Autor: Robert C. Dalang

Sequential Stochastic Optimization provides mathematicians andapplied researchers with a well-developed framework in whichstochastic optimization problems can be formulated and solved.Offering much m …

This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte V …

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid …

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The authors study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance d …

The authors consider a $d$-dimensional random field $u = /{u(t, x)/}$ that solves a non-linear system of stochastic wave equations in spatial dimensions $k /in /{1, 2, 3/}$, driven by a spatially hom …