Loeb Measures in Practice: Recent Advances

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Publisher : Springer
ISBN 13 : 3540445315
Total Pages : 118 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Loeb Measures in Practice: Recent Advances by : Nigel J. Cutland

Download or read book Loeb Measures in Practice: Recent Advances written by Nigel J. Cutland and published by Springer. This book was released on 2004-10-11 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: This expanded version of the 1997 European Mathematical Society Lectures given by the author in Helsinki, begins with a self-contained introduction to nonstandard analysis (NSA) and the construction of Loeb Measures, which are rich measures discovered in 1975 by Peter Loeb, using techniques from NSA. Subsequent chapters sketch a range of recent applications of Loeb measures due to the author and his collaborators, in such diverse fields as (stochastic) fluid mechanics, stochastic calculus of variations ("Malliavin" calculus) and the mathematical finance theory. The exposition is designed for a general audience, and no previous knowledge of either NSA or the various fields of applications is assumed.

Loeb Measures in Practice: Recent Advances

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Publisher : Springer
ISBN 13 : 9783540413844
Total Pages : 118 pages
Book Rating : 4.4/5 (138 download)

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Book Synopsis Loeb Measures in Practice: Recent Advances by : Nigel J. Cutland

Download or read book Loeb Measures in Practice: Recent Advances written by Nigel J. Cutland and published by Springer. This book was released on 2000-12-12 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: This expanded version of the 1997 European Mathematical Society Lectures given by the author in Helsinki, begins with a self-contained introduction to nonstandard analysis (NSA) and the construction of Loeb Measures, which are rich measures discovered in 1975 by Peter Loeb, using techniques from NSA. Subsequent chapters sketch a range of recent applications of Loeb measures due to the author and his collaborators, in such diverse fields as (stochastic) fluid mechanics, stochastic calculus of variations ("Malliavin" calculus) and the mathematical finance theory. The exposition is designed for a general audience, and no previous knowledge of either NSA or the various fields of applications is assumed.

Loeb Measures in Practice

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Publisher :
ISBN 13 : 9783662211908
Total Pages : 132 pages
Book Rating : 4.2/5 (119 download)

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Book Synopsis Loeb Measures in Practice by : Nigel J. Cutland

Download or read book Loeb Measures in Practice written by Nigel J. Cutland and published by . This book was released on 2014-01-15 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Measuring Organizational Information Systems Success: New Technologies and Practices

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Publisher : IGI Global
ISBN 13 : 146660171X
Total Pages : 507 pages
Book Rating : 4.4/5 (666 download)

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Book Synopsis Measuring Organizational Information Systems Success: New Technologies and Practices by : Belkhamza, Zakariya

Download or read book Measuring Organizational Information Systems Success: New Technologies and Practices written by Belkhamza, Zakariya and published by IGI Global. This book was released on 2012-02-29 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book explores new approaches which may better effectively identify, explain, and improve IS assessment in organizations"--Provided by publisher.

How To Measure The Infinite: Mathematics With Infinite And Infinitesimal Numbers

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Publisher : World Scientific
ISBN 13 : 9813276606
Total Pages : 346 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis How To Measure The Infinite: Mathematics With Infinite And Infinitesimal Numbers by : Vieri Benci

Download or read book How To Measure The Infinite: Mathematics With Infinite And Infinitesimal Numbers written by Vieri Benci and published by World Scientific. This book was released on 2019-02-19 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'This text shows that the study of the almost-forgotten, non-Archimedean mathematics deserves to be utilized more intently in a variety of fields within the larger domain of applied mathematics.'CHOICEThis book contains an original introduction to the use of infinitesimal and infinite numbers, namely, the Alpha-Theory, which can be considered as an alternative approach to nonstandard analysis.The basic principles are presented in an elementary way by using the ordinary language of mathematics; this is to be contrasted with other presentations of nonstandard analysis where technical notions from logic are required since the beginning. Some applications are included and aimed at showing the power of the theory.The book also provides a comprehensive exposition of the Theory of Numerosity, a new way of counting (countable) infinite sets that maintains the ancient Euclid's Principle: 'The whole is larger than its parts'. The book is organized into five parts: Alpha-Calculus, Alpha-Theory, Applications, Foundations, and Numerosity Theory.

