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Author: A. Suleyman Ustunel
Publisher:
ISBN: 9783662132265
Category :
Languages : en
Pages : 316
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Book Description
Author: A. Suleyman Ustunel
Publisher:
ISBN: 9783662132265
Category :
Languages : en
Pages : 316
Get Book Here
Book Description
Author: A.Süleyman Üstünel
Publisher: Springer Science & Business Media
ISBN: 3662132257
Category : Mathematics
Languages : en
Pages : 303
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Book Description
This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and researchers that can be used for courses and seminars.
Author: John Edward Hafstrom
Publisher:
ISBN:
Category : Transformations (Mathematics)
Languages : en
Pages : 180
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Book Description
Author: Ali Süleyman Üstünel
Publisher:
ISBN: 9788255308560
Category :
Languages : en
Pages : 21
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Book Description
Author: Vladimir Igorevich Bogachev
Publisher: American Mathematical Soc.
ISBN: 082184993X
Category : Mathematics
Languages : en
Pages : 506
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Book Description
This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.
Author: Yaozhong Hu
Publisher: American Mathematical Soc.
ISBN: 0821837044
Category : Mathematics
Languages : en
Pages : 144
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Book Description
A paper that studies two types of integral transformation associated with fractional Brownian motion. They are applied to construct approximation schemes for fractional Brownian motion by polygonal approximation of standard Brownian motion. This approximation is the best in the sense that it minimizes the mean square error.
Author: John C. Baez
Publisher: Princeton University Press
ISBN: 1400862507
Category : Science
Languages : en
Pages : 310
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Book Description
The authors present a rigorous treatment of the first principles of the algebraic and analytic core of quantum field theory. Their aim is to correlate modern mathematical theory with the explanation of the observed process of particle production and of particle-wave duality that heuristic quantum field theory provides. Many topics are treated here in book form for the first time, from the origins of complex structures to the quantization of tachyons and domains of dependence for quantized wave equations. This work begins with a comprehensive analysis, in a universal format, of the structure and characterization of free fields, which is illustrated by applications to specific fields. Nonlinear local functions of both free fields (or Wick products) and interacting fields are established mathematically in a way that is consistent with the basic physical constraints and practice. Among other topics discussed are functional integration, Fourier transforms in Hilbert space, and implementability of canonical transformations. The authors address readers interested in fundamental mathematical physics and who have at least the training of an entering graduate student. A series of lexicons connects the mathematical development with the underlying physical motivation or interpretation. The examples and problems illustrate the theory and relate it to the scientific literature. Originally published in 1992. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Author: Rainer Buckdahn
Publisher: American Mathematical Soc.
ISBN: 0821825968
Category : Mathematics
Languages : en
Pages : 102
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Book Description
This monograph presents a concise exposition of recent developments in anticipative stochastic calculus. The anticipative calculus uses tools from differential calculus and distribution theory on Wiener space to analyze stochastic integrals with integrands which can anticipate the future of the Brownian integrator. In particular, the Skorohod integral, defined as a dual operator to the Wiener space derivative, and the anticipating Stratonovich integrals are fundamental.
Author: Rainer Buckdahn
Publisher:
ISBN:
Category :
Languages : de
Pages : 11
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Book Description
Author: Vidyadhar Mandrekar
Publisher: American Mathematical Soc.
ISBN: 0821804529
Category : Mathematics
Languages : en
Pages : 617
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Book Description
A mathematician on par with the greatest in the century, Norbert Wiener was a universal thinker of colossal proportions. This book contains the proceedings of the Norbert Wiener Centenary Congress held at Michigan State University on November 27-December 2, 1994. The aim of the Congress was to reveal the depth and strong coherence of thought that runs through Wiener's legacy, and to exhibit its continuation in on-going research. This volume brings together the great minds who have furthered Wiener's ideas in physics, stochastics, harmonic analysis, philosophy, prosthesis and cybernetics. The presentations coherently lay out the developments of the subjects from their inception. This volume provides an excellent pathway for new investigators who may wish to pursue these developments by following the footsteps of world experts. There is no other book available in which experts in the various fields in which Wiener worked have presented his thoughts and contributions insuch a coherent and lucid manner.
