Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Loeb Measures In Practice Recent Advances full books in PDF, epub, and Kindle. Read online Loeb Measures In Practice Recent Advances ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Nigel Cutland
Publisher :
ISBN 13 :
Total Pages : 111 pages
Book Rating : 4.:/5 (61 download)
Download or read book Loeb Measures in Practice written by Nigel Cutland and published by . This book was released on 2000 with total page 111 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nigel J. Cutland
Publisher :
ISBN 13 : 9783662211908
Total Pages : 132 pages
Book Rating : 4.2/5 (119 download)
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:
Author : Nigel J. Cutland
Publisher : Springer
ISBN 13 : 3540445315
Total Pages : 118 pages
Book Rating : 4.5/5 (44 download)
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.
Author : Vladimir Kanovei
Publisher : Springer Science & Business Media
ISBN 13 : 366208998X
Total Pages : 421 pages
Book Rating : 4.6/5 (62 download)
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.
Author : I M Davies
Publisher : World Scientific
ISBN 13 : 9814487058
Total Pages : 380 pages
Book Rating : 4.8/5 (144 download)
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
Author : Ian Malcolm Davies
Publisher : World Scientific
ISBN 13 : 9812382267
Total Pages : 383 pages
Book Rating : 4.8/5 (123 download)
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.
Author : Vieri Benci
Publisher : World Scientific
ISBN 13 : 9813276606
Total Pages : 346 pages
Book Rating : 4.8/5 (132 download)
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.
Author : Siu-ah Ng
Publisher : World Scientific
ISBN 13 : 9814492337
Total Pages : 313 pages
Book Rating : 4.8/5 (144 download)
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.
Author : Horst Osswald
Publisher : Cambridge University Press
ISBN 13 : 1107016142
Total Pages : 429 pages
Book Rating : 4.1/5 (7 download)
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.
Author : Sergio Albeverio
Publisher : Springer Science & Business Media
ISBN 13 : 3642196594
Total Pages : 295 pages
Book Rating : 4.6/5 (421 download)
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.
Author : Hubert Kiechle
Publisher : Springer
ISBN 13 : 3540458174
Total Pages : 186 pages
Book Rating : 4.5/5 (44 download)
Download or read book Theory of K-Loops written by Hubert Kiechle and published by Springer. This book was released on 2004-10-14 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book contains the first systematic exposition of the current known theory of K-loops, as well as some new material. In particular, big classes of examples are constructed. The theory for sharply 2-transitive groups is generalized to the theory of Frobenius groups with many involutions. A detailed discussion of the relativistic velocity addition based on the author's construction of K-loops from classical groups is also included. The first chapters of the book can be used as a text, the later chapters are research notes, and only partially suitable for the classroom. The style is concise, but complete proofs are given. The prerequisites are a basic knowledge of algebra such as groups, fields, and vector spaces with forms.
Author : Volker Runde
Publisher : Springer
ISBN 13 : 3540455604
Total Pages : 302 pages
Book Rating : 4.5/5 (44 download)
Download or read book Lectures on Amenability written by Volker Runde and published by Springer. This book was released on 2004-10-14 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: The notion of amenability has its origins in the beginnings of modern measure theory: Does a finitely additive set function exist which is invariant under a certain group action? Since the 1940s, amenability has become an important concept in abstract harmonic analysis (or rather, more generally, in the theory of semitopological semigroups). In 1972, B.E. Johnson showed that the amenability of a locally compact group G can be characterized in terms of the Hochschild cohomology of its group algebra L^1(G): this initiated the theory of amenable Banach algebras. Since then, amenability has penetrated other branches of mathematics, such as von Neumann algebras, operator spaces, and even differential geometry. Lectures on Amenability introduces second year graduate students to this fascinating area of modern mathematics and leads them to a level from where they can go on to read original papers on the subject. Numerous exercises are interspersed in the text.
Author : Francis E. Burstall
Publisher : Springer
ISBN 13 : 3540453016
Total Pages : 96 pages
Book Rating : 4.5/5 (44 download)
Download or read book Conformal Geometry of Surfaces in S4 and Quaternions written by Francis E. Burstall and published by Springer. This book was released on 2004-10-20 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt: The conformal geometry of surfaces recently developed by the authors leads to a unified understanding of algebraic curve theory and the geometry of surfaces on the basis of a quaternionic-valued function theory. The book offers an elementary introduction to the subject but takes the reader to rather advanced topics. Willmore surfaces in the foursphere, their Bäcklund and Darboux transforms are covered, and a new proof of the classification of Willmore spheres is given.
Author : Igor Chueshov
Publisher : Springer
ISBN 13 : 3540458158
Total Pages : 240 pages
Book Rating : 4.5/5 (44 download)
Download or read book Monotone Random Systems Theory and Applications written by Igor Chueshov and published by Springer. This book was released on 2004-10-11 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to present a recently developed approach suitable for investigating a variety of qualitative aspects of order-preserving random dynamical systems and to give the background for further development of the theory. The main objects considered are equilibria and attractors. The effectiveness of this approach is demonstrated by analysing the long-time behaviour of some classes of random and stochastic ordinary differential equations which arise in many applications.
Author : Juan Arias de Reyna
Publisher : Springer
ISBN 13 : 3540458220
Total Pages : 179 pages
Book Rating : 4.5/5 (44 download)
Download or read book Pointwise Convergence of Fourier Series written by Juan Arias de Reyna and published by Springer. This book was released on 2004-10-14 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains a detailed exposition of Carleson-Hunt theorem following the proof of Carleson: to this day this is the only one giving better bounds. It points out the motivation of every step in the proof. Thus the Carleson-Hunt theorem becomes accessible to any analyst.The book also contains the first detailed exposition of the fine results of Hunt, Sjölin, Soria, etc on the convergence of Fourier Series. Its final chapters present original material. With both Fefferman's proof and the recent one of Lacey and Thiele in print, it becomes more important than ever to understand and compare these two related proofs with that of Carleson and Hunt. These alternative proofs do not yield all the results of the Carleson-Hunt proof. The intention of this monograph is to make Carleson's proof accessible to a wider audience, and to explain its consequences for the pointwise convergence of Fourier series for functions in spaces near $äcal Lü^1$, filling a well-known gap in the literature.
Author : Lars Grüne
Publisher : Springer
ISBN 13 : 3540367845
Total Pages : 238 pages
Book Rating : 4.5/5 (43 download)
Download or read book Asymptotic Behavior of Dynamical and Control Systems under Pertubation and Discretization written by Lars Grüne and published by Springer. This book was released on 2004-10-20 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an approach to the study of perturbation and discretization effects on the long-time behavior of dynamical and control systems. It analyzes the impact of time and space discretizations on asymptotically stable attracting sets, attractors, asumptotically controllable sets and their respective domains of attractions and reachable sets. Combining robust stability concepts from nonlinear control theory, techniques from optimal control and differential games and methods from nonsmooth analysis, both qualitative and quantitative results are obtained and new algorithms are developed, analyzed and illustrated by examples.
Author : Lars Grüne
Publisher :
ISBN 13 : 9780540433919
Total Pages : 248 pages
Book Rating : 4.4/5 (339 download)
Download or read book Asymptotic Behavior of Dynamical and Control Systems Under Perturbation and Discretization written by Lars Grüne and published by . This book was released on 2002 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides an approach to the study of perturbation and discretization effects on the long-time behaviour of dynamical and control systems. It analyzes the impact of time and space discretizations on asymptotically stable attracting sets, attractors and asumptotically controllable sets.
