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Stochastic Partial Differential Equations And Applications Vii
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Book Synopsis Stochastic Partial Differential Equations and Applications - VII by : Giuseppe Da Prato
Download or read book Stochastic Partial Differential Equations and Applications - VII written by Giuseppe Da Prato and published by CRC Press. This book was released on 2005-10-12 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.
Book Synopsis Stochastic Partial Differential Equations and Applications by : Giuseppe Da Prato
Download or read book Stochastic Partial Differential Equations and Applications written by Giuseppe Da Prato and published by CRC Press. This book was released on 2002-04-05 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
Book Synopsis Stochastic Partial Differential Equations, Second Edition by : Pao-Liu Chow
Download or read book Stochastic Partial Differential Equations, Second Edition written by Pao-Liu Chow and published by CRC Press. This book was released on 2014-12-10 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in stochastic partial differential equations (PDEs) driven by the Lévy type of noise. Stochastic Partial Differential Equations, Second Edition incorporates these recent developments and improves the presentation of material. New to the Second Edition Two sections on the Lévy type of stochastic integrals and the related stochastic differential equations in finite dimensions Discussions of Poisson random fields and related stochastic integrals, the solution of a stochastic heat equation with Poisson noise, and mild solutions to linear and nonlinear parabolic equations with Poisson noises Two sections on linear and semilinear wave equations driven by the Poisson type of noises Treatment of the Poisson stochastic integral in a Hilbert space and mild solutions of stochastic evolutions with Poisson noises Revised proofs and new theorems, such as explosive solutions of stochastic reaction diffusion equations Additional applications of stochastic PDEs to population biology and finance Updated section on parabolic equations and related elliptic problems in Gauss–Sobolev spaces The book covers basic theory as well as computational and analytical techniques to solve physical, biological, and financial problems. It first presents classical concrete problems before proceeding to a unified theory of stochastic evolution equations and describing applications, such as turbulence in fluid dynamics, a spatial population growth model in a random environment, and a stochastic model in bond market theory. The author also explores the connection of stochastic PDEs to infinite-dimensional stochastic analysis.
Book Synopsis Stochastic Partial Differential Equations and Applications by : Giuseppe Da Prato
Download or read book Stochastic Partial Differential Equations and Applications written by Giuseppe Da Prato and published by Longman Sc & Tech. This book was released on 1992 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Partial Differential Equations by : Helge Holden
Download or read book Stochastic Partial Differential Equations written by Helge Holden and published by Springer Science & Business Media. This book was released on 2009-12-01 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy process noise. Applications of the theory are emphasized throughout. The stochastic pressure equation for fluid flow in porous media is treated, as are applications to finance. Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter.
Book Synopsis Stochastic Partial Differential Equations by : Helge Holden
Download or read book Stochastic Partial Differential Equations written by Helge Holden and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.
Book Synopsis Stochastic Partial Differential Equations and Applications II by : Giuseppe Da Prato
Download or read book Stochastic Partial Differential Equations and Applications II written by Giuseppe Da Prato and published by Lecture Notes in Mathematics. This book was released on 1989-08-09 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
Book Synopsis Stochastic Differential Equations by : Peter H. Baxendale
Download or read book Stochastic Differential Equations written by Peter H. Baxendale and published by World Scientific. This book was released on 2007 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.
Book Synopsis Stochastic Partial Differential Equations with Lévy Noise by : S. Peszat
Download or read book Stochastic Partial Differential Equations with Lévy Noise written by S. Peszat and published by Cambridge University Press. This book was released on 2007-10-11 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.
Book Synopsis Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference by : Ciprian A Tudor
Download or read book Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference written by Ciprian A Tudor and published by World Scientific. This book was released on 2022-10-11 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation.The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to the heat or wave equations driven by space-time Gaussian noise or by a Gaussian noise with a non-trivial correlation in space.The book is addressed to public with a reasonable background in probability theory. The idea is to keep it self-contained and avoid using of complex techniques. We also chose to insist on the basic properties of the random noise and to detail the construction of the Wiener integration with respect to them. The intention is to present the proofs complete and detailed.
