A Riemann-Type Integral that Includes Lebesgue-Stieltjes, Bochner and Stochastic Integrals

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Publisher : American Mathematical Soc.
ISBN 13 : 0821812882
Total Pages : 57 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis A Riemann-Type Integral that Includes Lebesgue-Stieltjes, Bochner and Stochastic Integrals by : Edward James McShane

Download or read book A Riemann-Type Integral that Includes Lebesgue-Stieltjes, Bochner and Stochastic Integrals written by Edward James McShane and published by American Mathematical Soc.. This book was released on 1969 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the difficulties with integration theory is that there are so many different detailed definitions that the non-expert is confused about their relative strengths and usefulness. A surprising recent development in the theory of integration has been the discovery that suitable modifications to the Riemann definition using approximating sums can produce a wide variety of different integrals including integrals of great power.

Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics

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Publisher : John Wiley & Sons
ISBN 13 : 1119595525
Total Pages : 384 pages
Book Rating : 4.1/5 (195 download)

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Book Synopsis Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics by : Patrick Muldowney

Download or read book Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics written by Patrick Muldowney and published by John Wiley & Sons. This book was released on 2021-04-22 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: GAUGE INTEGRAL STRUCTURES FOR STOCHASTIC CALCULUS AND QUANTUM ELECTRODYNAMICS A stand-alone introduction to specific integration problems in the probabilistic theory of stochastic calculus Picking up where his previous book, A Modern Theory of Random Variation, left off, Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics introduces readers to particular problems of integration in the probability-like theory of quantum mechanics. Written as a motivational explanation of the key points of the underlying mathematical theory, and including ample illustrations of the calculus, this book relies heavily on the mathematical theory set out in the author’s previous work. That said, this work stands alone and does not require a reading of A Modern Theory of Random Variation in order to be understandable. Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics takes a gradual, relaxed, and discursive approach to the subject in a successful attempt to engage the reader by exploring a narrower range of themes and problems. Organized around examples with accompanying introductions and explanations, the book covers topics such as: Stochastic calculus, including discussions of random variation, integration and probability, and stochastic processes Field theory, including discussions of gauges for product spaces and quantum electrodynamics Robust and thorough appendices, examples, illustrations, and introductions for each of the concepts discussed within An introduction to basic gauge integral theory (for those unfamiliar with the author’s previous book) The methods employed in this book show, for instance, that it is no longer necessary to resort to unreliable “Black Box” theory in financial calculus; that full mathematical rigor can now be combined with clarity and simplicity. Perfect for students and academics with even a passing interest in the application of the gauge integral technique pioneered by R. Henstock and J. Kurzweil, Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics is an illuminating and insightful exploration of the complex mathematical topics contained within.

A Modern Theory of Random Variation

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Publisher : John Wiley & Sons
ISBN 13 : 1118345940
Total Pages : 493 pages
Book Rating : 4.1/5 (183 download)

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Book Synopsis A Modern Theory of Random Variation by : Patrick Muldowney

Download or read book A Modern Theory of Random Variation written by Patrick Muldowney and published by John Wiley & Sons. This book was released on 2013-04-26 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt: A ground-breaking and practical treatment of probability and stochastic processes A Modern Theory of Random Variation is a new and radical re-formulation of the mathematical underpinnings of subjects as diverse as investment, communication engineering, and quantum mechanics. Setting aside the classical theory of probability measure spaces, the book utilizes a mathematically rigorous version of the theory of random variation that bases itself exclusively on finitely additive probability distribution functions. In place of twentieth century Lebesgue integration and measure theory, the author uses the simpler concept of Riemann sums, and the non-absolute Riemann-type integration of Henstock. Readers are supplied with an accessible approach to standard elements of probability theory such as the central limmit theorem and Brownian motion as well as remarkable, new results on Feynman diagrams and stochastic integrals. Throughout the book, detailed numerical demonstrations accompany the discussions of abstract mathematical theory, from the simplest elements of the subject to the most complex. In addition, an array of numerical examples and vivid illustrations showcase how the presented methods and applications can be undertaken at various levels of complexity. A Modern Theory of Random Variation is a suitable book for courses on mathematical analysis, probability theory, and mathematical finance at the upper-undergraduate and graduate levels. The book is also an indispensible resource for researchers and practitioners who are seeking new concepts, techniques and methodologies in data analysis, numerical calculation, and financial asset valuation. Patrick Muldowney, PhD, served as lecturer at the Magee Business School of the UNiversity of Ulster for over twenty years. Dr. Muldowney has published extensively in his areas of research, including integration theory, financial mathematics, and random variation.

