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Stochastic Analysis and Applications 2014 (eBook)

In Honour of Terry Lyons
Artikelnummer: 978-3-319-11292-3
Einband: PDF
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Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice.

Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life.

The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.


Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice.

Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life.

The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.


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VerlagSpringer International Publishing
EinbandPDF
Erscheinungsjahr2014
Seitenangabe503 S.
AusgabekennzeichenEnglisch
AbbildungenXXVI, 503 p. 22 illus., 7 illus. in color.
Masse7'720 KB
PlattformPDF
ReiheSpringer Proceedings in Mathematics & Statistics
AutorCrisan, Dan (Hrsg.) / Hambly, Ben (Hrsg.) / Zariphopoulou, Thaleia (Hrsg.)

Alle Bände der Reihe "Springer Proceedings in Mathematics & Statistics"

Über den Autor Dan (Hrsg.) Crisan

Dan Crisan is a professor of Mathematics at Imperial College London and Director of the Centre for Doctoral Training in the Mathematics for our Future Climate. He has a Ph.D. in Mathematics from the University of Edinburgh having graduated in December 1996 with a thesis entitled The Problem of Nonlinear Filtering. After his Ph.D. studies, he held a postdoctoral fellowship at Imperial College London and moved to the Statistical Laboratory in Cambridge as an assistant lecturer. Crisan returned to Imperial in 2000, where he was awarded a prestigious Governors' Lectureship. He was promoted to a full professor in 2011. His research is in the wider area of Stochastic Analysis and application. Ilya Chevyrev is currently a researcher at SISSA. Prior to this, he was a Ph.D. student and junior research fellow at the University of Oxford, a postdoc and Mercator Fellow at TU Berlin, and a Reader at the University of Edinburgh. His research focuses on rough analysis. Thomas Cass is Professor of Mathematics at Imperial College London. His research focuses on probability, stochastic analysis, and mathematical data science, with particular emphasis on rough path theory. He completed his PhD at the University of Cambridge and held academic positions at the University of Oxford before joining Imperial in 2011. At Imperial, he directs the EPSRC Centre for Doctoral Training in the Mathematics of Random Systems, a joint initiative with the University of Oxford, and is part of the leadership team for the DataSig I and DataSig II programmes, which develops mathematical tools for analysing complex data. He has been a Visiting Researcher at the Alan Turing Institute and was the Erik Ellentuck Fellow at the Institute for Advanced Study in Princeton. James Foster is currently a lecturer in mathematics at the University of Bath. Previously, he was a Ph.D. student and postdoctoral researcher at the University of Oxford. His research focuses on stochastic numerics, differential equations and their applications to machine learning. Christian Litterer is currently a Lecturer in the Department of Mathematics at the University of York. He completed his PhD and held a postdoctoral position at the University of Oxford. Before joining the University of York, he also held postdoctoral positions at Imperial College London and École Polytechnique. His research interests lie in signatures, rough paths, and their applications in stochastic analysis. Cristopher Salvi is a lecturer in Mathematics and AI at Imperial College London, Department of Mathematics, and Imperial X. Previously, he was a Chapman fellow in Mathematics at Imperial College London and before that he obtained his Ph.D. from the University of Oxford under the supervision of Terry Lyons.

Weitere Titel von Dan (Hrsg.) Crisan

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