EAN: 9783319112916

STOCHASTIC ANALYSIS AND APPLICATIONS 2014 GEBUNDEN

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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