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Stochastic analysis: classical and quantum. Perspectives of white noise theory

✍ Scribed by Takeyuki Hida

Book ID
127426518
Publisher
World Scientific Publishing Company
Year
2005
Tongue
English
Weight
2 MB
Category
Library
ISBN
9812701540

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✦ Synopsis

This volume includes papers by leading mathematicians in the fields of stochastic analysis, white noise theory and quantum information, together with their applications. The papers selected were presented at the International Conference on Stochastic Analysis: Classical and Quantum held at Meijo University, Nagoya, Japan from 1 to 5 November 2004. The large range of subjects covers the latest research in probability theory.

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We consider fast numerical methods for computing the response of stochastic systems. The stochastic discretization is performed via a Karhunen-Loéve and Wiener's polynomial chaos expansion. In truncating this expansion and using a Galerkin projection, a finite dimensional system of equations remains