Geometry and Invariance in Stochastic Dynamics

The reader is a mathematician or a theoretical physicist. The main discipline is stochastic analysis with profound ideas coming from Mathematical Physics and Lie's Group Geometry. While the audience consists essentially of academicians, the reader can also be a practitioner with Ph.D., who is interested in efficient stochastic modelling.

Albeverio, S., De Vecchi, F.C.: Some recent developments on Lie Symmetry analysis of stochastic differential equations.- Applebaum, D., Ming, L.: Markov processes with jumps on manifolds and Lie groups.- Cordoni, F., Di Persio, L.: Asymptotic expansion for a Black-Scholes model with small noise stochastic jump diffusion interest rate.- Cruzeiro, A.B., Zambrini, J.C.: Stochastic geodesics.- DeVecchi, F.C., Gubinelli, M.: A note on supersymmetry and stochastic differential equations.- Ebrahimi-Fard, K, Patras, F.: Quasi shuffle algebras in non-commutative stochastic calculus.- Elworthy, K.D.: Higher order derivatives of heat semigroups on spheres and Riemannian symmetric spaces.- Gehringer, J., Li, X.M.: Rough homogenisation with fractional dynamics.- Holm, D.D., Luesink, E.: Stochastic geometric mechanics with diffeomorphisms.- Izydorczyk, L., Oudjane, N., Russo, F.: McKean Feynman-Kac probabilistic representations of non linear partial differential equations.- Lescot, P., Valade, L.: Bernestein processes, isovectors and machanics.- Marinelli, C., Scarpa, L.: On the positivity of local mild solutions to stochastic evolution equations.- Privault, N.: Invariance of Poisson point processes by moment identities with statistical applications.