Handbook of Measure Theory

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Publisher : Elsevier
ISBN 13 : 9780080533094
Total Pages : 1632 pages
Book Rating : 4.5/5 (33 download)

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Book Synopsis Handbook of Measure Theory by : E. Pap

Download or read book Handbook of Measure Theory written by E. Pap and published by Elsevier. This book was released on 2002-10-31 with total page 1632 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main goal of this Handbook is to survey measure theory with its many different branches and its relations with other areas of mathematics. Mostly aggregating many classical branches of measure theory the aim of the Handbook is also to cover new fields, approaches and applications which support the idea of "measure" in a wider sense, e.g. the ninth part of the Handbook. Although chapters are written of surveys in the various areas they contain many special topics and challenging problems valuable for experts and rich sources of inspiration. Mathematicians from other areas as well as physicists, computer scientists, engineers and econometrists will find useful results and powerful methods for their research. The reader may find in the Handbook many close relations to other mathematical areas: real analysis, probability theory, statistics, ergodic theory, functional analysis, potential theory, topology, set theory, geometry, differential equations, optimization, variational analysis, decision making and others. The Handbook is a rich source of relevant references to articles, books and lecture notes and it contains for the reader's convenience an extensive subject and author index.

Canadian Journal of Mathematics

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Publisher :
ISBN 13 :
Total Pages : 130 pages
Book Rating : 4./5 ( download)

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Book Synopsis Canadian Journal of Mathematics by :

Download or read book Canadian Journal of Mathematics written by and published by . This book was released on 1985-12 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Topics in Banach Space Integration

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Publisher : World Scientific
ISBN 13 : 9812703284
Total Pages : 316 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Topics in Banach Space Integration by : Stefan Schwabik

Download or read book Topics in Banach Space Integration written by Stefan Schwabik and published by World Scientific. This book was released on 2005 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: The relatively new concepts of the HenstockKurzweil and McShane integrals based on Riemann type sums are an interesting challenge in the study of integration of Banach space-valued functions. This timely book presents an overview of the concepts developed and results achieved during the past 15 years. The HenstockKurzweil and McShane integrals play the central role in the book. Various forms of the integration are introduced and compared from the viewpoint of their generality. Functional analysis is the main tool for presenting the theory of summation gauge integrals.

Canadian Mathematical Bulletin

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Publisher :
ISBN 13 :
Total Pages : 128 pages
Book Rating : 4./5 ( download)

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Book Synopsis Canadian Mathematical Bulletin by :

Download or read book Canadian Mathematical Bulletin written by and published by . This book was released on 1977-09 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Modern Theory of Integration

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Publisher : American Mathematical Soc.
ISBN 13 : 0821808451
Total Pages : 474 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis A Modern Theory of Integration by : Robert Gardner Bartle

Download or read book A Modern Theory of Integration written by Robert Gardner Bartle and published by American Mathematical Soc.. This book was released on 2001 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to a theory of the integral that corrects the defects in the classical Riemann theory and both simplifies and extends the Lebesgue theory of integration.

The Riemann Approach to Integration

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Publisher : Cambridge University Press
ISBN 13 : 9780521440356
Total Pages : 326 pages
Book Rating : 4.4/5 (43 download)

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Book Synopsis The Riemann Approach to Integration by : Washek F. Pfeffer

Download or read book The Riemann Approach to Integration written by Washek F. Pfeffer and published by Cambridge University Press. This book was released on 1993 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: A detailed exposition of generalised Riemann-Stieltjes integrals.

Henstock-Kurzweil Integration

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Publisher : World Scientific
ISBN 13 : 9789810242077
Total Pages : 152 pages
Book Rating : 4.2/5 (42 download)

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Book Synopsis Henstock-Kurzweil Integration by : Jaroslav Kurzweil

Download or read book Henstock-Kurzweil Integration written by Jaroslav Kurzweil and published by World Scientific. This book was released on 2000 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: "the results of the book are very interesting and profound and can be read successfully without preliminary knowledge. It is written with a great didactical mastery, clearly and precisely It can be recommended not only for specialists on integration theory, but also for a large scale of readers, mainly for postgraduate students".Mathematics Abstracts

Stochastic Calculus and Stochastic Models

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Publisher : Academic Press
ISBN 13 : 1483218775
Total Pages : 252 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Stochastic Calculus and Stochastic Models by : E. J. McShane

Download or read book Stochastic Calculus and Stochastic Models written by E. J. McShane and published by Academic Press. This book was released on 2014-07-10 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Calculus and Stochastic Models focuses on the properties, functions, and applications of stochastic integrals. The publication first ponders on stochastic integrals, existence of stochastic integrals, and continuity, chain rule, and substitution. Discussions focus on differentiation of a composite function, continuity of sample functions, existence and vanishing of stochastic integrals, canonical form, elementary properties of integrals, and the Itô-belated integral. The book then examines stochastic differential equations, including existence of solutions of stochastic differential equations, linear differential equations and their adjoints, approximation lemma, and the Cauchy-Maruyama approximation. The manuscript takes a look at equations in canonical form, as well as justification of the canonical extension in stochastic modeling; rate of convergence of approximations to solutions; comparison of ordinary and stochastic differential equations; and invariance under change of coordinates. The publication is a dependable reference for mathematicians and researchers interested in stochastic integrals.

