Stability of Infinite Dimensional Stochastic Differential Equations with Applications PDF Download
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Author: Kai Liu
Publisher: CRC Press
ISBN: 1420034820
Category : Mathematics
Languages : en
Pages : 311
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Book Description
Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well establ
Author: Kai Liu
Publisher: CRC Press
ISBN: 1420034820
Category : Mathematics
Languages : en
Pages : 311
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Book Description
Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well establ
Author: Leszek Gawarecki
Publisher: Springer Science & Business Media
ISBN: 3642161944
Category : Mathematics
Languages : en
Pages : 300
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Book Description
The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.
Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 1316510085
Category : Business & Economics
Languages : en
Pages : 327
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Book Description
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author: Wilfried Grecksch
Publisher: World Scientific
ISBN: 9811209804
Category : Science
Languages : en
Pages : 261
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Book Description
This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.The topics presented in this volume are:This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.
Author: John Mallet-Paret
Publisher: Springer Science & Business Media
ISBN: 1461445221
Category : Mathematics
Languages : en
Pages : 495
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Book Description
This collection covers a wide range of topics of infinite dimensional dynamical systems generated by parabolic partial differential equations, hyperbolic partial differential equations, solitary equations, lattice differential equations, delay differential equations, and stochastic differential equations. Infinite dimensional dynamical systems are generated by evolutionary equations describing the evolutions in time of systems whose status must be depicted in infinite dimensional phase spaces. Studying the long-term behaviors of such systems is important in our understanding of their spatiotemporal pattern formation and global continuation, and has been among major sources of motivation and applications of new developments of nonlinear analysis and other mathematical theories. Theories of the infinite dimensional dynamical systems have also found more and more important applications in physical, chemical, and life sciences. This book collects 19 papers from 48 invited lecturers to the International Conference on Infinite Dimensional Dynamical Systems held at York University, Toronto, in September of 2008. As the conference was dedicated to Professor George Sell from University of Minnesota on the occasion of his 70th birthday, this collection reflects the pioneering work and influence of Professor Sell in a few core areas of dynamical systems, including non-autonomous dynamical systems, skew-product flows, invariant manifolds theory, infinite dimensional dynamical systems, approximation dynamics, and fluid flows.
Author: S. E. A. Mohammed
Publisher: Pitman Advanced Publishing Program
ISBN:
Category : Mathematics
Languages : en
Pages : 268
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Book Description
Author: Peter H. Baxendale
Publisher: World Scientific
ISBN: 9812706623
Category : Science
Languages : en
Pages : 416
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Book Description
The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.
Author: Tianyuan Xiao
Publisher: Springer
ISBN: 3642343848
Category : Computers
Languages : en
Pages : 569
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Book Description
The Three-Volume-Set CCIS 323, 324, 325 (AsiaSim 2012) together with the Two-Volume-Set CCIS 326, 327 (ICSC 2012) constitutes the refereed proceedings of the Asia Simulation Conference, AsiaSim 2012, and the International Conference on System Simulation, ICSC 2012, held in Shanghai, China, in October 2012. The 267 revised full papers presented were carefully reviewed and selected from 906 submissions. The papers are organized in topical sections on modeling theory and technology; modeling and simulation technology on synthesized environment and virtual reality environment; pervasive computing and simulation technology; embedded computing and simulation technology; verification, validation and accreditation technology; networked modeling and simulation technology; modeling and simulation technology of continuous system, discrete system, hybrid system, and intelligent system; high performance computing and simulation technology; cloud simulation technology; modeling and simulation technology of complex system and open, complex, huge system; simulation based acquisition and virtual prototyping engineering technology; simulator; simulation language and intelligent simulation system; parallel and distributed software; CAD, CAE, CAM, CIMS, VP, VM, and VR; visualization; computing and simulation applications in science and engineering; computing and simulation applications in management, society and economics; computing and simulation applications in life and biomedical engineering; computing and simulation applications in energy and environment; computing and simulation applications in education; computing and simulation applications in military field; computing and simulation applications in medical field.
Author: G. Kallianpur
Publisher: IMS
ISBN: 9780940600386
Category : Mathematics
Languages : en
Pages : 356
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Book Description
Author: Giuseppe Da Prato
Publisher: CRC Press
ISBN: 9780203910177
Category : Mathematics
Languages : en
Pages : 480
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Book Description
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
