Author: Jürgen Jost
Publisher: American Mathematical Soc.
ISBN: 0821810618
Category : Dirichlet forms
Languages : en
Pages : 293
Book Description
The theory of Dirichlet forms brings together methods and insights from the calculus of variations, sotchastic analysis, partial differential and difference equations, potential theory, Riemannian geometry and more. This book features contributions by leading experts and provides up-to-date, authoritative accounts on exciting developments in the field and on new research perspectives. Topics covered include the following: stochastic analysis on configuration spaces, specifically a mathematically rigorous approach to the stochastic dynamics of Gibbs measures and infinite interacting particle systems; subelliptic PDE, homogenization, and fractals; geometric aspects of Dirichlet forms on metric spaces and function theory on such spaces; generalized harmonic maps as nonlinear analogues of Dirichlet forms, with an emphasis on non-locally compact situations; and a stochastic approach based on Brownian motion to harmonic maps and their regularity. Various new connections between the topics are featured, and it is demonstarted that the theory of Dirichlet forms provides the proper framework for exploring these connections. Titles in this series are co-published with International Press, Cambridge, MA.
New Directions in Dirichlet Forms
Hyperfinite Dirichlet Forms and Stochastic Processes
Author: Sergio Albeverio
Publisher: Springer Science & Business Media
ISBN: 3642196594
Category : Mathematics
Languages : en
Pages : 295
Book Description
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.
Publisher: Springer Science & Business Media
ISBN: 3642196594
Category : Mathematics
Languages : en
Pages : 295
Book Description
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.
Dirichlet Forms
Author: E. Fabes
Publisher: Springer
ISBN: 3540481516
Category : Mathematics
Languages : en
Pages : 254
Book Description
The theory of Dirichlet forms has witnessed recently some very important developments both in theoretical foundations and in applications (stochasticprocesses, quantum field theory, composite materials,...). It was therefore felt timely to have on this subject a CIME school, in which leading experts in the field would present both the basic foundations of the theory and some of the recent applications. The six courses covered the basic theory and applications to: - Stochastic processes and potential theory (M. Fukushima and M. Roeckner) - Regularity problems for solutions to elliptic equations in general domains (E. Fabes and C. Kenig) - Hypercontractivity of semigroups, logarithmic Sobolev inequalities and relation to statistical mechanics (L. Gross and D. Stroock). The School had a constant and active participation of young researchers, both from Italy and abroad.
Publisher: Springer
ISBN: 3540481516
Category : Mathematics
Languages : en
Pages : 254
Book Description
The theory of Dirichlet forms has witnessed recently some very important developments both in theoretical foundations and in applications (stochasticprocesses, quantum field theory, composite materials,...). It was therefore felt timely to have on this subject a CIME school, in which leading experts in the field would present both the basic foundations of the theory and some of the recent applications. The six courses covered the basic theory and applications to: - Stochastic processes and potential theory (M. Fukushima and M. Roeckner) - Regularity problems for solutions to elliptic equations in general domains (E. Fabes and C. Kenig) - Hypercontractivity of semigroups, logarithmic Sobolev inequalities and relation to statistical mechanics (L. Gross and D. Stroock). The School had a constant and active participation of young researchers, both from Italy and abroad.
New Directions in Function Theory: From Complex to Hypercomplex to Non-Commutative
Author: Daniel Alpay
Publisher: Springer Nature
ISBN: 3030764737
Category : Mathematics
Languages : en
Pages : 389
Book Description
This volume presents selected contributions from experts gathered at Chapman University for a conference held in November 2019 on new directions in function theory. The papers, written by leading researchers in the field, relate to hypercomplex analysis, Schur analysis and de Branges spaces, new aspects of classical function theory, and infinite dimensional analysis. Signal processing constitutes a strong presence in several of the papers.A second volume in this series of conferences, this book will appeal to mathematicians interested in learning about new fields of development in function theory.
Publisher: Springer Nature
ISBN: 3030764737
Category : Mathematics
Languages : en
Pages : 389
Book Description
This volume presents selected contributions from experts gathered at Chapman University for a conference held in November 2019 on new directions in function theory. The papers, written by leading researchers in the field, relate to hypercomplex analysis, Schur analysis and de Branges spaces, new aspects of classical function theory, and infinite dimensional analysis. Signal processing constitutes a strong presence in several of the papers.A second volume in this series of conferences, this book will appeal to mathematicians interested in learning about new fields of development in function theory.
New Trends in Stochastic Analysis and Related Topics
Author: Huaizhong Zhao
Publisher: World Scientific
ISBN: 9814360910
Category : Mathematics
Languages : en
Pages : 458
Book Description
The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.
Publisher: World Scientific
ISBN: 9814360910
Category : Mathematics
Languages : en
Pages : 458
Book Description
The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.
Stochastic Processes, Physics and Geometry: New Interplays. I
Author: Sergio Albeverio
Publisher: American Mathematical Soc.
ISBN: 9780821819593
Category : Mathematics
Languages : en
Pages : 348
Book Description
This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.
Publisher: American Mathematical Soc.
ISBN: 9780821819593
Category : Mathematics
Languages : en
Pages : 348
Book Description
This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.
