Festschrift Masatoshi Fukushima

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Publisher : World Scientific
ISBN 13 : 981459654X
Total Pages : 620 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Festschrift Masatoshi Fukushima by : Zhen-Qing Chen

Download or read book Festschrift Masatoshi Fukushima written by Zhen-Qing Chen and published by World Scientific. This book was released on 2014-11-27 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field. Contents:Professor Fukushima's Work:The Mathematical Work of Masatoshi Fukushima — An Essay (Zhen-Qing Chen, Niels Jacob, Masayoshi Takeda and Toshihiro Uemura)Bibliography of Masatoshi FukushimaContributions:Quasi Regular Dirichlet Forms and the Stochastic Quantization Problem (Sergio Albeverio, Zhi-Ming Ma and Michael Röckner)Comparison of Quenched and Annealed Invariance Principles for Random Conductance Model: Part II (Martin Barlow, Krzysztof Burdzy and Adám Timár)Some Historical Aspects of Error Calculus by Dirichlet Forms (Nicolas Bouleau)Stein's Method, Malliavin Calculus, Dirichlet Forms and the Fourth Moment Theorem (Louis H Y Chen and Guillaume Poly)Progress on Hardy-Type Inequalities (Mu-Fa Chen)Functional Inequalities for Pure-Jump Dirichlet Forms (Xin Chen, Feng-Yu Wang and Jian Wang)Additive Functionals and Push Forward Measures Under Veretennikov's Flow (Shizan Fang and Andrey Pilipenko)On a Result of D W Stroock (Patrick J Fitzsimmons)Consistent Risk Measures and a Non-Linear Extension of Backwards Martingale Convergence (Hans Föllmer and Irina Penner)Unavoidable Collections of Balls for Processes with Isotropic Unimodal Green Function (Wolfhard Hansen)Functions of Locally Bounded Variation on Wiener Spaces (Masanori Hino)A Dirichlet Space on Ends of Tree and Superposition of Nodewise Given Dirichlet Forms with Tier Linkage (Hiroshi Kaneko)Dirichlet Forms in Quantum Theory (Witold Karwowski and Ludwig Streit)On a Stability of Heat Kernel Estimates under Generalized Non-Local Feynman-Kac Perturbations for Stable-Like Processes (Daehong Kim and Kazuhiro Kuwae)Martin Boundary for Some Symmetric Lévy Processes (Panki Kim, Renming Song and Zoran Vondraček)Level Statistics of One-Dimensional Schrödinger Operators with Random Decaying Potential (Shinichi Kotani and Fumihiko Nakano)Perturbation of the Loop Measure (Yves Le Jan and Jay Rosen)Regular Subspaces of Dirichlet Forms (Liping Li and Jiangang Ying)Quasi-Regular Semi-Dirichlet Forms and Beyond (Zhi-Ming Ma, Wei Sun and Li-Fei Wang)Large Deviation Estimates for Controlled Semi-Martingales (Hideo Nagai)A Comparison Theorem for Backward SPDEs with Jumps (Bernt Øksendal, Agnès Sulem and Tusheng Zhang)On a Construction of a Space-Time Diffusion Process with Boundary Condition (Yoichi Oshima)Lower Bounded Semi-Dirichlet Forms Associated with Lévy Type Operators (René L Schilling and Jian Wang)Ultracontractivity for Non-Symmetric Markovian Semigroups (Ichiro Shigekawa)Metric Measure Spaces with Variable Ricci Bounds and Couplings of Brownian Motions (Karl-Theodor Sturm)Intrinsic Ultracontractivity and Semi-Small Perturbation for Skew Product Diffusion Operators (Matsuyo Tomisaki) Readership: Researchers in probability, stochastic analysis and mathematical physics. Key Features:Research papers by leading expertsHistorical account of M Fukushima's contribution to mathematicsAuthoritative surveys on the state of the art in the fieldKeywords:Probability Theory;Markov Processes;Dirichlet Forms;Potential Theory;Mathematical Physics

Festschrift Masatoshi Fukushima

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Publisher : World Scientific Publishing Company
ISBN 13 : 9789814596527
Total Pages : 0 pages
Book Rating : 4.5/5 (965 download)

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Book Synopsis Festschrift Masatoshi Fukushima by : Masatoshi Fukushima

Download or read book Festschrift Masatoshi Fukushima written by Masatoshi Fukushima and published by World Scientific Publishing Company. This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field.

