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Author : D. J. Hebert
Publisher :
ISBN 13 :
Total Pages : 111 pages
Book Rating : 4.:/5 (634 download)
Download or read book Compactness Methods, Brownian Motion, and Nonlinear Analysis written by D. J. Hebert and published by . This book was released on 1973 with total page 111 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Delma Joseph Hebert
Publisher :
ISBN 13 :
Total Pages : 124 pages
Book Rating : 4.3/5 (91 download)
Download or read book Compactness Methods, Brownian Motion, and Nonlinear Analysis written by Delma Joseph Hebert and published by . This book was released on 1973 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nasir Uddin Ahmed
Publisher : World Scientific
ISBN 13 : 9814366366
Total Pages : 314 pages
Book Rating : 4.8/5 (143 download)
Download or read book Generalized Functionals of Brownian Motion and Their Applications written by Nasir Uddin Ahmed and published by World Scientific. This book was released on 2012 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process ? covering the classical Wiener?Ito class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the Wiener?Sobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology. The monograph develops the notions of compactness and weak compactness on these abstract Fock spaces and their duals, clearly demonstrating their nontrivial applications to stochastic differential equations in finite and infinite dimensional Hilbert spaces, optimization and optimal control problems.Readers will find the book an interesting and easy read as materials are presented in a systematic manner with a complete analysis of classical and generalized functionals of scalar Brownian motion, Gaussian random fields and their vector versions in the increasing order of generality. It starts with abstract Fourier analysis on the Wiener measure space where a striking similarity of the celebrated Riesz?Fischer theorem for separable Hilbert spaces and the space of Wiener?Ito functionals is drawn out, thus providing a clear insight into the subject.
Author : American Mathematical Society
Publisher :
ISBN 13 :
Total Pages : 492 pages
Book Rating : 4.3/5 (91 download)
Download or read book Probability Theory Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joseph Lehner
Publisher :
ISBN 13 :
Total Pages : 304 pages
Book Rating : 4.3/5 (91 download)
Download or read book Automorphic Forms written by Joseph Lehner and published by . This book was released on 1976 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 1404 pages
Book Rating : 4.3/5 (91 download)
Download or read book 新收洋書総合目錄 written by and published by . This book was released on 1976 with total page 1404 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 430 pages
Book Rating : 4.3/5 (91 download)
Download or read book Topological Methods in Nonlinear Analysis written by and published by . This book was released on 2001 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 1884 pages
Book Rating : 4.X/5 (6 download)
Download or read book Mathematical Reviews written by and published by . This book was released on 2005 with total page 1884 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Shige Peng
Publisher : Springer Nature
ISBN 13 : 3662599031
Total Pages : 212 pages
Book Rating : 4.6/5 (625 download)
Download or read book Nonlinear Expectations and Stochastic Calculus under Uncertainty written by Shige Peng and published by Springer Nature. This book was released on 2019-09-09 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author. This book is based on Shige Peng’s lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes. With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter. Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.
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 : Yuliya Mishura
Publisher : Springer Science & Business Media
ISBN 13 : 3540758720
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 Science & Business Media. This book was released on 2008-01-02 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 :
Publisher :
ISBN 13 :
Total Pages : 602 pages
Book Rating : 4.:/5 (3 download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 602 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Author :
Publisher : World Scientific
ISBN 13 : 9814324353
Total Pages : 814 pages
Book Rating : 4.8/5 (143 download)
Download or read book Proceedings of the International Congress of Mathematicians 2010 (icm 2010) (in 4 Volumes) - Vol. I: Plenary Lectures and Ceremonies, Vols. Ii-iv: Invited Lectures written by and published by World Scientific. This book was released on 2011 with total page 814 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : N El Karoui
Publisher : CRC Press
ISBN 13 : 9780582307339
Total Pages : 236 pages
Book Rating : 4.3/5 (73 download)
Download or read book Backward Stochastic Differential Equations written by N El Karoui and published by CRC Press. This book was released on 1997-01-17 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
Author : Thomas Lorenz
Publisher : Springer Science & Business Media
ISBN 13 : 3642124704
Total Pages : 526 pages
Book Rating : 4.6/5 (421 download)
Download or read book Mutational Analysis written by Thomas Lorenz and published by Springer Science & Business Media. This book was released on 2010-06-08 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ordinary differential equations have been extended to evolution equations in Banach spaces. This book generalizes ordinary differential equations beyond the borders of vector spaces with a focus on the well-posed Cauchy problem in finite time intervals.
Author : Michael Eugene Taylor
Publisher : Springer Science & Business Media
ISBN 13 : 9780387946535
Total Pages : 600 pages
Book Rating : 4.9/5 (465 download)
Download or read book Partial Differential Equations I written by Michael Eugene Taylor and published by Springer Science & Business Media. This book was released on 1996 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to be a comprehensive introduction to the subject of partial differential equations. It should be useful to graduate students at all levels beyond that of a basic course in measure theory. It should also be of interest to professional mathematicians in analysis, mathematical physics, and differential geometry. This work will be divided into three volumes, the first of which focuses on the theory of ordinary differential equations and a survey of basic linear PDEs.
Author : Rajendra Bhatia
Publisher : World Scientific
ISBN 13 : 9814462934
Total Pages : 4137 pages
Book Rating : 4.8/5 (144 download)
Download or read book Proceedings Of The International Congress Of Mathematicians 2010 (Icm 2010) (In 4 Volumes) - Vol. I: Plenary Lectures And Ceremonies, Vols. Ii-iv: Invited Lectures written by Rajendra Bhatia and published by World Scientific. This book was released on 2011-06-06 with total page 4137 pages. Available in PDF, EPUB and Kindle. Book excerpt: ICM 2010 proceedings comprises a four-volume set containing articles based on plenary lectures and invited section lectures, the Abel and Noether lectures, as well as contributions based on lectures delivered by the recipients of the Fields Medal, the Nevanlinna, and Chern Prizes. The first volume will also contain the speeches at the opening and closing ceremonies and other highlights of the Congress.
