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Degenerate Stochastic Differential Equations And Hypoellipticity
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Book Synopsis Degenerate Stochastic Differential Equations and Hypoellipticity by : Denis Bell
Download or read book Degenerate Stochastic Differential Equations and Hypoellipticity written by Denis Bell and published by CRC Press. This book was released on 1996-05-15 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main theme of this Monograph is the study of degenerate stochastic differential equations, considered as transformations of the Wiener measure, and their relationship with partial differential equations. The book contains an elementary derivation of Malliavin's integration by parts formula, a proof of the probabilistic form of Hormander's theorem, an extension of Hormander's theorem for infinitely degenerate differential operators, and criteria for the regularity of measures induced by stochastic hereditary-delay equations.
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 488 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 Real and Stochastic Analysis by : M. M. Rao
Download or read book Real and Stochastic Analysis written by M. M. Rao and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus the interplay between real (functional) analysis and stochastic analysis show their mutual benefits and advance the subjects. The presentation of each article, given as a chapter, is in a research-expository style covering the respective topics in depth. In fact, most of the details are included so that each work is essentially self contained and thus will be of use both for advanced graduate students and other researchers interested in the areas considered. Moreover, numerous new problems for future research are suggested in each chapter. The presented articles contain a substantial number of new results as well as unified and simplified accounts of previously known ones. A large part of the material cov ered is on stochastic differential equations on various structures, together with some applications. Although Brownian motion plays a key role, (semi-) martingale theory is important for a considerable extent. Moreover, noncommutative analysis and probabil ity have a prominent role in some chapters, with new ideas and results. A more detailed outline of each of the articles appears in the introduction and outline to assist readers in selecting and starting their work. All chapters have been reviewed.
Book Synopsis The Malliavin Calculus by : Denis R. Bell
Download or read book The Malliavin Calculus written by Denis R. Bell and published by Courier Corporation. This book was released on 2012-12-03 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and a variety of applications. 1987 edition.
Author :Gregory S. Chirikjian Publisher :Springer Science & Business Media ISBN 13 :0817648038 Total Pages :397 pages Book Rating :4.8/5 (176 download)
Book Synopsis Stochastic Models, Information Theory, and Lie Groups, Volume 1 by : Gregory S. Chirikjian
Download or read book Stochastic Models, Information Theory, and Lie Groups, Volume 1 written by Gregory S. Chirikjian and published by Springer Science & Business Media. This book was released on 2009-09-02 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Book Synopsis Stochastic Analysis and Related Topics VI by : Laurent Decreusefond
Download or read book Stochastic Analysis and Related Topics VI written by Laurent Decreusefond and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures " Stochastic Differential Equations with Memory, by S.E.A. Mohammed, " Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank " VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), " CNRS, Centre National de la Recherche Scientifique, " The Department of Mathematics of the University of Oslo, " The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia HØyfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: [email protected] Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail: [email protected] 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: [email protected] Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I
Book Synopsis Fokker–Planck–Kolmogorov Equations by : Vladimir I. Bogachev
Download or read book Fokker–Planck–Kolmogorov Equations written by Vladimir I. Bogachev and published by American Mathematical Society. This book was released on 2022-02-10 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker–Planck–Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
Book Synopsis Almost Periodic Stochastic Processes by : Paul H. Bezandry
Download or read book Almost Periodic Stochastic Processes written by Paul H. Bezandry and published by Springer Science & Business Media. This book was released on 2011-04-07 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book lays the foundations for a theory on almost periodic stochastic processes and their applications to various stochastic differential equations, functional differential equations with delay, partial differential equations, and difference equations. It is in part a sequel of authors recent work on almost periodic stochastic difference and differential equations and has the particularity to be the first book that is entirely devoted to almost periodic random processes and their applications. The topics treated in it range from existence, uniqueness, and stability of solutions for abstract stochastic difference and differential equations.
Book Synopsis Complex Analysis and Geometry by : Jeffery D. McNeal
Download or read book Complex Analysis and Geometry written by Jeffery D. McNeal and published by Walter de Gruyter GmbH & Co KG. This book was released on 2017-04-24 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the proceedings of a conference held at Ohio State University in May of 1999. Over sixty mathematicians from around the world participated in this conference and principal lectures were given by some of the most distinguished experts in the field. The proceedings volume contains fully refereed research articles from some of the principal speakers, including: Salah Baouendi (UCSD), David Barrett (Univ. Michigan), Bo Berndtsson (Goteborg), David Catlin (Purdue Univ.), Micheal Christ (Berkeley), John D'Angelo (Univ. Illinois), Xiaojun Huang (Rutgers), J. J. Kohn (Princeton), Y.-T. Siu (Harvard), and Emil Straube (Texas A & M).