Dirichlet Forms and Related Topics

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Publisher : Springer Nature
ISBN 13 : 9811946728
Total Pages : 572 pages
Book Rating : 4.8/5 (119 download)

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Book Synopsis Dirichlet Forms and Related Topics by : Zhen-Qing Chen

Download or read book Dirichlet Forms and Related Topics written by Zhen-Qing Chen and published by Springer Nature. This book was released on 2022-09-04 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to. These 27 papers cover a wide range of topics in probability theory, ranging from Dirichlet form theory, Markov processes, heat kernel estimates, entropy on Wiener spaces, analysis on fractal spaces, random spanning tree and Poissonian loop ensemble, random Riemannian geometry, SLE, space-time partial differential equations of higher order, infinite particle systems, Dyson model, functional inequalities, branching process, to machine learning and Hermitizable problems for complex matrices. Researchers and graduate students interested in these areas will find this book appealing.

Global Attractors Of Non-autonomous Dynamical And Control Systems (2nd Edition)

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Publisher : World Scientific
ISBN 13 : 9814619841
Total Pages : 616 pages
Book Rating : 4.8/5 (146 download)

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Book Synopsis Global Attractors Of Non-autonomous Dynamical And Control Systems (2nd Edition) by : Cheban David N

Download or read book Global Attractors Of Non-autonomous Dynamical And Control Systems (2nd Edition) written by Cheban David N and published by World Scientific. This book was released on 2014-12-15 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of attractors of dynamical systems occupies an important position in the modern qualitative theory of differential equations. This engaging volume presents an authoritative overview of both autonomous and non-autonomous dynamical systems, including the global compact attractor. From an in-depth introduction to the different types of dissipativity and attraction, the book takes a comprehensive look at the connections between them, and critically discusses applications of general results to different classes of differential equations.The new Chapters 15-17 added to this edition include some results concerning Control Dynamical Systems — the global attractors, asymptotic stability of switched systems, absolute asymptotic stability of differential/difference equations and inclusions — published in the works of author in recent years.

Stochastic Pdes And Modelling Of Multiscale Complex System

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Publisher : World Scientific
ISBN 13 : 981120036X
Total Pages : 240 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Stochastic Pdes And Modelling Of Multiscale Complex System by : Wang Wei

Download or read book Stochastic Pdes And Modelling Of Multiscale Complex System written by Wang Wei and published by World Scientific. This book was released on 2019-05-07 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to original research results and survey articles reviewing recent developments in reduction for stochastic PDEs with multiscale as well as application to science and technology, and to present some future research direction. This volume includes a dozen chapters by leading experts in the area, with a broad audience in mind. It should be accessible to graduate students, junior researchers and other professionals who are interested in the subject. We also take this opportunity to celebrate the contributions of Professor Anthony J Roberts, an internationally leading figure on the occasion of his 60th years birthday in 2017.

Kernel-based Approximation Methods using MATLAB

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Publisher : World Scientific Publishing Company
ISBN 13 : 9814630152
Total Pages : 536 pages
Book Rating : 4.8/5 (146 download)

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Book Synopsis Kernel-based Approximation Methods using MATLAB by : Gregory Fasshauer

Download or read book Kernel-based Approximation Methods using MATLAB written by Gregory Fasshauer and published by World Scientific Publishing Company. This book was released on 2015-07-30 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: In an attempt to introduce application scientists and graduate students to the exciting topic of positive definite kernels and radial basis functions, this book presents modern theoretical results on kernel-based approximation methods and demonstrates their implementation in various settings. The authors explore the historical context of this fascinating topic and explain recent advances as strategies to address long-standing problems. Examples are drawn from fields as diverse as function approximation, spatial statistics, boundary value problems, machine learning, surrogate modeling and finance. Researchers from those and other fields can recreate the results within using the documented MATLAB code, also available through the online library. This combination of a strong theoretical foundation and accessible experimentation empowers readers to use positive definite kernels on their own problems of interest.

