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Decoupling On The Wiener Space Related Besov Spaces And Applications To Bsdes
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Book Synopsis Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs by : Stefan Geiss
Download or read book Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs written by Stefan Geiss and published by American Mathematical Society. This book was released on 2021-11-16 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations by : Philipp Grohs
Download or read book A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations written by Philipp Grohs and published by American Mathematical Society. This book was released on 2023-04-07 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Backward Stochastic Differential Equations by : N El Karoui
Download or read book Backward Stochastic Differential Equations written by N El Karoui and published by CRC Press. This book was released on 1997-01-17 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
Book Synopsis Differentiable Measures and the Malliavin Calculus by : Vladimir Igorevich Bogachev
Download or read book Differentiable Measures and the Malliavin Calculus written by Vladimir Igorevich Bogachev and published by American Mathematical Soc.. This book was released on 2010-07-21 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Foundations of Computational Mathematics by : Ronald A. DeVore
Download or read book Foundations of Computational Mathematics written by Ronald A. DeVore and published by Cambridge University Press. This book was released on 2001-05-17 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collection of papers by leading researchers in computational mathematics, suitable for graduate students and researchers.
Book Synopsis Cell Complexes, Poset Topology and the Representation Theory of Algebras Arising in Algebraic Combinatorics and Discrete Geometry by : Stuart Margolis
Download or read book Cell Complexes, Poset Topology and the Representation Theory of Algebras Arising in Algebraic Combinatorics and Discrete Geometry written by Stuart Margolis and published by American Mathematical Society. This book was released on 2021-12-30 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications by : Samuel N. Cohen
Download or read book Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications written by Samuel N. Cohen and published by Springer Nature. This book was released on 2019-08-31 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Large Deviations at Saint-Flour by : Robert Azencott
Download or read book Large Deviations at Saint-Flour written by Robert Azencott and published by Springer. This book was released on 2012-10-25 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contents: Azencott, R. : Large deviations and applications.- Freidlin, Mark I. Semi-linear PDE's and limit theorems for large deviations- Varadhan, Srinivasa R.S.: Large deviations and applications.
Book Synopsis Gromov-Witten Theory of Quotients of Fermat Calabi-Yau Varieties by : Hiroshi Iritani
Download or read book Gromov-Witten Theory of Quotients of Fermat Calabi-Yau Varieties written by Hiroshi Iritani and published by American Mathematical Soc.. This book was released on 2021-06-21 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gromov-Witten theory started as an attempt to provide a rigorous mathematical foundation for the so-called A-model topological string theory of Calabi-Yau varieties. Even though it can be defined for all the Kähler/symplectic manifolds, the theory on Calabi-Yau varieties remains the most difficult one. In fact, a great deal of techniques were developed for non-Calabi-Yau varieties during the last twenty years. These techniques have only limited bearing on the Calabi-Yau cases. In a certain sense, Calabi-Yau cases are very special too. There are two outstanding problems for the Gromov-Witten theory of Calabi-Yau varieties and they are the focus of our investigation.
Book Synopsis Stability of Heat Kernel Estimates for Symmetric Non-Local Dirichlet Forms by : Zhen-Qing Chen
Download or read book Stability of Heat Kernel Estimates for Symmetric Non-Local Dirichlet Forms written by Zhen-Qing Chen and published by American Mathematical Society. This book was released on 2021-09-24 with total page 89 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Global Dynamics Above the Ground State Energy for the Combined Power-Type Nonlinear Schrödinger Equations with Energy-Critical Growth at Low Frequencies by : Takafumi Akahori
Download or read book Global Dynamics Above the Ground State Energy for the Combined Power-Type Nonlinear Schrödinger Equations with Energy-Critical Growth at Low Frequencies written by Takafumi Akahori and published by American Mathematical Society. This book was released on 2021-11-16 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Adiabatic Perturbation Theory in Quantum Dynamics by : Stefan Teufel
Download or read book Adiabatic Perturbation Theory in Quantum Dynamics written by Stefan Teufel and published by Springer Science & Business Media. This book was released on 2003 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Introduction to Malliavin Calculus by : David Nualart
Download or read book Introduction to Malliavin Calculus written by David Nualart and published by Cambridge University Press. This book was released on 2018-09-27 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
Book Synopsis Cohomological Tensor Functors on Representations of the General Linear Supergroup by : Thorsten Heidersdorf
Download or read book Cohomological Tensor Functors on Representations of the General Linear Supergroup written by Thorsten Heidersdorf and published by American Mathematical Soc.. This book was released on 2021-07-21 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt: We define and study cohomological tensor functors from the category Tn of finite-dimensional representations of the supergroup Gl(n|n) into Tn−r for 0 < r ≤ n. In the case DS : Tn → Tn−1 we prove a formula DS(L) = ΠniLi for the image of an arbitrary irreducible representation. In particular DS(L) is semisimple and multiplicity free. We derive a few applications of this theorem such as the degeneration of certain spectral sequences and a formula for the modified superdimension of an irreducible representation.
Book Synopsis Effective Faithful Tropicalizations Associated to Linear Systems on Curves by : Shu Kawaguchi
Download or read book Effective Faithful Tropicalizations Associated to Linear Systems on Curves written by Shu Kawaguchi and published by American Mathematical Soc.. This book was released on 2021-07-21 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt: For a connected smooth projective curve X of genus g, global sections of any line bundle L with deg(L) ≥ 2g + 1 give an embedding of the curve into projective space. We consider an analogous statement for a Berkovich skeleton in nonarchimedean geometry: We replace projective space by tropical projective space, and an embedding by a homeomorphism onto its image preserving integral structures (or equivalently, since X is a curve, an isometry), which is called a faithful tropicalization. Let K be an algebraically closed field which is complete with respect to a nontrivial nonarchimedean value. Suppose that X is defined over K and has genus g ≥ 2 and that Γ is a skeleton (that is allowed to have ends) of the analytification Xan of X in the sense of Berkovich. We show that if deg(L) ≥ 3g − 1, then global sections of L give a faithful tropicalization of Γ into tropical projective space. As an application, when Y is a suitable affine curve, we describe the analytification Y an as the limit of tropicalizations of an effectively bounded degree.
Book Synopsis Computational Algebraic Geometry by : Hal Schenck
Download or read book Computational Algebraic Geometry written by Hal Schenck and published by Cambridge University Press. This book was released on 2003-10-06 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interplay between algebra and geometry is a beautiful (and fun!) area of mathematical investigation. Advances in computing and algorithms make it possible to tackle many classical problems in a down-to-earth and concrete fashion. This opens wonderful new vistas and allows us to pose, study and solve problems that were previously out of reach. Suitable for graduate students, the objective of this 2003 book is to bring advanced algebra to life with lots of examples. The first chapters provide an introduction to commutative algebra and connections to geometry. The rest of the book focuses on three active areas of contemporary algebra: Homological Algebra (the snake lemma, long exact sequence inhomology, functors and derived functors (Tor and Ext), and double complexes); Algebraic Combinatorics and Algebraic Topology (simplicial complexes and simplicial homology, Stanley-Reisner rings, upper bound theorem and polytopes); and Algebraic Geometry (points and curves in projective space, Riemann-Roch, Cech cohomology, regularity).
Book Synopsis On Generalized Bounded Variation and Approximation of SDEs by : Rainer Avikainen
Download or read book On Generalized Bounded Variation and Approximation of SDEs written by Rainer Avikainen and published by . This book was released on 2009 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
