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Green Brown And Probability And Brownian Motion On The Line
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Book Synopsis Green, Brown, and Probability & Brownian Motion on the Line by : Kai Lai Chung
Download or read book Green, Brown, and Probability & Brownian Motion on the Line written by Kai Lai Chung and published by World Scientific. This book was released on 2002 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable book consists of two parts. Part I is the second edition of the author's widely acclaimed publication Green, Brown, and Probability, which first appeared in 1995. In this exposition the author reveals, from a historical perspective, the beautiful relations between the Brownian motion process in probability theory and two important aspects of the theory of partial differential equations initiated from the problems in electricity ? Green's formula for solving the boundary value problem of Laplace equations and the Newton-Coulomb potential.Part II of the book comprises lecture notes based on a short course on ?Brownian Motion on the Line? which the author has given to graduate students at Stanford University. It emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included.
Book Synopsis Green, Brown, And Probability And Brownian Motion On The Line by : Kai Lai Chung
Download or read book Green, Brown, And Probability And Brownian Motion On The Line written by Kai Lai Chung and published by World Scientific Publishing Company. This book was released on 2002-05-06 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable book consists of two parts. Part I is the second edition of the author's widely acclaimed publication Green, Brown, and Probability, which first appeared in 1995. In this exposition the author reveals, from a historical perspective, the beautiful relations between the Brownian motion process in probability theory and two important aspects of the theory of partial differential equations initiated from the problems in electricity — Green's formula for solving the boundary value problem of Laplace equations and the Newton-Coulomb potential.Part II of the book comprises lecture notes based on a short course on “Brownian Motion on the Line” which the author has given to graduate students at Stanford University. It emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included.
Download or read book Brownian Motion written by Peter Mörters and published by Cambridge University Press. This book was released on 2010-03-25 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Book Synopsis Brownian Motion and Molecular Reality by : George E. Smith
Download or read book Brownian Motion and Molecular Reality written by George E. Smith and published by Oxford University Press. This book was released on 2020-08-14 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Between 1905 and 1913, French physicist Jean Perrin's experiments on Brownian motion ostensibly put a definitive end to the long debate regarding the real existence of molecules, proving the atomic theory of matter. While Perrin's results had a significant impact at the time, later examination of his experiments questioned whether he really gained experimental access to the molecular realm. The experiments were successful in determining the mean kinetic energy of the granules of Brownian motion; however, the values for molecular magnitudes Perrin inferred from them simply presupposed that the granule mean kinetic energy was the same as the mean molecular kinetic energy in the fluid in which the granules move. This stipulation became increasingly questionable in the years between 1908 and 1913, as significantly lower values for these magnitudes were obtained from other experimental results like alpha-particle emissions, ionization, and Planck's blackbody radiation equation. In this case study in the history and philosophy of science, George E. Smith and Raghav Seth here argue that despite doubts, Perrin's measurements were nevertheless exemplars of theory-mediated measurement-the practice of obtaining values for an inaccessible quantity by inferring them from an accessible proxy via theoretical relationships between them. They argue that it was actually Perrin more than any of his contemporaries who championed this approach during the years in question. The practice of theory-mediated measurement in physics had a long history before 1900, but the concerted efforts of Perrin, Rutherford, Millikan, Planck, and their colleagues led to the central role this form of evidence has had in microphysical research ever since. Seth and Smith's study thus replaces an untenable legend with an account that is not only tenable, but more instructive about what the evidence did and did not show.
Book Synopsis Einstein, 1905-2005 by : Thibault Damour
Download or read book Einstein, 1905-2005 written by Thibault Damour and published by Springer Science & Business Media. This book was released on 2006-04-18 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the fourth in a series of lectures of the S ́ eminaire Poincar ́ e,whichis directed towards a large audience of physicists and of mathematicians. The goal of this seminar is to provide up-to-date information about general topics of great interest in physics. Both the theoretical and experimental aspects are covered, with some historical background. Inspired by the Bourbaki seminar in mathematics in its organization, hence nicknamed “Bourbaphi”, the Poincar ́ e Seminar is held twice a year at the Institut Henri Poincar ́ e in Paris, with cont- butions prepared in advance. Particular care is devoted to the pedagogical nature of the presentations so as to ful?ll the goal of being readable by a large audience of scientists. This volume contains the seventh such Seminar, held in 2005. It is devoted to Einstein’s 1905 papers and their legacy. After a presentation of Einstein’s ep- temological approach to physics, and the genesis of special relativity, a cen- nary perspective is o?ered. The geometry of relativistic spacetime is explained in detail. Single photon experiments are presented, as a spectacular realization of Einstein’s light quanta hypothesis. A previously unpublished lecture by Einstein, which presents an illuminating point of view on statistical physics in 1910, at the dawn of quantum mechanics, is reproduced. The volume ends with an essay on the historical, physical and mathematical aspects of Brownian motion. We hopethatthe publicationofthis serieswill servethe community ofphy- cists and mathematicians at the graduate student or professional level.
