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Author: Samuel N. Cohen
Publisher: Springer Nature
ISBN: 3030222853
Category : Mathematics
Languages : en
Pages : 303
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Book Description
This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics. This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.
Author: Samuel N. Cohen
Publisher: Springer Nature
ISBN: 3030222853
Category : Mathematics
Languages : en
Pages : 303
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Book Description
This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics. This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.
Author: Boldrighini, Carlo
Publisher: Universitätsverlag Potsdam
ISBN: 3869564857
Category : Mathematics
Languages : en
Pages : 214
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Book Description
The XI international conference Stochastic and Analytic Methods in Mathematical Physics was held in Yerevan 2 – 7 September 2019 and was dedicated to the memory of the great mathematician Robert Adol’fovich Minlos, who passed away in January 2018. The present volume collects a large majority of the contributions presented at the conference on the following domains of contemporary interest: classical and quantum statistical physics, mathematical methods in quantum mechanics, stochastic analysis, applications of point processes in statistical mechanics. The authors are specialists from Armenia, Czech Republic, Denmark, France, Germany, Italy, Japan, Lithuania, Russia, UK and Uzbekistan. A particular aim of this volume is to offer young scientists basic material in order to inspire their future research in the wide fields presented here.
Author: Takeyuki Hida
Publisher: World Scientific
ISBN: 9814488437
Category : Science
Languages : en
Pages : 209
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Book Description
Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3319444654
Category : Mathematics
Languages : en
Pages : 503
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Book Description
In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.
Author: Sergei Silvestrov
Publisher: Springer Nature
ISBN: 3030418502
Category : Mathematics
Languages : en
Pages : 976
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Book Description
This book explores the latest advances in algebraic structures and applications, and focuses on mathematical concepts, methods, structures, problems, algorithms and computational methods important in the natural sciences, engineering and modern technologies. In particular, it features mathematical methods and models of non-commutative and non-associative algebras, hom-algebra structures, generalizations of differential calculus, quantum deformations of algebras, Lie algebras and their generalizations, semi-groups and groups, constructive algebra, matrix analysis and its interplay with topology, knot theory, dynamical systems, functional analysis, stochastic processes, perturbation analysis of Markov chains, and applications in network analysis, financial mathematics and engineering mathematics. The book addresses both theory and applications, which are illustrated with a wealth of ideas, proofs and examples to help readers understand the material and develop new mathematical methods and concepts of their own. The high-quality chapters share a wealth of new methods and results, review cutting-edge research and discuss open problems and directions for future research. Taken together, they offer a source of inspiration for a broad range of researchers and research students whose work involves algebraic structures and their applications, probability theory and mathematical statistics, applied mathematics, engineering mathematics and related areas.
Author: R.M. Dudley
Publisher: Springer Science & Business Media
ISBN: 9780817636579
Category : Mathematics
Languages : en
Pages : 530
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Book Description
Probability limit theorems in infinite-dimensional spaces give conditions un der which convergence holds uniformly over an infinite class of sets or functions. Early results in this direction were the Glivenko-Cantelli, Kolmogorov-Smirnov and Donsker theorems for empirical distribution functions. Already in these cases there is convergence in Banach spaces that are not only infinite-dimensional but nonsep arable. But the theory in such spaces developed slowly until the late 1970's. Meanwhile, work on probability in separable Banach spaces, in relation with the geometry of those spaces, began in the 1950's and developed strongly in the 1960's and 70's. We have in mind here also work on sample continuity and boundedness of Gaussian processes and random methods in harmonic analysis. By the mid-70's a substantial theory was in place, including sharp infinite-dimensional limit theorems under either metric entropy or geometric conditions. Then, modern empirical process theory began to develop, where the collection of half-lines in the line has been replaced by much more general collections of sets in and functions on multidimensional spaces. Many of the main ideas from probability in separable Banach spaces turned out to have one or more useful analogues for empirical processes. Tightness became "asymptotic equicontinuity. " Metric entropy remained useful but also was adapted to metric entropy with bracketing, random entropies, and Kolchinskii-Pollard entropy. Even norms themselves were in some situations replaced by measurable majorants, to which the well-developed separable theory then carried over straightforwardly.