Dissipative Lattice Dynamical Systems

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Publisher : World Scientific
ISBN 13 : 9811267774
Total Pages : 381 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Dissipative Lattice Dynamical Systems by : Xiaoying Han

Download or read book Dissipative Lattice Dynamical Systems written by Xiaoying Han and published by World Scientific. This book was released on 2023-03-14 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is an extensive literature in the form of papers (but no books) on lattice dynamical systems. The book focuses on dissipative lattice dynamical systems and their attractors of various forms such as autonomous, nonautonomous and random. The existence of such attractors is established by showing that the corresponding dynamical system has an appropriate kind of absorbing set and is asymptotically compact in some way.There is now a very large literature on lattice dynamical systems, especially on attractors of all kinds in such systems. We cannot hope to do justice to all of them here. Instead, we have focused on key areas of representative types of lattice systems and various types of attractors. Our selection is biased by our own interests, in particular to those dealing with biological applications. One of the important results is the approximation of Heaviside switching functions in LDS by sigmoidal functions.Nevertheless, we believe that this book will provide the reader with a solid introduction to the field, its main results and the methods that are used to obtain them.

Stochastic and Infinite Dimensional Analysis

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Publisher : Birkhäuser
ISBN 13 : 3319072455
Total Pages : 300 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Stochastic and Infinite Dimensional Analysis by : Christopher C. Bernido

Download or read book Stochastic and Infinite Dimensional Analysis written by Christopher C. Bernido and published by Birkhäuser. This book was released on 2016-08-10 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.

An Introduction To Nonautonomous Dynamical Systems And Their Attractors

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Publisher : World Scientific
ISBN 13 : 9811228671
Total Pages : 157 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis An Introduction To Nonautonomous Dynamical Systems And Their Attractors by : Peter Kloeden

Download or read book An Introduction To Nonautonomous Dynamical Systems And Their Attractors written by Peter Kloeden and published by World Scientific. This book was released on 2020-11-25 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: The nature of time in a nonautonomous dynamical system is very different from that in autonomous systems, which depend only on the time that has elapsed since starting rather than on the actual time itself. Consequently, limiting objects may not exist in actual time as in autonomous systems. New concepts of attractors in nonautonomous dynamical system are thus required.In addition, the definition of a dynamical system itself needs to be generalised to the nonautonomous context. Here two possibilities are considered: two-parameter semigroups or processes and the skew product flows. Their attractors are defined in terms of families of sets that are mapped onto each other under the dynamics rather than a single set as in autonomous systems. Two types of attraction are now possible: pullback attraction, which depends on the behaviour from the system in the distant past, and forward attraction, which depends on the behaviour of the system in the distant future. These are generally independent of each other.The component subsets of pullback and forward attractors exist in actual time. The asymptotic behaviour in the future limit is characterised by omega-limit sets, in terms of which form what are called forward attracting sets. They are generally not invariant in the conventional sense, but are asymptotically invariant in general and, if the future dynamics is appropriately uniform, also asymptotically negatively invariant.Much of this book is based on lectures given by the authors in Frankfurt and Wuhan. It was written mainly when the first author held a 'Thousand Expert' Professorship at the Huazhong University of Science and Technology in Wuhan.

Quantum and Stochastic Mathematical Physics

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Publisher : Springer Nature
ISBN 13 : 3031140311
Total Pages : 390 pages
Book Rating : 4.0/5 (311 download)

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Book Synopsis Quantum and Stochastic Mathematical Physics by : Astrid Hilbert

Download or read book Quantum and Stochastic Mathematical Physics written by Astrid Hilbert and published by Springer Nature. This book was released on 2023-04-02 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sergio Albeverio gave important contributions to many fields ranging from Physics to Mathematics, while creating new research areas from their interplay. Some of them are presented in this Volume that grew out of the Random Transformations and Invariance in Stochastic Dynamics Workshop held in Verona in 2019. To understand the theory of thermo- and fluid-dynamics, statistical mechanics, quantum mechanics and quantum field theory, Albeverio and his collaborators developed stochastic theories having strong interplays with operator theory and functional analysis. His contribution to the theory of (non Gaussian)-SPDEs, the related theory of (pseudo-)differential operators, and ergodic theory had several impacts to solve problems related, among other topics, to thermo- and fluid dynamics. His scientific works in the theory of interacting particles and its extension to configuration spaces lead, e.g., to the solution of open problems in statistical mechanics and quantum field theory. Together with Raphael Hoegh Krohn he introduced the theory of infinite dimensional Dirichlet forms, which nowadays is used in many different contexts, and new methods in the theory of Feynman path integration. He did not fear to further develop different methods in Mathematics, like, e.g., the theory of non-standard analysis and p-adic numbers.

