
DOI https://doi.org/10.1007/978-3-030-87432-2
Publication Details Cham, Switzerland : Springer, 2021.
Language English
Description 1 online resource
Item Number 10.1007/978-3-030-87432-2 doi
Call Number QA274.23
Dewey Decimal Classification 519.22
Summary 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 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.
Access Note Access limited to authorized users.
Source of Description Description based on print version record.
Added Author Ugolini, Stefania, editor.
Fuhrman, Marco, editor.
Mastrogiacomo, Elisa, editor.
Morando, Paola, editor.
Rüdiger, Barbara (Mathematician), editor.
Albeverio, Sergio, honouree.
Series Springer proceedings in mathematics & statistics ; v. 378.
Available in Other Form Print version: 9783030874315
Geometry and invariance in stochastic dynamics
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