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Author: Ole E. Barndorff-Nielsen
Publisher: World Scientific
ISBN: 9814324477
Category : Business & Economics
Languages : en
Pages : 323
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Book Description
A comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results.
Author: Ole E. Barndorff-Nielsen
Publisher: World Scientific
ISBN: 9814324477
Category : Business & Economics
Languages : en
Pages : 323
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Book Description
A comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results.
Author: Ole E Barndorff-nielsen
Publisher: World Scientific Publishing Company
ISBN: 9813108002
Category : Business & Economics
Languages : en
Pages : 323
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Book Description
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics.
Author: Ursula Coope
Publisher: Clarendon Press
ISBN: 0191530123
Category : Philosophy
Languages : en
Pages : 200
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Book Description
What is the relation between time and change? Does time depend on the mind? Is the present always the same or is it always different? Aristotle tackles these questions in the Physics, and Time for Aristotle is the first book in English devoted to this discussion. Aristotle claims that time is not a kind of change, but that it is something dependent on change; he defines it as a kind of 'number of change'. Ursula Coope argues that what this means is that time is a kind of order (not, as is commonly supposed, a kind of measure). It is universal order within which all changes are related to each other. This interpretation enables Coope to explain two puzzling claims that Aristotle makes: that the now is like a moving thing, and that time depends for its existence on the mind. Brilliantly lucid in its explanation of this challenging section of the Physics, Time for Aristotle shows his discussion to be of enduring philosophical interest.
Author: Jun Kigami
Publisher: American Mathematical Soc.
ISBN: 1470436205
Category : Mathematics
Languages : en
Pages : 130
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Book Description
In this paper, time changes of the Brownian motions on generalized Sierpinski carpets including n-dimensional cube [0,1]n are studied. Intuitively time change corresponds to alteration to density of the medium where the heat flows. In case of the Brownian motion on [0,1]n, density of the medium is homogeneous and represented by the Lebesgue measure. The author's study includes densities which are singular to the homogeneous one. He establishes a rich class of measures called measures having weak exponential decay. This class contains measures which are singular to the homogeneous one such as Liouville measures on [0,1]2 and self-similar measures. The author shows the existence of time changed process and associated jointly continuous heat kernel for this class of measures. Furthermore, he obtains diagonal lower and upper estimates of the heat kernel as time tends to 0. In particular, to express the principal part of the lower diagonal heat kernel estimate, he introduces “protodistance” associated with the density as a substitute of ordinary metric. If the density has the volume doubling property with respect to the Euclidean metric, the protodistance is shown to produce metrics under which upper off-diagonal sub-Gaussian heat kernel estimate and lower near diagonal heat kernel estimate will be shown.
Author: Craig Callender
Publisher: Introducing
ISBN: 9781848311206
Category : Science
Languages : en
Pages : 0
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Book Description
A brilliant graphic exploration of the physics and philosophy of time.
Author: Aristotle
Publisher: Oxford University Press
ISBN: 9780198720690
Category : First philosophy
Languages : en
Pages : 280
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Book Description
A new translation of Aristotle's classic work on the natural sciences.
Author: Margaret Heffernan
Publisher: Simon and Schuster
ISBN: 1476784906
Category : Business & Economics
Languages : en
Pages : 128
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Book Description
Foundational introduction to the concept that organizations create major impacts by making small changes.
Author: J.O. Urmson
Publisher: Bloomsbury Publishing
ISBN: 1780934254
Category : Philosophy
Languages : en
Pages : 232
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Book Description
This companion to J. O. Urmson's translation in the same series of Simplicius' Corollaries on Place and Time contains Simplicius' commentary on the chapters on place and time in Aristotle's Physics book 4. It is a rich source for the preceding 800 years' discussion of Aristotle's views. Simplicius records attacks on Aristotle's claim that time requires change, or consciousness. He reports a rebuttal of the Pythagorean theory that history will repeat itself exactly. He evaluates Aristotle's treatment of Zeno's paradox concerning place. Throughout he elucidates the structure and meaning of Aristotle's argument, and all the more clearly for having separated off his own views into the Corollaries.
Author: Themistius,
Publisher: A&C Black
ISBN: 1472501055
Category : Philosophy
Languages : en
Pages : 161
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Book Description
Physics Book 4 is one of Aristotle's most interesting works, discussing place, time and vacuum. Themistius was a fourth-century AD orator and essayist, not only a philosopher, and he thought that only paraphrases of Aristotle were needed, because there were already such comprehensive commentaries. Nonetheless, his paraphrastic commentaries are full of innovative comment. According to Aristotle, there is no such thing as 3-dimensional space. A thing's exactly-fitting place is a surface, the inner surface of its immediate surroundings. One problem that this created was that the outermost stars, in Aristotle's view, have no surroundings, and so no place. Themistius suggests that we might think instead of the neighbouring bodies which they surround as providing their place. Aristotle saw time as something countable, and concluded that it depends for its existence on that of conscious beings to do the counting. Themistius is in the minority among commentators in disagreeing. Themistius concurs with Aristotle in denying the existence of vacuum. We cannot think that a space formerly empty of body penetrates right through a body inserted into it. If one extension could penetrate another, says Themistius, a body could penetrate a body, because bodies occupy places solely in virtue of being extended.
Author: Phillip Turetzky
Publisher: Routledge
ISBN: 1134770812
Category : Philosophy
Languages : en
Pages : 284
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Book Description
Time offers a comprehensive history of the philosophy of time in western philosophy from the Greeks through to the twentieth century. In the first half of the book, Philip Turetzky explores theories in ancient and modern philosophy chronologically: from Aristotle to Nietzsche. In the latter half, Turetzky describes the philosophy of time in three twentieth-century philosophical traditions: * analytic philosophy including philosophers such as McTaggart and Mellor * phenomenology Husserl and Heidegger * a distaff tradition which Turetzky identifies as including Bergson and Deleuze.