Nonstandard Analysis, Axiomatically

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Publisher : Springer Science & Business Media
ISBN 13 : 366208998X
Total Pages : 421 pages
Book Rating : 4.6/5 (62 download)

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Book Synopsis Nonstandard Analysis, Axiomatically by : Vladimir Kanovei

Download or read book Nonstandard Analysis, Axiomatically written by Vladimir Kanovei and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the aftermath of the discoveries in foundations of mathematiC's there was surprisingly little effect on mathematics as a whole. If one looks at stan dard textbooks in different mathematical disciplines, especially those closer to what is referred to as applied mathematics, there is little trace of those developments outside of mathematical logic and model theory. But it seems fair to say that there is a widespread conviction that the principles embodied in the Zermelo - Fraenkel theory with Choice (ZFC) are a correct description of the set theoretic underpinnings of mathematics. In most textbooks of the kind referred to above, there is, of course, no discussion of these matters, and set theory is assumed informally, although more advanced principles like Choice or sometimes Replacement are often mentioned explicitly. This implicitly fixes a point of view of the mathemat ical universe which is at odds with the results in foundations. For example most mathematicians still take it for granted that the real number system is uniquely determined up to isomorphism, which is a correct point of view as long as one does not accept to look at "unnatural" interpretations of the membership relation.

Probabilistic Methods in Fluids

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Publisher : World Scientific
ISBN 13 : 9814487058
Total Pages : 380 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Probabilistic Methods in Fluids by : I M Davies

Download or read book Probabilistic Methods in Fluids written by I M Davies and published by World Scientific. This book was released on 2003-06-13 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains recent research papers presented at the international workshop on “Probabilistic Methods in Fluids” held in Swansea. The central problems considered were turbulence and the Navier–Stokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial differential equations, jump processes and random dynamical systems. The volume provides a snapshot of current studies in a field where the applications range from the design of aircraft through the mathematics of finance to the study of fluids in porous media. Contents:Probabilistic Approach to Hydrodynamic Equations (S Albeverio & Y Belopolskaya)A Mean Field Result for 3D Vortex Filaments (H Bessaih & F Flandoli)Semilinear Stochastic Wave Equations (P-L Chow)Some Remarks on a Statistical Theory of Turbulent Flows (F Flandoli)On the Dispersion of Sets Under the Action of an Isotropic Brownian Flow (H Lisei & M Scheutzow)A Version of the Law of Large Numbers and Applications (A Shirikyan)A Comparison Theorem for Solutions of Backward Stochastic Differential Equations with Two Reflecting Barriers and Its Applications (T-S Zhang)and other papers Readership: Research mathematicians with an interest in stochastic analysis, turbulence, fluid mechanics and stochastic partial differential equations. Keywords:Stochastic Analysis;Turbulence;Fluid Mechanics

Probabilistic Methods in Fluids

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Publisher : World Scientific
ISBN 13 : 9812382267
Total Pages : 383 pages
Book Rating : 4.8/5 (123 download)

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Book Synopsis Probabilistic Methods in Fluids by : Ian Malcolm Davies

Download or read book Probabilistic Methods in Fluids written by Ian Malcolm Davies and published by World Scientific. This book was released on 2003 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains recent research papers presented at the international workshop on ?Probabilistic Methods in Fluids? held in Swansea. The central problems considered were turbulence and the Navier-Stokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial differential equations, jump processes and random dynamical systems. The volume provides a snapshot of current studies in a field where the applications range from the design of aircraft through the mathematics of finance to the study of fluids in porous media.

Lectures on the Hyperreals

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Publisher : Springer Science & Business Media
ISBN 13 : 1461206154
Total Pages : 292 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Lectures on the Hyperreals by : Robert Goldblatt

Download or read book Lectures on the Hyperreals written by Robert Goldblatt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to nonstandard analysis based on a course given by the author. It is suitable for beginning graduates or upper undergraduates, or for self-study by anyone familiar with elementary real analysis. It presents nonstandard analysis not just as a theory about infinitely small and large numbers, but as a radically different way of viewing many standard mathematical concepts and constructions. It is a source of new ideas, objects and proofs, and a wealth of powerful new principles of reasoning. The book begins with the ultrapower construction of hyperreal number systems, and proceeds to develop one-variable calculus, analysis and topology from the nonstandard perspective. It then sets out the theory of enlargements of fragments of the mathematical universe, providing a foundation for the full-scale development of the nonstandard methodology. The final chapters apply this to a number of topics, including Loeb measure theory and its relation to Lebesgue measure on the real line. Highlights include an early introduction of the ideas of internal, external and hyperfinite sets, and a more axiomatic set-theoretic approach to enlargements than is usual.

Nonstandard Methods and Applications in Mathematics

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Publisher : Cambridge University Press
ISBN 13 : 1108621295
Total Pages : 248 pages
Book Rating : 4.1/5 (86 download)

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Book Synopsis Nonstandard Methods and Applications in Mathematics by : Nigel J. Cutland

Download or read book Nonstandard Methods and Applications in Mathematics written by Nigel J. Cutland and published by Cambridge University Press. This book was released on 2017-03-30 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since their inception, the Perspectives in Logic and Lecture Notes in Logic series have published seminal works by leading logicians. Many of the original books in the series have been unavailable for years, but they are now in print once again. This volume, the twenty-fifth publication in the Lecture Notes in Logic series, grew from a conference on Nonstandard Methods and Applications in Mathematics held in Pisa, Italy from 12–16 June, 2002. It contains ten peer-reviewed papers that aim to provide something more timely than a textbook, but less ephemeral than a conventional proceedings. Nonstandard analysis is one of the great achievements of modern applied mathematical logic. These articles consider the foundations of the subject, as well as its applications to pure and applied mathematics and mathematics education.

