Interacting Stochastic Systems
Publication year: 2005
: 978-3-540-27110-9
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.
: Mathematics and Statistics, Branching process, Brownian motion, Markov chain, Measure, diffusion process, jump process, local time, random dynamical system, random walk