Research in Progress

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Publisher :
ISBN 13 :
Total Pages : 514 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Research in Progress by :

Download or read book Research in Progress written by and published by . This book was released on 1973 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Canadian Journal of Mathematics

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Publisher :
ISBN 13 :
Total Pages : 256 pages
Book Rating : 4./5 ( download)

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Book Synopsis Canadian Journal of Mathematics by :

Download or read book Canadian Journal of Mathematics written by and published by . This book was released on 1980-04 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability

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Publisher : American Mathematical Soc.
ISBN 13 : 0821842153
Total Pages : 242 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Probability by : Davar Khoshnevisan

Download or read book Probability written by Davar Khoshnevisan and published by American Mathematical Soc.. This book was released on 2007 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.

Generalized Ordinary Differential Equations

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Publisher : World Scientific
ISBN 13 : 9814505048
Total Pages : 392 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Generalized Ordinary Differential Equations by : Schwabik Stefan

Download or read book Generalized Ordinary Differential Equations written by Schwabik Stefan and published by World Scientific. This book was released on 1992-10-28 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: The contemporary approach of J Kurzweil and R Henstock to the Perron integral is applied to the theory of ordinary differential equations in this book. It focuses mainly on the problems of continuous dependence on parameters for ordinary differential equations. For this purpose, a generalized form of the integral based on integral sums is defined. The theory of generalized differential equations based on this integral is then used, for example, to cover differential equations with impulses or measure differential equations. Solutions of generalized differential equations are found to be functions of bounded variations.The book may be used for a special undergraduate course in mathematics or as a postgraduate text. As there are currently no other special research monographs or textbooks on this topic in English, this book is an invaluable reference text for those interested in this field.

Measure and Integral

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Publisher : Academic Press
ISBN 13 : 1483263045
Total Pages : 592 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Measure and Integral by : Konrad Jacobs

Download or read book Measure and Integral written by Konrad Jacobs and published by Academic Press. This book was released on 2014-07-10 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability and Mathematical Statistics: Measure and Integral provides information pertinent to the general mathematical notions and notations. This book discusses how the machinery of ?-extension works and how ?-content is derived from ?-measure. Organized into 16 chapters, this book begins with an overview of the classical Hahn–Banach theorem and introduces the Banach limits in the form of a major exercise. This text then presents the Daniell extension theory for positive ?-measures. Other chapters consider the transform of ?-contents and ?-measures by measurable mappings and kernels. This text is also devoted to a thorough study of the vector lattice of signed contents. This book discusses as well an abstract regularity theory and applied to the standard cases of compact, locally compact, and Polish spaces. The final chapter deals with the rudiments of the Krein–Milman theorem, along with some of their applications. This book is a valuable resource for graduate students.

Generalized Ordinary Differential Equations in Abstract Spaces and Applications

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Publisher : John Wiley & Sons
ISBN 13 : 1119654939
Total Pages : 514 pages
Book Rating : 4.1/5 (196 download)

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Book Synopsis Generalized Ordinary Differential Equations in Abstract Spaces and Applications by : Everaldo M. Bonotto

Download or read book Generalized Ordinary Differential Equations in Abstract Spaces and Applications written by Everaldo M. Bonotto and published by John Wiley & Sons. This book was released on 2021-09-15 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: GENERALIZED ORDINARY DIFFERENTIAL EQUATIONS IN ABSTRACT SPACES AND APPLICATIONS Explore a unified view of differential equations through the use of the generalized ODE from leading academics in mathematics Generalized Ordinary Differential Equations in Abstract Spaces and Applications delivers a comprehensive treatment of new results of the theory of Generalized ODEs in abstract spaces. The book covers applications to other types of differential equations, including Measure Functional Differential Equations (measure FDEs). It presents a uniform collection of qualitative results of Generalized ODEs and offers readers an introduction to several theories, including ordinary differential equations, impulsive differential equations, functional differential equations, dynamical equations on time scales, and more. Throughout the book, the focus is on qualitative theory and on corresponding results for other types of differential equations, as well as the connection between Generalized Ordinary Differential Equations and impulsive differential equations, functional differential equations, measure differential equations and dynamic equations on time scales. The book’s descriptions will be of use in many mathematical contexts, as well as in the social and natural sciences. Readers will also benefit from the inclusion of: A thorough introduction to regulated functions, including their basic properties, equiregulated sets, uniform convergence, and relatively compact sets An exploration of the Kurzweil integral, including its definitions and basic properties A discussion of measure functional differential equations, including impulsive measure FDEs The interrelationship between generalized ODEs and measure FDEs A treatment of the basic properties of generalized ODEs, including the existence and uniqueness of solutions, and prolongation and maximal solutions Perfect for researchers and graduate students in Differential Equations and Dynamical Systems, Generalized Ordinary Differential Equations in Abstract Spaces and App­lications will also earn a place in the libraries of advanced undergraduate students taking courses in the subject and hoping to move onto graduate studies.