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Author: Richard Durrett
Publisher: American Mathematical Soc.
ISBN: 0821850814
Category : Mathematics
Languages : en
Pages : 352
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Book Description
In July 1987, an AMS-IMS-SIAM Joint Summer Research Conference on Geometry of Random Motion was held at Cornell University. The initial impetus for the meeting came from the desire to further explore the now-classical connection between diffusion processes and second-order (hypo)elliptic differential operators. To accomplish this goal, the conference brought together leading researchers with varied backgrounds and interests: probabilists who have proved results in geometry, geometers who have used probabilistic methods, and probabilists who have studied diffusion processes. Focusing on the interplay between probability and differential geometry, this volume examines diffusion processes on various geometric structures, such as Riemannian manifolds, Lie groups, and symmetric spaces. Some of the articles specifically address analysis on manifolds, while others center on (nongeometric) stochastic analysis. The majority of the articles deal simultaneously with probabilistic and geometric techniques. Requiring a knowledge of the modern theory of diffusion processes, this book will appeal to mathematicians, mathematical physicists, and other researchers interested in Brownian motion, diffusion processes, Laplace-Beltrami operators, and the geometric applications of these concepts. The book provides a detailed view of the leading edge of research in this rapidly moving field.
Author: Richard Durrett
Publisher: American Mathematical Soc.
ISBN: 0821850814
Category : Mathematics
Languages : en
Pages : 352
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Book Description
In July 1987, an AMS-IMS-SIAM Joint Summer Research Conference on Geometry of Random Motion was held at Cornell University. The initial impetus for the meeting came from the desire to further explore the now-classical connection between diffusion processes and second-order (hypo)elliptic differential operators. To accomplish this goal, the conference brought together leading researchers with varied backgrounds and interests: probabilists who have proved results in geometry, geometers who have used probabilistic methods, and probabilists who have studied diffusion processes. Focusing on the interplay between probability and differential geometry, this volume examines diffusion processes on various geometric structures, such as Riemannian manifolds, Lie groups, and symmetric spaces. Some of the articles specifically address analysis on manifolds, while others center on (nongeometric) stochastic analysis. The majority of the articles deal simultaneously with probabilistic and geometric techniques. Requiring a knowledge of the modern theory of diffusion processes, this book will appeal to mathematicians, mathematical physicists, and other researchers interested in Brownian motion, diffusion processes, Laplace-Beltrami operators, and the geometric applications of these concepts. The book provides a detailed view of the leading edge of research in this rapidly moving field.
Author: Jin Ma
Publisher: Springer
ISBN: 3540488316
Category : Mathematics
Languages : en
Pages : 285
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Book Description
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.
Author: Vassili N. Kolokoltsov
Publisher: Springer
ISBN: 3540465871
Category : Mathematics
Languages : en
Pages : 360
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Book Description
The monograph is devoted mainly to the analytical study of the differential, pseudo-differential and stochastic evolution equations describing the transition probabilities of various Markov processes. These include (i) diffusions (in particular,degenerate diffusions), (ii) more general jump-diffusions, especially stable jump-diffusions driven by stable Lévy processes, (iii) complex stochastic Schrödinger equations which correspond to models of quantum open systems. The main results of the book concern the existence, two-sided estimates, path integral representation, and small time and semiclassical asymptotics for the Green functions (or fundamental solutions) of these equations, which represent the transition probability densities of the corresponding random process. The boundary value problem for Hamiltonian systems and some spectral asymptotics ar also discussed. Readers should have an elementary knowledge of probability, complex and functional analysis, and calculus.
Author: Wolfgang Bulla
Publisher: American Mathematical Soc.