Lectures on Probability Theory and Statistics
Author: Sergio Albeverio
Publisher: Springer Science & Business Media
ISBN: 3540403353
Category : Mathematics
Languages : en
Pages : 294
Book Description
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.
Publisher: Springer Science & Business Media
ISBN: 3540403353
Category : Mathematics
Languages : en
Pages : 294
Book Description
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.
Alexandrov Geometry
Author: Stephanie Alexander
Publisher: American Mathematical Society
ISBN: 147047302X
Category : Mathematics
Languages : en
Pages : 303
Book Description
Alexandrov spaces are defined via axioms similar to those of the Euclid axioms but where certain equalities are replaced with inequalities. Depending on the signs of the inequalities, we obtain Alexandrov spaces with curvature bounded above (CBA) and curvature bounded below (CBB). Even though the definitions of the two classes of spaces are similar, their properties and known applications are quite different. The goal of this book is to give a comprehensive exposition of the structure theory of Alexandrov spaces with curvature bounded above and below. It includes all the basic material as well as selected topics inspired by considering Alexandrov spaces with CBA and with CBB simultaneously. The book also includes an extensive problem list with solutions indicated for every problem.
Publisher: American Mathematical Society
ISBN: 147047302X
Category : Mathematics
Languages : en
Pages : 303
Book Description
Alexandrov spaces are defined via axioms similar to those of the Euclid axioms but where certain equalities are replaced with inequalities. Depending on the signs of the inequalities, we obtain Alexandrov spaces with curvature bounded above (CBA) and curvature bounded below (CBB). Even though the definitions of the two classes of spaces are similar, their properties and known applications are quite different. The goal of this book is to give a comprehensive exposition of the structure theory of Alexandrov spaces with curvature bounded above and below. It includes all the basic material as well as selected topics inspired by considering Alexandrov spaces with CBA and with CBB simultaneously. The book also includes an extensive problem list with solutions indicated for every problem.
Chern-Simons Gauge Theory: 20 Years After
Author: Jørgen E. Andersen
Publisher: American Mathematical Soc.
ISBN: 0821853538
Category : Mathematics
Languages : en
Pages : 464
Book Description
In 1989, Edward Witten discovered a deep relationship between quantum field theory and knot theory, and this beautiful discovery created a new field of research called Chern-Simons theory. This field has the remarkable feature of intertwining a large number of diverse branches of research in mathematics and physics, among them low-dimensional topology, differential geometry, quantum algebra, functional and stochastic analysis, quantum gravity, and string theory. The 20-year anniversary of Witten's discovery provided an opportunity to bring together researchers working in Chern-Simons theory for a meeting, and the resulting conference, which took place during the summer of 2009 at the Max Planck Institute for Mathematics in Bonn, included many of the leading experts in the field. This volume documents the activities of the conference and presents several original research articles, including another monumental paper by Witten that is sure to stimulate further activity in this and related fields. This collection will provide an excellent overview of the current research directions and recent progress in Chern-Simons gauge theory.
Publisher: American Mathematical Soc.
ISBN: 0821853538
Category : Mathematics
Languages : en
Pages : 464
Book Description
In 1989, Edward Witten discovered a deep relationship between quantum field theory and knot theory, and this beautiful discovery created a new field of research called Chern-Simons theory. This field has the remarkable feature of intertwining a large number of diverse branches of research in mathematics and physics, among them low-dimensional topology, differential geometry, quantum algebra, functional and stochastic analysis, quantum gravity, and string theory. The 20-year anniversary of Witten's discovery provided an opportunity to bring together researchers working in Chern-Simons theory for a meeting, and the resulting conference, which took place during the summer of 2009 at the Max Planck Institute for Mathematics in Bonn, included many of the leading experts in the field. This volume documents the activities of the conference and presents several original research articles, including another monumental paper by Witten that is sure to stimulate further activity in this and related fields. This collection will provide an excellent overview of the current research directions and recent progress in Chern-Simons gauge theory.
Differential Equations and Mathematical Physics
Author: Rudi Weikard
Publisher: American Mathematical Soc.
ISBN: 0821821571
Category : Mathematics
Languages : en
Pages : 491
Book Description
This volume contains the proceedings of the 1999 International Conference on Differential Equations and Mathematical Physics. The contributions selected for this volume represent some of the most important presentations by scholars from around the world on developments in this area of research. The papers cover topics in the general area of linear and nonlinear differential equations and their relation to mathematical physics, such as multiparticle Schrödinger operators, stability of matter, relativity theory, fluid dynamics, spectral and scattering theory including inverse problems. Titles in this series are co-published with International Press, Cambridge, MA.
Publisher: American Mathematical Soc.
ISBN: 0821821571
Category : Mathematics
Languages : en
Pages : 491
Book Description
This volume contains the proceedings of the 1999 International Conference on Differential Equations and Mathematical Physics. The contributions selected for this volume represent some of the most important presentations by scholars from around the world on developments in this area of research. The papers cover topics in the general area of linear and nonlinear differential equations and their relation to mathematical physics, such as multiparticle Schrödinger operators, stability of matter, relativity theory, fluid dynamics, spectral and scattering theory including inverse problems. Titles in this series are co-published with International Press, Cambridge, MA.