Stochastic Analysis 2010 D-79111 Freiburg INFIQC - CONICET)

INFIQC - CONICET)

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Stochastic Analysis 2010 D-79111 Freiburg INFIQC - CONICET)Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century