ISBN: 0821808087
Category : Mathematics
Languages : en
Pages : 97
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Book Description
In this work, the authors provide a self-contained discussion of all real-valued quasi-periodic finite-gap solutions of the Toda and Kac-van Moerbeke hierarchies of completely integrable evolution equations. The approach utilizes algebro-geometric methods, factorization techniques for finite difference expressions, as well as Miura-type transformations. Detailed spectral theoretic properties of Lax pairs and theta function representations of the solutions are derived. Features: Simple and unified treatment of the topic. Self-contained development. Novel results for the Kac-van Moerbeke hierarchy and its algebro-geometric solutions.
Author: Lindsay Childs
Publisher: American Mathematical Soc.
ISBN: 0821810774
Category : Mathematics
Languages : en
Pages : 133
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Book Description
This volume gives two new methods for constructing $p$-elementary Hopf algebra orders over the valuation ring $R$ of a local field $K$ containing the $p$-adic rational numbers. One method constructs Hopf orders using isogenies of commutative degree 2 polynomial formal groups of dimension $n$, and is built on a systematic study of such formal group laws. The other method uses an exponential generalization of a 1992 construction of Greither. Both constructions yield Raynaud orders as iterated extensions of rank $p$ Hopf algebras; the exponential method obtains all Raynaud orders whose invariants satisfy a certain $p$-adic condition.
Author: L. Gaunce Lewis
Publisher: American Mathematical Soc.
ISBN: 082182046X
Category : Mathematics
Languages : en
Pages : 106
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Book Description
This book is intended for graduate students and research mathematicians interested in algebraic topology.
Author: Yuval Zvi Flicker
Publisher: American Mathematical Soc.
ISBN: 0821809598
Category : Mathematics
Languages : en
Pages : 127
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Book Description
The trace formula is the most powerful tool currently available to establish liftings of automorphic forms, as predicted by Langlands principle of functionality. The geometric part of the trace formula consists of orbital integrals, and the lifting is based on the fundamental lemma. The latter is an identity of the relevant orbital integrals for the unit elements of the Hecke algebras. This volume concerns a proof of the fundamental lemma in the classically most interesting case of Siegel modular forms, namely the symplectic group Sp(2). These orbital integrals are compared with those on GL(4), twisted by the transpose inverse involution. The technique of proof is elementary. Compact elements are decomposed into their absolutely semi-simple and topologically unipotent parts also in the twisted case; a double coset decomposition of the form H\ G/K--where H is a subgroup containing the centralizer--plays a key role.
Author: Lawrence C. Evans
Publisher: American Mathematical Soc.
ISBN: 0821809385
Category : Mathematics
Languages : en
Pages : 81
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Book Description
In this volume, the authors demonstrate under some assumptions on $f $, $f $ that a solution to the classical Monge-Kantorovich problem of optimally rearranging the measure $\mu{ }=f dx$ onto $\mu =f dy$ can be constructed by studying the $p$-Laplacian equation $- \roman{div}(\vert DU_p\vert p-2}Du_p)=f -f $ in the limit as $p\rightarrow\infty$. The idea is to show $u_p\rightarrow u$, where $u$ satisfies $\vert Du\vert\leq 1, -\roman{div}(aDu)=f -f $ for some density $a\geq0$, and then to build a flow by solving a nonautonomous ODE involving $a, Du, f $ and $f $
Author: Roger D. Nussbaum
Publisher: American Mathematical Soc.
ISBN: 0821809695
Category : Mathematics
Languages : en
Pages : 113
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Book Description
The classical Frobenius-Perron Theorem establishes the existence of periodic points of certain linear maps in ${\mathbb R} DEGREESn$. The authors present generalizations of this theorem to nonlinea
Author: Wenchang Chu
Publisher: American Mathematical Soc.
ISBN: 9780821808115
Category : Mathematics
Languages : en
Pages : 116
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Book Description
Presents a systematic treatment for the evaluation of basic almost poised series. Some 200 identities are covered, among which most are believed to be new. Their connections with the q-Clausen formulae as well as Rogers-Ramanujan identities are sketched. No index. Annotation copyrighted by Book News, Inc., Portland, OR
