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This collection of contributions originates from the
well-established conference series "Fractal Geometry and
Stochastics" which brings together researchers from different
fields using concepts and methods from fractal geometry. Carefully
selected papers from keynote and invited speakers are included,
both discussing exciting new trends and results and giving a gentle
introduction to some recent developments. The topics covered
include Assouad dimensions and their connection to analysis,
multifractal properties of functions and measures, renewal theorems
in dynamics, dimensions and topology of random discrete structures,
self-similar trees, p-hyperbolicity, phase transitions from
continuous to discrete scale invariance, scaling limits of
stochastic processes, stemi-stable distributions and fractional
differential equations, and diffusion limited aggregation.
Representing a rich source of ideas and a good starting point for
more advanced topics in fractal geometry, the volume will appeal to
both established experts and newcomers.
This collection of contributions originates from the
well-established conference series "Fractal Geometry and
Stochastics" which brings together researchers from different
fields using concepts and methods from fractal geometry. Carefully
selected papers from keynote and invited speakers are included,
both discussing exciting new trends and results and giving a gentle
introduction to some recent developments. The topics covered
include Assouad dimensions and their connection to analysis,
multifractal properties of functions and measures, renewal theorems
in dynamics, dimensions and topology of random discrete structures,
self-similar trees, p-hyperbolicity, phase transitions from
continuous to discrete scale invariance, scaling limits of
stochastic processes, stemi-stable distributions and fractional
differential equations, and diffusion limited aggregation.
Representing a rich source of ideas and a good starting point for
more advanced topics in fractal geometry, the volume will appeal to
both established experts and newcomers.
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.
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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