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Author : Brian Jefferies
Publisher :
ISBN 13 : 9789401586610
Total Pages : 252 pages
Book Rating : 4.5/5 (866 download)
Download or read book Evolution Processes and the Feynman-Kac Formula written by Brian Jefferies and published by . This book was released on 2014-01-15 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Brian Jefferies
Publisher : Springer Science & Business Media
ISBN 13 : 9401586608
Total Pages : 245 pages
Book Rating : 4.4/5 (15 download)
Download or read book Evolution Processes and the Feynman-Kac Formula written by Brian Jefferies and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an outgrowth of ideas originating from 1. Kluvanek. Unfortunately, Professor Kluvanek did not live to contribute to the project of writing up in a systematic form, the circle of ideas to which the present work is devoted. It is more than likely that with his input, the approach and areas of emphasis of the resulting exposition would have been quite different from what we have here. Nevertheless, the stamp of Kluvanek's thought and philosophy (but not necessarily his approval) abounds throughout this book. Although the title gives no indication, integration theory in vector spaces is a cen tral topic of this work. However, the various notions of integration developed here are intimately connected with a specific application-the representation of evolutions by func tional integrals. The representation of a perturbation to the heat semigroup in terms of Wiener measure is known as the Feynman-Kac formula, but the term has a wider meaning in the present work. Traditionally, such representations have been used to obtain analytic information about perturbations to free evolutions as an alternative to arguments with a more operator-theoretic flavour. No applications of this type are given here. It is an un derlying assumption of the presentation of this material that representations of the nature of the Feynman-Kac formula are worth obtaining, and in the process of obtaining them, we may be led to new, possibly fertile mathematical structures-a view largely motivated by the pervasive use of path integrals in quantum physics.
Author : Vladimir S. Korolyuk
Publisher : CRC Press
ISBN 13 : 9780849394058
Total Pages : 358 pages
Book Rating : 4.3/5 (94 download)
Download or read book Evolution of Systems in Random Media written by Vladimir S. Korolyuk and published by CRC Press. This book was released on 1995-09-11 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: Evolution of Systems in Random Media is an innovative, application-oriented text that explores stochastic models of evolutionary stochastic systems in random media. Specially designed for researchers and practitioners who do not have a background in random evolutions, the book allows non-experts to explore the potential information and applications that random evolutions can provide.
Author : N Kono
Publisher : World Scientific
ISBN 13 : 981454552X
Total Pages : 365 pages
Book Rating : 4.8/5 (145 download)
Download or read book Trends In Probability And Related Analysis - Proceedings Of Sap'96 written by N Kono and published by World Scientific. This book was released on 1997-10-31 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume reflects the current interest — especially of researchers in the Asia-Pacific region — in probability theory and related theory of analysis and statistics. It contains the papers of the two survey speakers, and of some other speakers and researchers. It brings out the theme of SAP, an international meeting on some aspects of probability, analysis and their interplay.
Author : M. M. Rao
Publisher : Springer Science & Business Media
ISBN 13 : 1461220548
Total Pages : 411 pages
Book Rating : 4.4/5 (612 download)
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.
Author : Brian Raymond Frederick Jefferies
Publisher : World Scientific
ISBN 13 : 9813207590
Total Pages : 253 pages
Book Rating : 4.8/5 (132 download)
Download or read book Singular Bilinear Integrals written by Brian Raymond Frederick Jefferies and published by World Scientific. This book was released on 2017-01-18 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'This is a deep and beautiful monograph in functional analysis, at the interface with mathematical physics.'Mathematical ReviewsThe integration of vector valued functions with respect to vector valued measures, especially spectral measures, is developed in view of applications in operator theory, scattering theory and semiclassical approximation in quantum physics. New techniques are developed for bilinear integration in cases where the classical approach does not apply.
