Interacting stochastic systems

✍ Scribed by Jean-Dominique Deuschel, Andreas Greven

• Book ID: 127426420
• Publisher: Springer
• Year: 2005
• Tongue: English
• Weight: 4 MB
• Edition: 1
• Category: Library
• City: Berlin; New York
• ISBN: 3540271104

✦ Synopsis

The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed at exploring and developing connections between research in infinite-dimensional stochastic analysis, statistical physics, spatial population models from mathematical biology, complex models of financial markets or of stochastic models interacting with other sciences. This book presents a structured collection of papers on the core topics, written at the close of the 6-year programme by the research groups who took part in it. The structure chosen highlights the interweaving of certain themes and certain interconnections discovered through the joint work. This yields a reference work on results and methods that will be useful to all who work between applied probability and the physical, economic, and life sciences.