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Author : Alberto Ohashi
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.3/5 (91 download)
Download or read book Invariant Manifolds for Stochastic PDE with Fractional Brownian Motion written by Alberto Ohashi and published by . This book was released on 2007 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Huaizhong Zhao
Publisher : World Scientific
ISBN 13 : 9814360910
Total Pages : 458 pages
Book Rating : 4.8/5 (143 download)
Download or read book New Trends in Stochastic Analysis and Related Topics written by Huaizhong Zhao and published by World Scientific. This book was released on 2012 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.
Author : Yuliya Mishura
Publisher : Springer
ISBN 13 : 3540758739
Total Pages : 411 pages
Book Rating : 4.5/5 (47 download)
Download or read book Stochastic Calculus for Fractional Brownian Motion and Related Processes written by Yuliya Mishura and published by Springer. This book was released on 2008-04-12 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market.
Author : Viktor A. Sadovnichiy
Publisher : Springer
ISBN 13 : 331919075X
Total Pages : 395 pages
Book Rating : 4.3/5 (191 download)
Download or read book Continuous and Distributed Systems II written by Viktor A. Sadovnichiy and published by Springer. This book was released on 2015-06-04 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: As in the previous volume on the topic, the authors close the gap between abstract mathematical approaches, such as applied methods of modern algebra and analysis, fundamental and computational mechanics, nonautonomous and stochastic dynamical systems, on the one hand and practical applications in nonlinear mechanics, optimization, decision making theory and control theory on the other. Readers will also benefit from the presentation of modern mathematical modeling methods for the numerical solution of complicated engineering problems in biochemistry, geophysics, biology and climatology. This compilation will be of interest to mathematicians and engineers working at the interface of these fields. It presents selected works of the joint seminar series of Lomonosov Moscow State University and the Institute for Applied System Analysis at National Technical University of Ukraine “Kyiv Polytechnic Institute”. The authors come from Brazil, Germany, France, Mexico, Spain, Poland, Russia, Ukraine and the USA.
Author : Wilfried Grecksch
Publisher : World Scientific
ISBN 13 : 9811209804
Total Pages : 261 pages
Book Rating : 4.8/5 (112 download)
Download or read book Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics written by Wilfried Grecksch and published by World Scientific. This book was released on 2020-04-22 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.The topics presented in this volume are:This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.
Author : Jinqiao Duan
Publisher : Elsevier
ISBN 13 : 0128012692
Total Pages : 283 pages
Book Rating : 4.1/5 (28 download)
Download or read book Effective Dynamics of Stochastic Partial Differential Equations written by Jinqiao Duan and published by Elsevier. This book was released on 2014-03-06 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations. The authors’ experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension. New techniques for extracting effective dynamics of infinite dimensional dynamical systems under uncertainty Accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations Solutions or hints to all Exercises
Author : Edward C. Waymire
Publisher : Springer Science & Business Media
ISBN 13 : 038729371X
Total Pages : 265 pages
Book Rating : 4.3/5 (872 download)
Download or read book Probability and Partial Differential Equations in Modern Applied Mathematics written by Edward C. Waymire and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.
Author : Salah-Eldin Mohammed
Publisher : American Mathematical Soc.
ISBN 13 : 0821842501
Total Pages : 120 pages
Book Rating : 4.8/5 (218 download)
Download or read book The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations written by Salah-Eldin Mohammed and published by American Mathematical Soc.. This book was released on 2008 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main objective of this paper is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations and stochastic partial differential equations near stationary solutions.
Author : Alberto Ohashi
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.3/5 (91 download)
Download or read book HJM Interest Rate Models with Fractional Brownian Motions written by Alberto Ohashi and published by . This book was released on 2007 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Simo Särkkä
Publisher : Cambridge University Press
ISBN 13 : 1316510085
Total Pages : 327 pages
Book Rating : 4.3/5 (165 download)
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author : Charles Li
Publisher : Springer Science & Business Media
ISBN 13 : 1461218381
Total Pages : 177 pages
Book Rating : 4.4/5 (612 download)
Download or read book Invariant Manifolds and Fibrations for Perturbed Nonlinear Schrödinger Equations written by Charles Li and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph the authors present detailed and pedagogic proofs of persistence theorems for normally hyperbolic invariant manifolds and their stable and unstable manifolds for classes of perturbations of the NLS equation, as well as for the existence and persistence of fibrations of these invariant manifolds. Their techniques are based on an infinite dimensional generalisation of the graph transform and can be viewed as an infinite dimensional generalisation of Fenichels results. As such, they may be applied to a broad class of infinite dimensional dynamical systems.
Author : Alberto Ohashi
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.3/5 (91 download)
Download or read book Fractional Term Structure Models written by Alberto Ohashi and published by . This book was released on 2008 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Elton P. Hsu
Publisher : American Mathematical Soc.
ISBN 13 : 9780821883884
Total Pages : 300 pages
Book Rating : 4.8/5 (838 download)
Download or read book Stochastic Analysis on Manifolds written by Elton P. Hsu and published by American Mathematical Soc.. This book was released on with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concerned with probability theory, Elton Hsu's study focuses primarily on the relations between Brownian motion on a manifold and analytical aspects of differential geometry. A key theme is the probabilistic interpretation of the curvature of a manifold.
Author : Andreas Eberle
Publisher : Springer
ISBN 13 : 3319749293
Total Pages : 565 pages
Book Rating : 4.3/5 (197 download)
Download or read book Stochastic Partial Differential Equations and Related Fields written by Andreas Eberle and published by Springer. This book was released on 2018-07-03 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference ''Stochastic Partial Differential Equations and Related Fields'' hosted by the Faculty of Mathematics at Bielefeld University, October 10–14, 2016. The conference, attended by more than 140 participants, including PostDocs and PhD students, was held both to honor Michael Röckner's contributions to the field on the occasion of his 60th birthday and to bring together leading scientists and young researchers to present the current state of the art and promising future developments. Each article introduces a well-described field related to Stochastic Partial Differential Equations and Stochastic Analysis in general. In particular, the longer surveys focus on Dirichlet forms and Potential theory, the analysis of Kolmogorov operators, Fokker–Planck equations in Hilbert spaces, the theory of variational solutions to stochastic partial differential equations, singular stochastic partial differential equations and their applications in mathematical physics, as well as on the theory of regularity structures and paracontrolled distributions. The numerous research surveys make the volume especially useful for graduate students and researchers who wish to start work in the above-mentioned areas, or who want to be informed about the current state of the art.
Author : Peter W. Bates
Publisher : American Mathematical Soc.
ISBN 13 : 0821808680
Total Pages : 145 pages
Book Rating : 4.8/5 (218 download)
Download or read book Existence and Persistence of Invariant Manifolds for Semiflows in Banach Space written by Peter W. Bates and published by American Mathematical Soc.. This book was released on 1998 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extends the theory for normally hyperbolic invariant manifolds to infinite dimensional dynamical systems in a Banach space, thereby providing tools for the study of PDE's and other infinite dimensional equations of evolution. In the process, the authors establish the existence of center-unstable and center-stable manifolds in a neighborhood of the unperturbed compact manifold. No index. Annotation copyrighted by Book News, Inc., Portland, OR
Author : M. W. Hirsch
Publisher :
ISBN 13 : 9783662172971
Total Pages : 156 pages
Book Rating : 4.1/5 (729 download)
Download or read book Invariant Manifolds written by M. W. Hirsch and published by . This book was released on 2014-01-15 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter Mörters
Publisher : Cambridge University Press
ISBN 13 : 1139486578
Total Pages : pages
Book Rating : 4.1/5 (394 download)
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.