Author : Vladimir Semenovich Koroli?uk
Publisher : World Scientific
ISBN 13 : 9812565914
Total Pages : 348 pages
Book Rating : 4.8/5 (125 download)
Download or read book Stochastic Systems in Merging Phase Space written by Vladimir Semenovich Koroli?uk and published by World Scientific. This book was released on 2005 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems are presented, allowing one to simplify complex systems and obtain numerically tractable models.The systems discussed in the book include stochastic additive functionals, dynamical systems, stochastic integral functionals, increment processes and impulsive processes. All these systems are switched by Markov and semi-Markov processes whose phase space is considered in asymptotic split and merging schemes. Most of the results from semi-Markov processes are new and presented for the first time in this book.
Author : Nikolaos Limnios
Publisher : Springer Nature
ISBN 13 : 3031334299
Total Pages : 206 pages
Book Rating : 4.0/5 (313 download)
Download or read book Discrete-Time Semi-Markov Random Evolutions and Their Applications written by Nikolaos Limnios and published by Springer Nature. This book was released on 2023-07-24 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the series scheme, and their extensions in some additional directions, including reduced random media, controlled processes, and optimal stopping. Finally, applications of discrete-time semi-Markov random evolutions in epidemiology and financial mathematics are discussed. This book will be of interest to researchers and graduate students in applied mathematics and statistics, and other disciplines, including engineering, epidemiology, finance and economics, who are concerned with stochastic models of systems.
Author : Archil Gulisashvili
Publisher : Springer Science & Business Media
ISBN 13 : 3642312144
Total Pages : 371 pages
Book Rating : 4.6/5 (423 download)
Download or read book Analytically Tractable Stochastic Stock Price Models written by Archil Gulisashvili and published by Springer Science & Business Media. This book was released on 2012-09-04 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility, the random behavior of the volatility is described by a stochastic process. For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility. One of the author's main goals is to provide sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions, and implied volatilities in various stochastic volatility models. The author also establishes sharp asymptotic formulas for the implied volatility at extreme strikes in general stochastic stock price models. The present volume is addressed to researchers and graduate students working in the area of financial mathematics, analysis, or probability theory. The reader is expected to be familiar with elements of classical analysis, stochastic analysis and probability theory.
Author : József Lörinczi
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110330393
Total Pages : 575 pages
Book Rating : 4.1/5 (13 download)
Download or read book Feynman-Kac-Type Formulae and Gibbs Measures written by József Lörinczi and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-01-20 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. The first volume concentrates on Feynman-Kac-type formulae and Gibbs measures.
Author : C.M. Dafermos
Publisher : Elsevier
ISBN 13 : 008046565X
Total Pages : 653 pages
Book Rating : 4.0/5 (84 download)
Download or read book Handbook of Differential Equations: Evolutionary Equations written by C.M. Dafermos and published by Elsevier. This book was released on 2011-09-22 with total page 653 pages. Available in PDF, EPUB and Kindle. Book excerpt: The material collected in this volume reflects the active present of this area of mathematics, ranging from the abstract theory of gradient flows to stochastic representations of non-linear parabolic PDE's. Articles will highlight the present as well as expected future directions of development of the field with particular emphasis on applications. The article by Ambrosio and Savaré discusses the most recent development in the theory of gradient flow of probability measures. After an introduction reviewing the properties of the Wasserstein space and corresponding subdifferential calculus, applications are given to evolutionary partial differential equations. The contribution of Herrero provides a description of some mathematical approaches developed to account for quantitative as well as qualitative aspects of chemotaxis. Particular attention is paid to the limits of cell's capability to measure external cues on the one hand, and to provide an overall description of aggregation models for the slim mold Dictyostelium discoideum on the other. The chapter written by Masmoudi deals with a rather different topic - examples of singular limits in hydrodynamics. This is nowadays a well-studied issue given the amount of new results based on the development of the existence theory for rather general systems of equations in hydrodynamics. The paper by DeLellis addreses the most recent results for the transport equations with regard to possible applications in the theory of hyperbolic systems of conservation laws. Emphasis is put on the development of the theory in the case when the governing field is only a BV function. The chapter by Rein represents a comprehensive survey of