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.| ISBN: | 9783030874315 |
| Publication date: | 10th February 2022 |
| Author: | Random Transformations and Invariance in Stochastic Dynamics Conference |
| Publisher: | Springer an imprint of Springer International Publishing |
| Format: | Hardback |
| Pagination: | 265 pages |
| Series: | Springer Proceedings in Mathematics & Statistics |
| Genres: |
Probability and statistics Stochastics Classical mechanics Mathematical physics Calculus and mathematical analysis |
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.
Geometry and Invariance in Stochastic Dynamics features in the following genres: Probability and statistics, Stochastics, Classical mechanics, Mathematical physics, Calculus and mathematical analysis
Hardback. £125.99, down from the £139.99 cover price. Not Available.
Geometry and Invariance in Stochastic Dynamics was written by Random Transformations and Invariance in Stochastic Dynamics Conference and published by Springer an imprint of Springer International Publishing
Geometry and Invariance in Stochastic Dynamics has 265 pages
Yes it is part of Springer Proceedings in Mathematics & Statistics series
£125.99, reduced from £139.99. Not Available.