edited by Jinqiao Duan (Illinois Institute of Technology, USA), Shunlong Luo (Chinese Academy of Sciences, China), & Caishi Wang (Northwest Normal University, China)

Table of Contents (85k)
Foreword (60k)
Preface (129k)
Chapter 1: Hyperbolic Equations with Random Boundary Conditions (344k)

Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.

The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.

• Hyperbolic Equations with Random Boundary Conditions (Z Brzeźniak & S Peszat)
• Decoherent Information of Quantum Operations (X-L Cao et al.)
• Stabilization of Evolution Equations by Noise (T Caraballo & P E Kloeden)
• Stochastic Quantification of Missing Mechanisms in Dynamical Systems (B-H Chen & J-Q Duan)
• Banach Space-Valued Functionals of White Noise (Y Chen & C-S Wang)
• Hurst Index Estimation for Self-Similar Processes with Long-Memory (A Chronopoulou & F G Viens)
• Modeling Colored Noise by Fractional Brownian Motion (J-Q Duan et al.)
• A Sufficient Condition for Non-Explosion for a Class of Stochastic Partial Differential Equations (H-B Fu et al.)
• The Influence of Transaction Costs on Optimal Control for an Insurance Company with a New Value Function (L He et al.)
• Limit theorems for p-Variations of Solutions of SDEs Driven by Additive Stable Lévy Noise and Model Selection for Paleo-Climatic Data (C Hein et al.)
• Class II Semi-Subgroups of the Infinite Dimensional Rotation Group and Associated Lie Algebra (T Hida & S Si)
• Stopping Weyl Processes (R L Hudson)
• Karhunen-Loéve Expansion for Stochastic Convolution of Cylindrical Fractional Brownian Motions (Z-X Liang)
• Stein's Method Meets Malliavin Calculus: A Short Survey with New Estimates (I Nourdin and G Peccati)
• On Stochastic Integrals with Respect to an Infinite Number of Poisson Point Process and Its Applications (G-L Rang et al.)
• Lévy White Noise, Elliptic SPDEs and Euclidean Random Fields (J-L Wu)
• A Short Presentation of Choquet Integral (J-A Yan)