results on the Poisson-Vlasov system in astrophysics. The question of global stability of steady states is addressed in detail. The contribution of Soner is devoted to different representations of non-linear parabolic equations in terms of Markov processes. After a brief introduction on the linear theory, a class of non-linear equations is investigated, with applications to stochastic control and differential games. The chapter written by Zuazua presents some of the recent progresses done on the problem of controllabilty of partial differential equations. The applications include the linear wave and heat equations,parabolic equations with coefficients of low regularity, and some fluid-structure interaction models. - Volume 1 focuses on the abstract theory of evolution - Volume 2 considers more concrete probelms relating to specific applications - Volume 3 reflects the active present of this area of mathematics, ranging from the abstract theory of gradient flows to stochastic representations of non-linear PDEs
Author : Gerald W Johnson
Publisher : OUP Oxford
ISBN 13 : 0191006882
Total Pages : 439 pages
Book Rating : 4.1/5 (91 download)
Download or read book Feynman's Operational Calculus and Beyond written by Gerald W Johnson and published by OUP Oxford. This book was released on 2015-08-06 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is aimed at providing a coherent, essentially self-contained, rigorous and comprehensive abstract theory of Feynman's operational calculus for noncommuting operators. Although it is inspired by Feynman's original heuristic suggestions and time-ordering rules in his seminal 1951 paper An operator calculus having applications in quantum electrodynamics, as will be made abundantly clear in the introduction (Chapter 1) and elsewhere in the text, the theory developed in this book also goes well beyond them in a number of directions which were not anticipated in Feynman's work. Hence, the second part of the main title of this book. The basic properties of the operational calculus are developed and certain algebraic and analytic properties of the operational calculus are explored. Also, the operational calculus will be seen to possess some pleasant stability properties. Furthermore, an evolution equation and a generalized integral equation obeyed by the operational calculus are discussed and connections with certain analytic Feynman integrals are noted. This volume is essentially self-contained and we only assume that the reader has a reasonable, graduate level, background in analysis, measure theory and functional analysis or operator theory. Much of the necessary remaining background is supplied in the text itself.
Author : C. Cercignani
Publisher : Springer Science & Business Media
ISBN 13 : 9401155585
Total Pages : 252 pages
Book Rating : 4.4/5 (11 download)
Download or read book Many-Particle Dynamics and Kinetic Equations written by C. Cercignani and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: As our title suggests, there are two aspects in the subject of this book. The first is the mathematical investigation of the dynamics of infinite systems of in teracting particles and the description of the time evolution of their states. The second is the rigorous derivation of kinetic equations starting from the results of the aforementioned investigation. As is well known, statistical mechanics started in the last century with some papers written by Maxwell and Boltzmann. Although some of their statements seemed statistically obvious, we must prove that they do not contradict what me chanics predicts. In some cases, in particular for equilibrium states, it turns out that mechanics easily provides the required justification. However things are not so easy, if we take a step forward and consider a gas is not in equilibrium, as is, e.g., the case for air around a flying vehicle. Questions of this kind have been asked since the dawn of the kinetic theory of gases, especially when certain results appeared to lead to paradoxical conclu sions. Today this matter is rather well understood and a rigorous kinetic theory is emerging. The importance of these developments stems not only from the need of providing a careful foundation of such a basic physical theory, but also to exhibit a prototype of a mathematical construct central to the theory of non-equilibrium phenomena of macroscopic size.
Author : Guillermo Curbera
Publisher : Springer Science & Business Media
ISBN 13 : 3034602111
Total Pages : 382 pages
Book Rating : 4.0/5 (346 download)
Download or read book Vector Measures, Integration and Related Topics written by Guillermo Curbera and published by Springer Science & Business Media. This book was released on 2010-02-21 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a selection of articles on the theme "vector measures, integration and applications" together with some related topics. The articles consist of both survey style and original research papers, are written by experts in thearea and present a succinct account of recent and up-to-date knowledge. The topic is interdisciplinary by nature and involves areas such as measure and integration (scalar, vector and operator-valued), classical and harmonic analysis, operator theory, non-commutative integration, andfunctional analysis. The material is of interest to experts, young researchers and postgraduate students.
