Stochastic Spectral Theory for Selfadjoint Feller Operators

Stochastic Spectral Theory for Selfadjoint Feller Operators PDF Author: Michael Demuth
Publisher: Birkhäuser
ISBN: 3034884605
Category : Technology & Engineering
Languages : en
Pages : 476

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Book Description
In this book, a beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. The unified approach provides a new viewpoint of and a deeper insight into the subject.

Stochastic Spectral Theory for Selfadjoint Feller Operators

Stochastic Spectral Theory for Selfadjoint Feller Operators PDF Author: Michael Demuth
Publisher: Birkhäuser
ISBN: 3034884605
Category : Technology & Engineering
Languages : en
Pages : 476

Get Book Here

Book Description
In this book, a beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. The unified approach provides a new viewpoint of and a deeper insight into the subject.

Stochastic Spectral Theory for Selfadjoint Feller Operators

Stochastic Spectral Theory for Selfadjoint Feller Operators PDF Author: Michael Demuth
Publisher: Birkhauser
ISBN: 9780817658878
Category : Mathematics
Languages : en
Pages : 463

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Book Description
In this book, a beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. The unified approach provides a new viewpoint of and a deeper insight into the subject.

Operator Calculus and Spectral Theory

Operator Calculus and Spectral Theory PDF Author: M. Demuth
Publisher: Birkhäuser
ISBN: 3034886233
Category : Science
Languages : en
Pages : 355

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Book Description


Mathematical Physics, Spectral Theory and Stochastic Analysis

Mathematical Physics, Spectral Theory and Stochastic Analysis PDF Author: Michael Demuth
Publisher: Springer Science & Business Media
ISBN: 3034805918
Category : Mathematics
Languages : en
Pages : 344

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Book Description
This volume presents self-contained survey articles on modern research areas written by experts in their fields. The topics are located at the interface of spectral theory, theory of partial differential operators, stochastic analysis, and mathematical physics. The articles are accessible to graduate students and researches from other fields of mathematics or physics while also being of value to experts, as they report on the state of the art in the respective fields.

Partial Differential Equations and Spectral Theory

Partial Differential Equations and Spectral Theory PDF Author: Michael Demuth
Publisher: Birkhäuser
ISBN: 3034882319
Category : Mathematics
Languages : en
Pages : 346

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Book Description
The intention of the international conference PDE2000 was to bring together specialists from different areas of modern analysis, mathematical physics and geometry, to discuss not only the recent progress in their own fields but also the interaction between these fields. The special topics of the conference were spectral and scattering theory, semiclassical and asymptotic analysis, pseudodifferential operators and their relation to geometry, as well as partial differential operators and their connection to stochastic analysis and to the theory of semigroups. The scientific advisory board of the conference in Clausthal consisted of M. Ben-Artzi (Jerusalem), Chen Hua (Peking), M. Demuth (Clausthal), T. Ichinose (Kanazawa), L. Rodino (Turin), B.-W. Schulze (Potsdam) and J. Sjöstrand (Paris). The book is aimed at researchers in mathematics and mathematical physics with interests in partial differential equations and all its related fields.

Nonlinear Hyperbolic Equations, Spectral Theory, and Wavelet Transformations

Nonlinear Hyperbolic Equations, Spectral Theory, and Wavelet Transformations PDF Author: Sergio Albeverio
Publisher: Birkhäuser
ISBN: 3034880731
Category : Mathematics
Languages : en
Pages : 444

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Book Description
This volume focuses on recent developments in non-linear and hyperbolic equations. It will be a most valuable resource for researchers in applied mathematics, the theory of wavelets, and in mathematical and theoretical physics. Nine up-to-date contributions have been written on invitation by experts in the respective fields. The book is the third volume of the subseries "Advances in Partial Differential Equations".

Determining Spectra in Quantum Theory

Determining Spectra in Quantum Theory PDF Author: Michael Demuth
Publisher: Springer Science & Business Media
ISBN: 0817644393
Category : Mathematics
Languages : en
Pages : 224

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Book Description
This work focuses on various known criteria in the spectral theory of selfadjoint operators. The concise, unified presentation is aimed at graduate students and researchers working in the spectral theory of Schrodinger operators with either fixed or random potentials. But given the large gap this book fills in the literature, it will serve a wider audience of mathematical physicists in its contribution to works in spectral theory.

Handbooks in Operations Research and Management Science: Financial Engineering

Handbooks in Operations Research and Management Science: Financial Engineering PDF Author: John R. Birge
Publisher: Elsevier
ISBN: 9780080553252
Category : Business & Economics
Languages : en
Pages : 1026

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Book Description
The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.

Laws of Small Numbers: Extremes and Rare Events

Laws of Small Numbers: Extremes and Rare Events PDF Author: Michael Falk
Publisher: Birkhäuser
ISBN: 3034877919
Category : Mathematics
Languages : en
Pages : 381

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Book Description
Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. Laws of Small Numbers gives a mathematically oriented development of the theory of rare events underlying various applications. The new edition incorporates numerous new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.

Mathematical Results in Quantum Mechanics

Mathematical Results in Quantum Mechanics PDF Author: Pavel Exner
Publisher: American Mathematical Soc.
ISBN: 0821829009
Category : Mathematics
Languages : en
Pages : 362

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Book Description
This work contains contributions presented at the conference, QMath-8: Mathematical Results in Quantum Mechanics'', held at Universidad Nacional Autonoma de Mexico in December 2001. The articles cover a wide range of mathematical problems and focus on various aspects of quantum mechanics, quantum field theory and nuclear physics. Topics vary from spectral properties of the Schrodinger equation of various quantum systems to the analysis of quantum computation algorithms. The book should be suitable for graduate students and research mathematicians interested in the mathematical aspects of quantum mechanics.