WorldCat Identities

Hairer, Martin

Overview
Works: 7 works in 20 publications in 2 languages and 372 library holdings
Roles: Author
Publication Timeline
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Most widely held works by Martin Hairer
A course on rough paths : with an introduction to regularity structures by Peter K Friz( )

13 editions published in 2014 in English and German and held by 361 WorldCat member libraries worldwide

Lyons' rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook presents the first thorough and easily accessible introduction to rough path analysis. When applied to stochastic systems, rough path analysis provides a means to construct a pathwise solution theory which, in many respects, behaves much like the theory of deterministic differential equations and provides a clean break between analytical and probabilistic arguments. It provides a toolbox allowing to recover many classical results without using specific probabilistic properties such as predictability or the martingale property. The study of stochastic PDEs has recently led to a significant extension - the theory of regularity structures - and the last parts of this book are devoted to a gentle introduction. Most of this course is written as an essentially self-contained textbook, with an emphasis on ideas and short arguments, rather than pushing for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis courses and has some interest in stochastic analysis. For a large part of the text, little more than Itô's integration against Brownian motion is required as background
Comportement asymptotique d'équations à dérivées partielles stochastiques by Martin Hairer( Book )

1 edition published in 2001 in English and held by 4 WorldCat member libraries worldwide

Dans ce travail de thèse, j'étudie le comportement à long terme de solutions d'équations à dérivées partielles stochastiques. De telles équations apparaissent naturellement dans de nombreux domaines, comme les mathématiques financières, l'hydrodynamique, la climatologie, l'étude de supraconducteurs, l'étude des populations, etc
Hypoellipticity : Schrödinger operators, analysis on groups, stochastic analysis( Book )

1 edition published in 2007 in English and held by 2 WorldCat member libraries worldwide

Discretisations of rough stochastic partial differential equations by Kanstantsin Matetski( Book )

2 editions published in 2016 in English and held by 2 WorldCat member libraries worldwide

Some remarks on stabilization by additive noise( )

1 edition published in 2008 in English and held by 1 WorldCat member library worldwide

Some Remarks on Stabilization by Additive Noise by Dirk Blömker( )

1 edition published in 2008 in English and held by 1 WorldCat member library worldwide

GniCodes - Matlab programs for geometric numerical integration by E Hairer( )

1 edition published in 2003 in English and held by 1 WorldCat member library worldwide

 
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.57 (from 0.49 for Discretisa ... to 0.97 for Comporteme ...)

Alternative Names
Hairer, M.

Martin Hairer austerriksk matematikar

Martin Hairer Austrian mathematician working in the field of stochastic analysis

Martin Hairer matematico austriaco

Martin Hairer mathématicien autrichien

Martin Hairer Oostenrijks wiskundige

Martin Hairer österrikisk matematiker

Martin Hairer østerriksk matematiker

Martin Hairer østrigsk matematiker

Martin Hairer osztrák matematikus

Μάρτιν Χάιρερ

Мартин Хайрер

Мартін Гайрер

מרטין היירר

مارتين هايرر

مارتين هايرر رياضياتي نمساوي

مارتین هایرر ریاضی‌دان اتریشی

마르틴 하이러

マルティン・ハイラー

马丁·海雷尔

Languages
English (19)

German (1)