Author : N.E. Hurt
Publisher : Springer Science & Business Media
ISBN 13 : 9780792344599
Total Pages : 362 pages
Book Rating : 4.3/5 (445 download)
Download or read book Quantum Chaos and Mesoscopic Systems written by N.E. Hurt and published by Springer Science & Business Media. This book was released on 1997-02-28 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: 4. 2 Variance of Quantum Matrix Elements. 125 4. 3 Berry's Trick and the Hyperbolic Case 126 4. 4 Nonhyperbolic Case . . . . . . . 128 4. 5 Random Matrix Theory . . . . . 128 4. 6 Baker's Map and Other Systems 129 4. 7 Appendix: Baker's Map . . . . . 129 5 Error Terms 133 5. 1 Introduction. . . . . . . . . . . . . . . . . . . . . . . 133 5. 2 The Riemann Zeta Function in Periodic Orbit Theory 135 5. 3 Form Factor for Primes . . . . . . . . . . . . . . . . . 137 5. 4 Error Terms in Periodic Orbit Theory: Co-compact Case. 138 5. 5 Binary Quadratic Forms as a Model . . . . . . . . . . . . 139 6 Co-Finite Model for Quantum Chaology 141 6. 1 Introduction. . . . . . . . 141 6. 2 Co-finite Models . . . . . 141 6. 3 Geodesic Triangle Spaces 144 6. 4 L-Functions. . . . . . . . 145 6. 5 Zelditch's Prime Geodesic Theorem. 146 6. 6 Zelditch's Pseudo Differential Operators 147 6. 7 Weyl's Law Generalized 148 6. 8 Equidistribution Theory . . . . . . . . . 150 7 Landau Levels and L-Functions 153 7. 1 Introduction. . . . . . . . . . . . . . . . . . . . . . . 153 7. 2 Landau Model: Mechanics on the Plane and Sphere. 153 7. 3 Landau Model: Mechanics on the Half-Plane 155 7. 4 Selberg's Spectral Theorem . . . . . . . . . . . 157 7. 5 Pseudo Billiards . . . . . . . . . . . . . . . . . 158 7. 6 Landau Levels on a Compact Riemann Surface 159 7. 7 Automorphic Forms . . . . . 160 7. 8 Maass-Selberg Trace Formula 162 7. 9 Degeneracy by Selberg. . . . 163 7. 10 Hecke Operators . . . . . . . 163 7. 11 Selberg Trace Formula for Hecke Operators 167 7. 12 Eigenvalue Statistics on X . . . . 169 7. 13 Mesoscopic Devices. . . . . . . . 170 7. 14 Hall Conductance on Leaky Tori 170 7.
Author : Leila Kallel
Publisher : Springer Science & Business Media
ISBN 13 : 366204448X
Total Pages : 495 pages
Book Rating : 4.6/5 (62 download)
Download or read book Theoretical Aspects of Evolutionary Computing written by Leila Kallel and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the first week of September 1999, the Second EvoNet Summer School on Theoretical Aspects of Evolutionary Computing was held at the Middelheim cam pus of the University of Antwerp, Belgium. Originally intended as a small get together of PhD students interested in the theory of evolutionary computing, the summer school grew to become a successful combination of a four-day workshop with over twenty researchers in the field and a two-day lecture series open to a wider audience. This book is based on the lectures and workshop contributions of this summer school. Its first part consists of tutorial papers which introduce the reader to a num ber of important directions in the theory of evolutionary computing. The tutorials are at graduate level andassume only a basic backgroundin mathematics and com puter science. No prior knowledge ofevolutionary computing or its theory is nec essary. The second part of the book consists of technical papers, selected from the workshop contributions. A number of them build on the material of the tutorials, exploring the theory to research level. Other technical papers may require a visit to the library.
Author : Horacio S. Wio
Publisher : World Scientific
ISBN 13 : 9814449040
Total Pages : 174 pages
Book Rating : 4.8/5 (144 download)
Download or read book Path Integrals for Stochastic Processes written by Horacio S. Wio and published by World Scientific. This book was released on 2013 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920''s, corresponding to a sum over random trajectories, anticipating by two decades Feynman''s famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950''s. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations.