Book Synopsis Mathematical Methods for Financial Markets by : Monique Jeanblanc
Download or read book Mathematical Methods for Financial Markets written by Monique Jeanblanc and published by Springer Science & Business Media. This book was released on 2009-10-03 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice.
Book Synopsis Introduction To Random Time And Quantum Randomness (New Edition) by : Kai Lai Chung
Download or read book Introduction To Random Time And Quantum Randomness (New Edition) written by Kai Lai Chung and published by World Scientific. This book was released on 2003-05-28 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is made up of two essays on the role of time in probability and quantum physics. In the first one, K L Chung explains why, in his view, probability theory starts where random time appears. This idea is illustrated in various probability schemes and the deep impact of those random times on the theory of the stochastic process is shown.In the second essay J-C Zambrini shows why quantum physics is not a regular probabilistic theory, but also why stochastic analysis provides new tools for analyzing further the meaning of Feynman's path integral approach and a number of foundational issues of quantum physics far beyond what is generally considered. The role of the time parameter, in this theory, is critically re-examined and a fresh way to approach the long-standing problem of the quantum time observable is suggested.
Book Synopsis Chance And Choice: Memorabilia by : Kai Lai Chung
Download or read book Chance And Choice: Memorabilia written by Kai Lai Chung and published by World Scientific. This book was released on 2004-10-29 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book begins with a historical essay entitled “Will the Sun Rise Again?” and ends with a general address entitled “Mathematics and Applications”. The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, Schrödinger-Feynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book.
Download or read book Chance & Choice written by Kai Lai Chung and published by World Scientific. This book was released on 2004 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book begins with a historical essay entitled OC Will the Sun Rise Again?OCO and ends with a general address entitled OC Mathematics and ApplicationsOCO. The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, SchrAdingerOCoFeynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book. Contents: On Mutually Favorable Events; On Fluctuations in Coin-Tossing; On a Stochastic Approximation Method; On the Martin Boundary for Markov Chains; A Cluster of Great Formulas; Probabilistic Methods in Markov Chains; Markov Processes with Infinities; Probability Methods in Potential Theory; Plya''s Work in Probability; Probability and Doob; In Memory of L(r)vy and Fr(r)chet; and other papers. Readership: Graduate students, teachers and researchers in probability and statistics."
Book Synopsis Complex-Valued Neural Networks: Utilizing High-Dimensional Parameters by : Nitta, Tohru
Download or read book Complex-Valued Neural Networks: Utilizing High-Dimensional Parameters written by Nitta, Tohru and published by IGI Global. This book was released on 2009-02-28 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book covers the current state-of-the-art theories and applications of neural networks with high-dimensional parameters"--Provided by publisher.
Book Synopsis Green, Brown, And Probability by : Kai Lai Chung
Download or read book Green, Brown, And Probability written by Kai Lai Chung and published by World Scientific. This book was released on 1995-10-18 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume shows modern probabilistic methods in action: Brownian Motion Process as applied to the electrical phenomena investigated by Green et al., beginning with the Newton-Coulomb potential and ending with solutions by first and last exits of Brownian paths from conductors.
Book Synopsis Stochastic Analysis in Discrete and Continuous Settings by : Nicolas Privault
Download or read book Stochastic Analysis in Discrete and Continuous Settings written by Nicolas Privault and published by Springer. This book was released on 2009-07-14 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Section 5.7 that requires some background in geometry, and should be accessible to graduate students and researchers having already received a basic training in probability. Prereq- sites are mostly limited to a knowledge of measure theory and probability, namely?-algebras,expectations,andconditionalexpectations.Ashortint- duction to stochastic calculus for continuous and jump processes is given in Chapter 2 using normal martingales, whose predictable quadratic variation is the Lebesgue measure. There already exists several books devoted to stochastic analysis for c- tinuous di?usion processes on Gaussian and Wiener spaces, cf. e.g. [51], [63], [65], [72], [83], [84], [92], [128], [134], [143], [146], [147]. The particular f- ture of this text is to simultaneously consider continuous processes and jump processes in the uni?ed framework of normal martingales.