Book Synopsis Seminar on Stochastic Analysis, Random Fields and Applications VII by : Robert C. Dalang
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications VII written by Robert C. Dalang and published by Springer Science & Business Media. This book was released on 2013-09-05 with total page 469 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.
Book Synopsis Stochastic Partial Differential Equations by : Alison Etheridge
Download or read book Stochastic Partial Differential Equations written by Alison Etheridge and published by Cambridge University Press. This book was released on 1995-07-13 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consists of papers given at the ICMS meeting held in 1994 on this topic, and brings together some of the world's best known authorities on stochastic partial differential equations.
Book Synopsis Stochastic Partial Differential Equations by : Pao-Liu Chow
Download or read book Stochastic Partial Differential Equations written by Pao-Liu Chow and published by CRC Press. This book was released on 2007-03-19 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet received much attention in the mathematical community. Filling the void of an introductory text in the field, Stochastic Partial Differential Equations introduces PDEs to students familiar with basic probability theor
Book Synopsis Random Fields and Stochastic Partial Differential Equations by : Y. Rozanov
Download or read book Random Fields and Stochastic Partial Differential Equations written by Y. Rozanov and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book considers some models described by means of partial dif ferential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic Partial Differential Equa tions an approach is suggested to generalize solutions of stochastic Boundary Problems. The main topic concerns probabilistic aspects with applications to well-known Random Fields models which are representative for the corresponding stochastic Sobolev spaces. {The term "stochastic" in general indicates involvement of appropriate random elements. ) It assumes certain knowledge in general Analysis and Probability {Hilbert space methods, Schwartz distributions, Fourier transform) . I A very general description of the main problems considered can be given as follows. Suppose, we are considering a random field ~ in a region T ~ Rd which is associated with a chaotic (stochastic) source"' by means of the differential equation (*) in T. A typical chaotic source can be represented by an appropri ate random field"' with independent values, i. e. , generalized random function"' = ( cp, 'TJ), cp E C~(T), with independent random variables ( cp, 'fJ) for any test functions cp with disjoint supports. The property of having independent values implies a certain "roughness" of the ran dom field "' which can only be treated functionally as a very irregular Schwarz distribution. With the lack of a proper development of non linear analyses for generalized functions, let us limit ourselves to the 1 For related material see, for example, J. L. Lions, E.
Book Synopsis A Minicourse on Stochastic Partial Differential Equations by : Robert C. Dalang
Download or read book A Minicourse on Stochastic Partial Differential Equations written by Robert C. Dalang and published by Springer Science & Business Media. This book was released on 2009 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.
Book Synopsis Random Fields and Stochastic Partial Differential Equations by : Y. Rozanov
Download or read book Random Fields and Stochastic Partial Differential Equations written by Y. Rozanov and published by Springer Science & Business Media. This book was released on 1998-03-31 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book considers some models described by means of partial dif ferential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic Partial Differential Equa tions an approach is suggested to generalize solutions of stochastic Boundary Problems. The main topic concerns probabilistic aspects with applications to well-known Random Fields models which are representative for the corresponding stochastic Sobolev spaces. {The term "stochastic" in general indicates involvement of appropriate random elements. ) It assumes certain knowledge in general Analysis and Probability {Hilbert space methods, Schwartz distributions, Fourier transform) . I A very general description of the main problems considered can be given as follows. Suppose, we are considering a random field ~ in a region T ~ Rd which is associated with a chaotic (stochastic) source"' by means of the differential equation (*) in T. A typical chaotic source can be represented by an appropri ate random field"' with independent values, i. e. , generalized random function"' = ( cp, 'TJ), cp E C~(T), with independent random variables ( cp, 'fJ) for any test functions cp with disjoint supports. The property of having independent values implies a certain "roughness" of the ran dom field "' which can only be treated functionally as a very irregular Schwarz distribution. With the lack of a proper development of non linear analyses for generalized functions, let us limit ourselves to the 1 For related material see, for example, J. L. Lions, E.
Book Synopsis Stochastic Partial Differential Equations and Applications II by : Giuseppe Da Prato
Download or read book Stochastic Partial Differential Equations and Applications II written by Giuseppe Da Prato and published by . This book was released on 2014-01-15 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt:
