Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion PDF Download
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Author: Horst Osswald
Publisher: Cambridge University Press
ISBN: 1107016142
Category : Mathematics
Languages : en
Pages : 429
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Book Description
After functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations.
Author: Horst Osswald
Publisher: Cambridge University Press
ISBN: 1107016142
Category : Mathematics
Languages : en
Pages : 429
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Book Description
After functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations.
Author: David Applebaum
Publisher: Cambridge University Press
ISBN: 1139477986
Category : Mathematics
Languages : en
Pages : 461
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Book Description
Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Lévy processes, then leading on to develop the stochastic calculus for Lévy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.
Author: Hiroyuki Matsumoto
Publisher: Cambridge University Press
ISBN: 110714051X
Category : Mathematics
Languages : en
Pages : 359
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Book Description
Developing the Itô calculus and Malliavin calculus in tandem, this book crystallizes modern day stochastic analysis into a single volume.
Author: Sergej B. Kuksin
Publisher: Cambridge University Press
ISBN: 1107022827
Category : Mathematics
Languages : en
Pages : 337
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Book Description
Presents recent progress in two-dimensional mathematical hydrodynamics, including rigorous results on turbulence in space-periodic fluid flows.
Author: Nick Gurski
Publisher: Cambridge University Press
ISBN: 1107328799
Category : Mathematics
Languages : en
Pages : 287
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Book Description
Dimension three is an important test-bed for hypotheses in higher category theory and occupies something of a unique position in the categorical landscape. At the heart of matters is the coherence theorem, of which this book provides a definitive treatment, as well as covering related results. Along the way the author treats such material as the Gray tensor product and gives a construction of the fundamental 3-groupoid of a space. The book serves as a comprehensive introduction, covering essential material for any student of coherence and assuming only a basic understanding of higher category theory. It is also a reference point for many key concepts in the field and therefore a vital resource for researchers wishing to apply higher categories or coherence results in fields such as algebraic topology or theoretical computer science.
Author: Bas Lemmens
Publisher: Cambridge University Press
ISBN: 0521898811
Category : Mathematics
Languages : en
Pages : 337
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Book Description
Guides the reader through the nonlinear Perron-Frobenius theory, introducing them to recent developments and challenging open problems.
Author: R. M. Green
Publisher: Cambridge University Press
ISBN: 1107026245
Category : Mathematics
Languages : en
Pages : 329
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Book Description
Uses the combinatorics and representation theory to construct and study important families of Lie algebras and Weyl groups.
Author: Ian Chiswell
Publisher: Cambridge University Press
ISBN: 1139576992
Category : Mathematics
Languages : en
Pages : 300
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Book Description
The theory of R-trees is a well-established and important area of geometric group theory and in this book the authors introduce a construction that provides a new perspective on group actions on R-trees. They construct a group RF(G), equipped with an action on an R-tree, whose elements are certain functions from a compact real interval to the group G. They also study the structure of RF(G), including a detailed description of centralizers of elements and an investigation of its subgroups and quotients. Any group acting freely on an R-tree embeds in RF(G) for some choice of G. Much remains to be done to understand RF(G), and the extensive list of open problems included in an appendix could potentially lead to new methods for investigating group actions on R-trees, particularly free actions. This book will interest all geometric group theorists and model theorists whose research involves R-trees.
Author: Yann Bugeaud
Publisher: Cambridge University Press
ISBN: 0521111692
Category : Mathematics
Languages : en
Pages : 317
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Book Description
A treatment of cutting-edge research on the distribution modulo one of sequences and related topics, much of it from the last decade. There are numerous exercises to aid student understanding of the topic, and researchers will appreciate the notes at the end of each chapter, extensive references and open problems.
Author: A. Ivić
Publisher: Cambridge University Press
ISBN: 1107028833
Category : Mathematics
Languages : en
Pages : 265
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Book Description
A comprehensive account of Hardy's Z-function, one of the most important functions of analytic number theory.