Book Synopsis An Elementary Introduction to Stochastic Interest Rate Modeling by : Nicolas Privault
Download or read book An Elementary Introduction to Stochastic Interest Rate Modeling written by Nicolas Privault and published by World Scientific. This book was released on 2008 with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial mathematics. The models considered range from standard short rate to forward rate models and include more advanced topics such as the BGM model and an approach to its calibration. An elementary treatment of the pricing of caps and swaptions under forward measures is also provided, with a focus on explicit calculations and a step-by-step introduction of concepts. Each chapter is accompanied with exercises and their complete solutions, making this book suitable for advanced undergraduate or beginning graduate-level students.
Book Synopsis Elementary Introduction To Stochastic Interest Rate Modeling, An (2nd Edition) by : Nicolas Privault
Download or read book Elementary Introduction To Stochastic Interest Rate Modeling, An (2nd Edition) written by Nicolas Privault and published by World Scientific. This book was released on 2012-05-04 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students.This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises with their solutions, and a new introductory chapter on credit risk. The stochastic interest rate models considered range from standard short rate to forward rate models, with a treatment of the pricing of related derivatives such as caps and swaptions under forward measures. Some more advanced topics including the BGM model and an approach to its calibration are also covered.
Book Synopsis Conformal Maps And Geometry by : Dmitry Beliaev
Download or read book Conformal Maps And Geometry written by Dmitry Beliaev and published by World Scientific. This book was released on 2019-11-19 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'I very much enjoyed reading this book … Each chapter comes with well thought-out exercises, solutions to which are given at the end of the chapter. Conformal Maps and Geometry presents key topics in geometric function theory and the theory of univalent functions, and also prepares the reader to progress to study the SLE. It succeeds admirably on both counts.'MathSciNetGeometric function theory is one of the most interesting parts of complex analysis, an area that has become increasingly relevant as a key feature in the theory of Schramm-Loewner evolution.Though Riemann mapping theorem is frequently explored, there are few texts that discuss general theory of univalent maps, conformal invariants, and Loewner evolution. This textbook provides an accessible foundation of the theory of conformal maps and their connections with geometry.It offers a unique view of the field, as it is one of the first to discuss general theory of univalent maps at a graduate level, while introducing more complex theories of conformal invariants and extremal lengths. Conformal Maps and Geometry is an ideal resource for graduate courses in Complex Analysis or as an analytic prerequisite to study the theory of Schramm-Loewner evolution.
Book Synopsis Advanced Models of Neural Networks by : Gerasimos G. Rigatos
Download or read book Advanced Models of Neural Networks written by Gerasimos G. Rigatos and published by Springer. This book was released on 2014-08-27 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a complete study on neural structures exhibiting nonlinear and stochastic dynamics, elaborating on neural dynamics by introducing advanced models of neural networks. It overviews the main findings in the modelling of neural dynamics in terms of electrical circuits and examines their stability properties with the use of dynamical systems theory. It is suitable for researchers and postgraduate students engaged with neural networks and dynamical systems theory.
Book Synopsis Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition) by : Nicolas Privault
Download or read book Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition) written by Nicolas Privault and published by World Scientific. This book was released on 2021-09-02 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations. The types of interest rates considered range from short rates to forward rates such as LIBOR and swap rates, which are presented in the HJM and BGM frameworks. The pricing and hedging of interest rate and fixed income derivatives such as bond options, caps, and swaptions, are treated using forward measure techniques. An introduction to default bond pricing and an outlook on model calibration are also included as additional topics.This third edition represents a significant update on the second edition published by World Scientific in 2012. Most chapters have been reorganized and largely rewritten with additional details and supplementary solved exercises. New graphs and simulations based on market data have been included, together with the corresponding R codes.This new edition also contains 75 exercises and 4 problems with detailed solutions, making it suitable for advanced undergraduate and graduate level students.