Author: Basant Tiwari
Publisher: Springer
ISBN: 9811081980
Category : Technology & Engineering
Languages : en
Pages : 657
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Book Description
The book is a compilation of best papers presented at International Conference on Recent Advancement in Computer and Communication (ICRAC 2017) organized by IMPLab Research and Innovation Foundation, Bhopal, India. The book covers all aspects of computers and communication techniques including pervasive computing, distributed computing, cloud computing, sensor and adhoc network, image, text and speech processing, pattern recognition and pattern analysis, digital signal processing, digital electronics, telecommunication technologies, robotics, VLSI technologies, embedded system, satellite communication, digital signal processing, and digital communication. The papers included are original research works of experts from industry, government centers and academic institutions; experienced in engineering, design and research.
Author: Zheng Huiqiang
Publisher: DEStech Publications, Inc
ISBN: 1605951285
Category : Technology & Engineering
Languages : en
Pages : 420
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Book Description
the 10th anniversary of Chinese Journal of Construction Machinery. In order to celebrate the 20th anniversary of the association and the 10th anniversary of the journal, we will hold the following activities this year. 1. Continue to convene the fourth International Conference Symposium of 2013 on Construction Machinery and Vehicle Engineering Research Progress. 2. Continue to convene the fifth National Mechanical Engineering Doctoral Forum. This forum will be held in Xuzhou and the time is from August 20 to August 24 in 2013. 3. The highlevel expert forum will be held during Changsha Engineering Machinery Parts Expo. A dialogue will be taken on the issues of industry scientific innovation, accessories, testing and quality among universities, research institutes and enterprises. 4. The celebrations about the 20th anniversary of the association and the 10th anniversary of the journal will be conducted in Shanghai. The coun cil of the new editorial board and the executive director is convened for summing up the work of the association since it was founded 20 years ago and the work of the journal since it was founded 10 years ago, and planning for the future development. This International Conference is held in the circumstance of international economic crisis and domestic industrial structure adjustment. In the past year, sales market of construction machinery has been subjected to a certain shocks, and the enterprises have en countered a certain difficulties. For the future, however, I believe that such difficulties are temporary, and the prospect is bright. The construction machinery is to serve the mining and state infrastructure construction, and for China, along with most c ountries in the world which are developing countries, the infrastructure construction is still a significant part in the course of development, and the sound infrastructure will promote the development of their economies, even these countries which are in the leading position in economy development also attach great importance to the improvement of infrastructure. Therefore, construction machinery is indispensable and has a rigid demand. Currently, the international competition has not been only limited to terrestrial, since the possession of terrestrial was a foregone conclusion, but there will be more
Author: Takeyuki Hida
Publisher: World Scientific
ISBN: 9813220953
Category : Mathematics
Languages : en
Pages : 230
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Book Description
Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by 'time'. And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist — and not only he — sits there with some heuristic ansatz, like e.g. the famous Feynman 'integral', wondering whether and how this might make sense mathematically. In many cases the characterization theorem of white noise analysis provides the user with a sweet and easy answer. Feynman's 'integral' can now be understood, the 'It's all in the vacuum' ansatz of Haag and Coester is now making sense via Dirichlet forms, and so on in many fields of application. There is mathematical finance, there have been applications in biology, and engineering, many more than we could collect in the present volume.Finally, there is one extra benefit: when we internalize the structures of Gaussian white noise analysis we will be ready to meet another close relative. We will enjoy the important similarities and differences which we encounter in the Poisson case, championed in particular by Y Kondratiev and his group. Let us look forward to a companion volume on the uses of Poisson white noise.The present volume is more than a collection of autonomous contributions. The introductory chapter on white noise analysis was made available to the other authors early on for reference and to facilitate conceptual and notational coherence in their work.
Author: 国立国会図書館 (Japan)
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 672
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Book Description
