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Author : David Elworthy
Publisher :
ISBN 13 : 9780470212707
Total Pages : pages
Book Rating : 4.2/5 (127 download)
Download or read book Stochastic Analysis, Path Integration, and Dynamics written by David Elworthy and published by . This book was released on 1989 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : K. D. Elworthy
Publisher : Longman
ISBN 13 :
Total Pages : 286 pages
Book Rating : 4.:/5 (44 download)
Download or read book Stochastic Analysis, Path Integration, and Dynamics written by K. D. Elworthy and published by Longman. This book was released on 1989 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : K. D. Elworthy
Publisher : Longman Scientific and Technical
ISBN 13 : 9780470212707
Total Pages : 0 pages
Book Rating : 4.2/5 (127 download)
Download or read book Stochastic Analysis, Path Integration, and Dynamics written by K. D. Elworthy and published by Longman Scientific and Technical. This book was released on 1989 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Subtitled, Emanations from `Summer Stochastics' Warwick 1987. Written by probabalists and mathematical physicists, the articles cover a wide variety of topics, providing an account of new approaches and techniques and demonstration of the interaction between geometric ideas probability and analysis. No index. Annotation copyrighted by Book News, Inc., Portland, OR
Author : Ioannis A. Kougioumtzoglou
Publisher : Springer Nature
ISBN 13 : 3031578635
Total Pages : 233 pages
Book Rating : 4.0/5 (315 download)
Download or read book Path Integrals in Stochastic Engineering Dynamics written by Ioannis A. Kougioumtzoglou and published by Springer Nature. This book was released on with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Horacio S. Wio
Publisher : World Scientific
ISBN 13 : 9814449040
Total Pages : 174 pages
Book Rating : 4.8/5 (144 download)
Download or read book Path Integrals for Stochastic Processes written by Horacio S. Wio and published by World Scientific. This book was released on 2013 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920''s, corresponding to a sum over random trajectories, anticipating by two decades Feynman''s famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950''s. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations.
Author : Fred Espen Benth
Publisher : Springer Science & Business Media
ISBN 13 : 3540708472
Total Pages : 672 pages
Book Rating : 4.5/5 (47 download)
Download or read book Stochastic Analysis and Applications written by Fred Espen Benth and published by Springer Science & Business Media. This book was released on 2007-04-24 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest developments within the exciting and fast growing field of stochastic analysis. This volume combines both papers from the invited speakers and contributions by the presenting lecturers. In addition, it includes the Memoirs that Kiyoshi Ito wrote for this occasion.
Author : Jinqiao Duan
Publisher : World Scientific
ISBN 13 : 9814277258
Total Pages : 306 pages
Book Rating : 4.8/5 (142 download)
Download or read book Recent Development in Stochastic Dynamics and Stochastic Analysis written by Jinqiao Duan and published by World Scientific. This book was released on 2010 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics. The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.
Author : Weinan E
Publisher : American Mathematical Soc.
ISBN 13 : 1470465698
Total Pages : 305 pages
Book Rating : 4.4/5 (74 download)
Download or read book Applied Stochastic Analysis written by Weinan E and published by American Mathematical Soc.. This book was released on 2021-09-22 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications (e.g., the connection with differential equations, numerical methods, path integrals, random fields, statistical physics, chemical kinetics, and rare events). The book strikes a nice balance between mathematical formalism and intuitive arguments, a style that is most suited for applied mathematicians. Readers can learn both the rigorous treatment of stochastic analysis as well as practical applications in modeling and simulation. Numerous exercises nicely supplement the main exposition.
Author : Jinqiao Duan
Publisher : Cambridge University Press
ISBN 13 : 1107075394
Total Pages : 313 pages
Book Rating : 4.1/5 (7 download)
Download or read book An Introduction to Stochastic Dynamics written by Jinqiao Duan and published by Cambridge University Press. This book was released on 2015-04-13 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.
