Nonlinear Stochastic Integrators, Equations and Flows PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Nonlinear Stochastic Integrators, Equations and Flows PDF full book. Access full book title Nonlinear Stochastic Integrators, Equations and Flows by René Carmona. Download full books in PDF and EPUB format.
Author: René Carmona
Publisher: CRC Press
ISBN: 9782881247330
Category : Mathematics
Languages : en
Pages : 184
Get Book Here
Book Description
Highly technical monograph in which the authors, writing on the basis of their own recent research for the benefit of expert readers, describe a general theory of stochastic integration appropriate to situations in which the integral is a nonlinear function of the integrand. Book club price, $37. (NW) Annotation copyrighted by Book News, Inc., Portland, OR
Author: René Carmona
Publisher: CRC Press
ISBN: 9782881247330
Category : Mathematics
Languages : en
Pages : 184
Get Book Here
Book Description
Highly technical monograph in which the authors, writing on the basis of their own recent research for the benefit of expert readers, describe a general theory of stochastic integration appropriate to situations in which the integral is a nonlinear function of the integrand. Book club price, $37. (NW) Annotation copyrighted by Book News, Inc., Portland, OR
Author: New York Public Library
Publisher:
ISBN:
Category : Engineering
Languages : en
Pages : 330
Get Book Here
Book Description
Author: William Arveson
Publisher: American Mathematical Soc.
ISBN: 0821803816
Category : Mathematics
Languages : en
Pages : 239
Get Book Here
Book Description
This book describes the outstanding recent progress in this important and challenging field and presents general background for the scientific context and specifics regarding key difficulties. Quantization is developed in the context of rigorous nonlinear quantum field theory in four dimensions and in connection with symplectic manifold theory and random Schrödinger operators. Nonlinear wave equations are exposed in relation to recent important progress in general relativity, in purely mathematical terms of microlocal analysis, and as represented by progress on the relativistic Boltzmann equation. Most of the developments in this volume appear in book form for the first time. The resulting work is a concise and informative way to explore the field and the spectrum of methods available for its investigation.
Author: Jialin Hong
Publisher: Springer Nature
ISBN: 9811976708
Category : Mathematics
Languages : en
Pages : 307
Get Book Here
Book Description
This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimensional stochastic Hamiltonian systems. The long-time dynamical behaviours under study involve symplectic structure, invariants, ergodicity and invariant measure. The emphasis is placed on the systematic construction and the probabilistic superiority of stochastic symplectic methods, which preserve the geometric structure of the stochastic flow of stochastic Hamiltonian systems. The problems considered in this book are related to several fascinating research hotspots: numerical analysis, stochastic analysis, ergodic theory, stochastic ordinary and partial differential equations, and rough path theory. This book will appeal to researchers who are interested in these topics.
Author: Hiroshi Kunita
Publisher: Springer
ISBN: 9811338019
Category : Mathematics
Languages : en
Pages : 366
Get Book Here
Book Description
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.
Author: Xuerong Mao
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 304
Get Book Here
Book Description
Author: D. Kannan
Publisher: CRC Press
ISBN: 9780824706609
Category : Mathematics
Languages : en
Pages : 800
Get Book Here
Book Description
An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Author: Franco Flandoli
Publisher: CRC Press
ISBN: 9782884490450
Category : Science
Languages : en
Pages : 94
Get Book Here
Book Description
First published in 1995. Routledge is an imprint of Taylor & Francis, an informa company.
Author: Vassili N. Kolokoltsov
Publisher: Cambridge University Press
ISBN: 1139489739
Category : Mathematics
Languages : en
Pages : 394
Get Book Here
Book Description
A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differential equation with the specific feature of preserving positivity. This feature distinguishes it from general vector-valued differential equations and yields a natural link with probability, both in interpreting results and in the tools of analysis. This brilliant book, the first devoted to the area, develops this interplay between probability and analysis. After systematically presenting both analytic and probabilistic techniques, the author uses probability to obtain deeper insight into nonlinear dynamics, and analysis to tackle difficult problems in the description of random and chaotic behavior. The book addresses the most fundamental questions in the theory of nonlinear Markov processes: existence, uniqueness, constructions, approximation schemes, regularity, law of large numbers and probabilistic interpretations. Its careful exposition makes the book accessible to researchers and graduate students in stochastic and functional analysis with applications to mathematical physics and systems biology.
Author: Dan Crisan
Publisher: Springer Science & Business Media
ISBN: 3642153585
Category : Mathematics
Languages : en
Pages : 303
Get Book Here
Book Description
Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume “Stochastic Analysis 2010” provides a sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009.