Spectral Analysis, Differential Equations and Mathematical Physics: A Festschrift in Honor of Fritz Gesztesy's 60th Birthday

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Publisher : American Mathematical Soc.
ISBN 13 : 0821875744
Total Pages : 409 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Spectral Analysis, Differential Equations and Mathematical Physics: A Festschrift in Honor of Fritz Gesztesy's 60th Birthday by : Helge Holden

Download or read book Spectral Analysis, Differential Equations and Mathematical Physics: A Festschrift in Honor of Fritz Gesztesy's 60th Birthday written by Helge Holden and published by American Mathematical Soc.. This book was released on 2013-07-08 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains twenty contributions in the area of mathematical physics where Fritz Gesztesy made profound contributions. There are three survey papers in spectral theory, differential equations, and mathematical physics, which highlight, in particu

Let Us Use White Noise

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Publisher : World Scientific
ISBN 13 : 9813220953
Total Pages : 232 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis Let Us Use White Noise by : Hida Takeyuki

Download or read book Let Us Use White Noise written by Hida Takeyuki and published by World Scientific. This book was released on 2017-03-10 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by "time". And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist — and not only he — sits there with some heuristic ansatz, like e.g. the famous Feynman "integral", wondering whether and how this might make sense mathematically. In many cases the characterization theorem of white noise analysis provides the user with a sweet and easy answer. Feynman's "integral" can now be understood, the "It's all in the vacuum" ansatz of Haag and Coester is now making sense via Dirichlet forms, and so on in many fields of application. There is mathematical finance, there have been applications in biology, and engineering, many more than we could collect in the present volume. Finally, there is one extra benefit: when we internalize the structures of Gaussian white noise analysis we will be ready to meet another close relative. We will enjoy the important similarities and differences which we encounter in the Poisson case, championed in particular by Y Kondratiev and his group. Let us look forward to a companion volume on the uses of Poisson white noise. The present volume is more than a collection of autonomous contributions. The introductory chapter on white noise analysis was made available to the other authors early on for reference and to facilitate conceptual and notational coherence in their work.

The Fascination of Probability, Statistics and their Applications

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Publisher : Springer
ISBN 13 : 3319258265
Total Pages : 527 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis The Fascination of Probability, Statistics and their Applications by : Mark Podolskij

Download or read book The Fascination of Probability, Statistics and their Applications written by Mark Podolskij and published by Springer. This book was released on 2015-12-26 with total page 527 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.

Fokker–Planck–Kolmogorov Equations

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Publisher : American Mathematical Society
ISBN 13 : 1470470098
Total Pages : 495 pages
Book Rating : 4.4/5 (74 download)

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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.

Applied Stochastic Control of Jump Diffusions

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Publisher : Springer
ISBN 13 : 3030027813
Total Pages : 439 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Applied Stochastic Control of Jump Diffusions by : Bernt Øksendal

Download or read book Applied Stochastic Control of Jump Diffusions written by Bernt Øksendal and published by Springer. This book was released on 2019-04-17 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.

Dirichlet Forms and Related Topics

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Publisher :
ISBN 13 : 9788981194673
Total Pages : 0 pages
Book Rating : 4.1/5 (946 download)

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Book Synopsis Dirichlet Forms and Related Topics by : Zhen-Qing Chen

Download or read book Dirichlet Forms and Related Topics written by Zhen-Qing Chen and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to. These 27 papers cover a wide range of topics in probability theory, ranging from Dirichlet form theory, Markov processes, heat kernel estimates, entropy on Wiener spaces, analysis on fractal spaces, random spanning tree and Poissonian loop ensemble, random Riemannian geometry, SLE, space-time partial differential equations of higher order, infinite particle systems, Dyson model, functional inequalities, branching process, to machine learning and Hermitizable problems for complex matrices. Researchers and graduate students interested in these areas will find this book appealing. Professor Masatoshi Fukushima is well known for his fundamental contributions to the theory of Dirichlet forms and symmetric Markov processes.

Itô’s Stochastic Calculus and Probability Theory

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Publisher : Springer Science & Business Media
ISBN 13 : 4431685324
Total Pages : 425 pages
Book Rating : 4.4/5 (316 download)

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Book Synopsis Itô’s Stochastic Calculus and Probability Theory by : Nobuyuki Ikeda

Download or read book Itô’s Stochastic Calculus and Probability Theory written by Nobuyuki Ikeda and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics. This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here. This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included.