Author : H. Körezlioglu
Publisher : Springer Science & Business Media
ISBN 13 : 1461203732
Total Pages : 372 pages
Book Rating : 4.4/5 (612 download)
Download or read book Stochastic Analysis and Related Topics written by H. Körezlioglu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two main lectures given at the third Silivri meeting in 1990: 1. "Infinitely divisible random measures and superprocesses" by D.A. Dawson, 2. "Dirichlet forms on infinite dimensional spaces and appli cations" by M. Rockner. The second part consists of recent research papers all related to Stochastic Analysis, motivated by stochastic partial differ ential equations, Markov fields, the Malliavin calculus and the Feynman path integrals. We would herewith like to thank the ENST for its material support for the above mentioned meeting as well as for the ini tial preparation of this volume and to our friend and colleague Erhan Qmlar whose help and encouragement for the realization of this volume have been essential. H. Korezlioglu A.S. Ustiinel INFINITELY DIVISIBLE RANDOM MEASURES AND SUPERPROCESSES DONALD A. DAWSON 1. Introduction.
Author : M. M. Rao
Publisher : Springer Science & Business Media
ISBN 13 : 9780817643324
Total Pages : 422 pages
Book Rating : 4.6/5 (433 download)
Download or read book Real and Stochastic Analysis written by M. M. Rao and published by Springer Science & Business Media. This book was released on 2004-09-23 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interplay between functional and stochastic analysis has wide implications for problems in partial differential equations, noncommutative or "free" probability, and Riemannian geometry. Written by active researchers, each of the six independent chapters in this volume is devoted to a particular application of functional analytic methods in stochastic analysis, ranging from work in hypoelliptic operators to quantum field theory. Every chapter contains substantial new results as well as a clear, unified account of the existing theory; relevant references and numerous open problems are also included.Key topics:* Stochastic differential equations (SDEs), hypoelliptic operators, and SDEs based on Lévy processes* Stochastic calculus on Riemannian manifolds and curved Wiener spaces* Noncommutative and quantum probability* The Feynman integral, evolution processes, the Feynman-Kac formula, and applications to quantum field theory* Convolution operators and the amenability of the underlying locally compact groups, with connections among classical random walks, spectral theory, and Beurling and Segal subalgebrasSelf-contained, well-motivated, and replete with suggestions for further investigation, this book will be especially valuable as a seminar text for dissertation-level graduate students. Research mathematicians and physicists will also find it a useful and stimulating reference.Contributors: D.R. Bell; B.K. Driver; S. Gudder; B. Jefferies; H. Kunita; and M.M. Rao.
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 : Robert C. Dalang
Publisher : Birkhäuser
ISBN 13 : 3034809093
Total Pages : 402 pages
Book Rating : 4.0/5 (348 download)
Download or read book Stochastic Analysis: A Series of Lectures written by Robert C. Dalang and published by Birkhäuser. This book was released on 2015-07-28 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: S. Albeverio M. Arnaudon V. Bally V. Barbu H. Bessaih Z. Brzeźniak K. Burdzy A.B. Cruzeiro F. Flandoli A. Kohatsu-Higa S. Mazzucchi C. Mueller J. van Neerven M. Ondreját S. Peszat M. Veraar L. Weis J.-C. Zambrini
Author : Sergio Albeverio
Publisher : World Scientific
ISBN 13 : 9789810244408
Total Pages : 466 pages
Book Rating : 4.2/5 (444 download)
Download or read book Mathematical Physics and Stochastic Analysis written by Sergio Albeverio and published by World Scientific. This book was released on 2000 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: In October 1998 a conference was held in Lisbon to celebrate Ludwig Streit's 60th birthday. This book collects some of the papers presented at the conference as well as other essays contributed by the many friends and collaborators who wanted to honor Ludwig Streit's scientific career and personality.The contributions cover many aspects of contemporary mathematical physics. Of particular importance are new results on infinite-dimensional stochastic analysis and its applications to a wide range of physical domains.List of Contributors: S Albeverio, T Hida, L Accardi, I Ya Aref'eva, I V Volovich; A Daletskii, Y Kondratiev, W Karwowski, N Asai, I Kubo, H-H Kuo, J Beckers, Ph Blanchard, G F Dell'Antonio, D Gandolfo, M Sirugue-Collin, A Bohm, H Kaldass, D Boll, G Jongen, G M Shim, J Bornales, C C Bernido, M V Carpio-Bernido, G Burdet, Ph Combe, H Nencka, P Cartier, C DeWitt-Morette, H Ezawa, K Nakamura, K Watanabe, Y Yamanaka, R Figari, F Gesztesy, H Holden, R Gielerak, G A Goldin, Z Haba, M-O Hongler, Y Hu, B Oksendal, A Sulem, J R Klauder, C B Lang, V I Man'ko, H Ouerdiane, J Potthoff, E Smajlovic, M Rckner, E Scacciatelli, J L Silva, J Stochel, F H Szafraniec, L V zquez, D N Kozakevich, S Jimnez, V R Vieira, P D Sacramento, R Vilela Mendes, D Voln?, P Samek.
