Stochastic Analysis: A Series of Lectures : Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland: 68 (Progress in Probability)

by Francesco Russo (Editor), Marco Dozzi (Editor), RobertC.Dalang (Editor), Franco Flandoli (Editor)

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  2015

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  stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection.The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Federale de Lausanne, Switzerland, from January to June 2012.