Book Synopsis Probability Theory and Mathematical Statistics by : K. Ito
Download or read book Probability Theory and Mathematical Statistics written by K. Ito and published by Springer. This book was released on 2006-11-15 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Several Complex Variables by : Michael Schneider
Download or read book Several Complex Variables written by Michael Schneider and published by Cambridge University Press. This book was released on 1999 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: Expository articles on Several Complex Variables and its interactions with PDEs, algebraic geometry, number theory, and differential geometry, first published in 2000.
Book Synopsis Nonlinear Dynamics and Chaos: Advances and Perspectives by : Marco Thiel
Download or read book Nonlinear Dynamics and Chaos: Advances and Perspectives written by Marco Thiel and published by Springer. This book was released on 2010-05-17 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of papers contributed by some of the greatest names in the areas of chaos and nonlinear dynamics. Each paper examines a research topic at the frontier of the area of dynamical systems. As well as reviewing recent results, each paper also discusses the future perspectives of each topic. The result is an invaluable snapshot of the state of the ?eld by some of the most important researchers in the area. The ?rst contribution in this book (the section entitled “How did you get into Chaos?”) is actually not a paper, but a collection of personal accounts by a number of participants of the conference held in Aberdeen in September 2007 to honour Celso Grebogi’s 60th birthday. At the instigation of James Yorke, many of the most well-known scientists in the area agreed to share their tales on how they got involved in chaos during a celebratory dinner in Celso’s honour during the conference. This was recorded in video, we felt that these accounts were a valuable historic document for the ?eld. So we decided to transcribe it and include it here as the ?rst section of the book.
Book Synopsis Stochastic Analysis by : Michael Craig Cranston
Download or read book Stochastic Analysis written by Michael Craig Cranston and published by American Mathematical Soc.. This book was released on 1995 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with current developments in stochastic analysis and its interfaces with partial differential equations, dynamical systems, mathematical physics, differential geometry, and infinite-dimensional analysis. The origins of stochastic analysis can be found in Norbert Wiener's construction of Brownian motion and Kiyosi Ito's subsequent development of stochastic integration and the closely related theory of stochastic (ordinary) differential equations. The papers in this volume indicate the great strides that have been made in recent years, exhibiting the tremendous power and diversity of stochastic analysis while giving a clear indication of the unsolved problems and possible future directions for development. The collection represents the proceedings of the AMS Summer Research Institute on Stochastic Analysis, held in July 1993 at Cornell University. Many of the papers are largely expository in character while containing new results.
Book Synopsis Mathematical Approach to Climate Change and its Impacts by : Piermarco Cannarsa
Download or read book Mathematical Approach to Climate Change and its Impacts written by Piermarco Cannarsa and published by Springer Nature. This book was released on 2020-03-16 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents important recent applied mathematics research on environmental problems and impacts due to climate change. Although there are inherent difficulties in addressing phenomena that are part of such a complex system, exploration of the subject using mathematical modelling is especially suited to tackling poorly understood issues in the field. It is in this spirit that the book was conceived. It is an outcome of the International INDAM Workshop “Mathematical Approach to Climate Change Impacts – MAC2I”, held in Rome in March 2017. The workshop comprised four sessions, on Ecosystems, Hydrology, Glaciology, and Monitoring. The book includes peer-reviewed contributions on research issues discussed during each of these sessions or generated by collaborations among the specialists involved. Accurate parameter determination techniques are explained and innovative mathematical modelling approaches, presented. The book also provides useful material and mathematical problem-solving tools for doctoral programs dealing with the complexities of climate change.
Book Synopsis Algebra, Arithmetic, and Geometry by : Yuri Tschinkel
Download or read book Algebra, Arithmetic, and Geometry written by Yuri Tschinkel and published by Springer Science & Business Media. This book was released on 2010-04-11 with total page 700 pages. Available in PDF, EPUB and Kindle. Book excerpt: EMAlgebra, Arithmetic, and Geometry: In Honor of Yu. I. ManinEM consists of invited expository and research articles on new developments arising from Manin’s outstanding contributions to mathematics.
Book Synopsis Stochastic Analysis by : Ichirō Shigekawa
Download or read book Stochastic Analysis written by Ichirō Shigekawa and published by American Mathematical Soc.. This book was released on 2004 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a concise introduction to stochastic analysis, particularly the Malliavin calculus. A detailed description is given of all technical tools necessary to describe the theory, such as the Wiener process, the Ornstein-Uhlenbeck process, and Sobolev spaces. Applications of stochastic cal
Book Synopsis Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations by : Sabir Umarov
Download or read book Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations written by Sabir Umarov and published by World Scientific. This book was released on 2018-02-13 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck-Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction.This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students.