Author : Boling Guo
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110492431
Total Pages : 280 pages
Book Rating : 4.1/5 (14 download)
Download or read book Stochastic PDEs and Dynamics written by Boling Guo and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-11-21 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce theoretical framework for random attractors. With rigorous mathematical deduction, the book is an essential reference to mathematicians and physicists in nonlinear science. Contents: Preliminaries The stochastic integral and Itô formula OU processes and SDEs Random attractors Applications Bibliography Index
Author : Sonia Mazzucchi
Publisher : World Scientific
ISBN 13 : 981283690X
Total Pages : 225 pages
Book Rating : 4.8/5 (128 download)
Download or read book Mathematical Feynman Path Integrals and Their Applications written by Sonia Mazzucchi and published by World Scientific. This book was released on 2009 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although more than 60 years have passed since their first appearance, Feynman path integrals have yet to lose their fascination and luster. They are not only a formidable instrument of theoretical physics, but also a mathematical challenge; in fact, several mathematicians in the last 40 years have devoted their efforts to the rigorous mathematical definition of Feynman's ideas. This volume provides a detailed, self-contained description of the mathematical difficulties as well as the possible techniques used to solve these difficulties. In particular, it gives a complete overview of the mathematical realization of Feynman path integrals in terms of well-defined functional integrals, that is, the infinite dimensional oscillatory integrals. It contains the traditional results on the topic as well as the more recent developments obtained by the author. Mathematical Feynman Path Integrals and Their Applications is devoted to both mathematicians and physicists, graduate students and researchers who are interested in the problem of mathematical foundations of Feynman path integrals.
Author : Michael J. Panik
Publisher : John Wiley & Sons
ISBN 13 : 1119377382
Total Pages : 303 pages
Book Rating : 4.1/5 (193 download)
Download or read book Stochastic Differential Equations written by Michael J. Panik and published by John Wiley & Sons. This book was released on 2017-04-03 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: A beginner’s guide to stochastic growth modeling The chief advantage of stochastic growth models over deterministic models is that they combine both deterministic and stochastic elements of dynamic behaviors, such as weather, natural disasters, market fluctuations, and epidemics. This makes stochastic modeling a powerful tool in the hands of practitioners in fields for which population growth is a critical determinant of outcomes. However, the background requirements for studying SDEs can be daunting for those who lack the rigorous course of study received by math majors. Designed to be accessible to readers who have had only a few courses in calculus and statistics, this book offers a comprehensive review of the mathematical essentials needed to understand and apply stochastic growth models. In addition, the book describes deterministic and stochastic applications of population growth models including logistic, generalized logistic, Gompertz, negative exponential, and linear. Ideal for students and professionals in an array of fields including economics, population studies, environmental sciences, epidemiology, engineering, finance, and the biological sciences, Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling: • Provides precise definitions of many important terms and concepts and provides many solved example problems • Highlights the interpretation of results and does not rely on a theorem-proof approach • Features comprehensive chapters addressing any background deficiencies readers may have and offers a comprehensive review for those who need a mathematics refresher • Emphasizes solution techniques for SDEs and their practical application to the development of stochastic population models An indispensable resource for students and practitioners with limited exposure to mathematics and statistics, Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling is an excellent fit for advanced undergraduates and beginning graduate students, as well as practitioners who need a gentle introduction to SDEs. Michael J. Panik, PhD, is Professor in the Department of Economics, Barney School of Business and Public Administration at the University of Hartford in Connecticut. He received his PhD in Economics from Boston College and is a member of the American Mathematical Society, The American Statistical Association, and The Econometric Society.