Hyperfinite Dirichlet Forms and Stochastic Processes

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Publisher : Springer Science & Business Media
ISBN 13 : 3642196594
Total Pages : 295 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Hyperfinite Dirichlet Forms and Stochastic Processes by : Sergio Albeverio

Download or read book Hyperfinite Dirichlet Forms and Stochastic Processes written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2011-05-27 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.

Hypermodels In Mathematical Finance: Modelling Via Infinitesimal Analysis

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Publisher : World Scientific
ISBN 13 : 9814492337
Total Pages : 313 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Hypermodels In Mathematical Finance: Modelling Via Infinitesimal Analysis by : Siu-ah Ng

Download or read book Hypermodels In Mathematical Finance: Modelling Via Infinitesimal Analysis written by Siu-ah Ng and published by World Scientific. This book was released on 2003-01-23 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the beginning of the new millennium, two unstoppable processes are taking place in the world: (1) globalization of the economy; (2) information revolution. As a consequence, there is greater participation of the world population in capital market investment, such as bonds and stocks and their derivatives. Hence there is a need for risk management and analytic theory explaining the market. This leads to quantitative tools based on mathematical methods, i.e. the theory of mathematical finance.Ever since the pioneer work of Black, Scholes and Merton in the 70's, there has been rapid growth in the study of mathematical finance, involving ever more sophisticated mathematics. However, from the practitioner's point of view, it is desirable to have simpler and more useful mathematical tools.This book introduces research students and practitioners to the intuitive but rigorous hypermodel techniques in finance. It is based on Robinson's infinitesimal analysis, which is easily grasped by anyone with as little background as first-year calculus. It covers topics such as pricing derivative securities (including the Black-Scholes formula), hedging, term structure models of interest rates, consumption and equilibrium. The reader is introduced to mathematical tools needed for the aforementioned topics. Mathematical proofs and details are given in an appendix. Some programs in MATHEMATICA are also included.

Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion

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Publisher : Cambridge University Press
ISBN 13 : 1107016142
Total Pages : 429 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion by : Horst Osswald

Download or read book Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion written by Horst Osswald and published by Cambridge University Press. This book was released on 2012-03 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: After functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations.

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.

Calculus of Variations and Nonlinear Partial Differential Equations

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Publisher : Springer Science & Business Media
ISBN 13 : 3540759131
Total Pages : 213 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Calculus of Variations and Nonlinear Partial Differential Equations by : Luigi Ambrosio

Download or read book Calculus of Variations and Nonlinear Partial Differential Equations written by Luigi Ambrosio and published by Springer Science & Business Media. This book was released on 2008-01-02 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: With a historical overview by Elvira Mascolo

Nonlinear and Optimal Control Theory

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Publisher : Springer
ISBN 13 : 3540776532
Total Pages : 368 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Nonlinear and Optimal Control Theory by : Andrei A. Agrachev

Download or read book Nonlinear and Optimal Control Theory written by Andrei A. Agrachev and published by Springer. This book was released on 2008-06-24 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: The lectures gathered in this volume present some of the different aspects of Mathematical Control Theory. Adopting the point of view of Geometric Control Theory and of Nonlinear Control Theory, the lectures focus on some aspects of the Optimization and Control of nonlinear, not necessarily smooth, dynamical systems. Specifically, three of the five lectures discuss respectively: logic-based switching control, sliding mode control and the input to the state stability paradigm for the control and stability of nonlinear systems. The remaining two lectures are devoted to Optimal Control: one investigates the connections between Optimal Control Theory, Dynamical Systems and Differential Geometry, while the second presents a very general version, in a non-smooth context, of the Pontryagin Maximum Principle. The arguments of the whole volume are self-contained and are directed to everyone working in Control Theory. They offer a sound presentation of the methods employed in the control and optimization of nonlinear dynamical systems.

Affine Density in Wavelet Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 3540729496
Total Pages : 149 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Affine Density in Wavelet Analysis by : Gitta Kutyniok

Download or read book Affine Density in Wavelet Analysis written by Gitta Kutyniok and published by Springer Science & Business Media. This book was released on 2007-06-07 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides a thorough and comprehensive treatment of irregular wavelet frames. It introduces and employs a new notion of affine density as a highly effective tool for examining the geometry of sequences of time-scale indices. Coverage includes non-existence of irregular co-affine frames, the Nyquist phenomenon for wavelet systems, and approximation properties of irregular wavelet frames.