Overview
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 378)
Included in the following conference series:
Conference proceedings info: RTISD19 2019.
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About this book
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.Similar content being viewed by others
Keywords
Table of contents (13 papers)
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Front Matter
Other volumes
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Geometry and Invariance in Stochastic Dynamics
Editors and Affiliations
Bibliographic Information
Book Title: Geometry and Invariance in Stochastic Dynamics
Book Subtitle: Verona, Italy, March 25-29, 2019
Editors: Stefania Ugolini, Marco Fuhrman, Elisa Mastrogiacomo, Paola Morando, Barbara Rüdiger
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-030-87432-2
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Switzerland AG 2021
Hardcover ISBN: 978-3-030-87431-5Published: 10 February 2022
Softcover ISBN: 978-3-030-87434-6Published: 10 February 2023
eBook ISBN: 978-3-030-87432-2Published: 09 February 2022
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XIV, 265
Number of Illustrations: 5 b/w illustrations, 13 illustrations in colour
Topics: Probability Theory and Stochastic Processes, Mathematical Physics, Classical Mechanics, Analysis