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Stochastic Reaction Diffusion Systems With Multiplicative Noise And Non Lipschitz Reaction Term
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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 360 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 boo
Book Synopsis Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics by : Wilfried Grecksch
Download or read book Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics written by Wilfried Grecksch and published by World Scientific. This book was released on 2020-04-22 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.The topics presented in this volume are:This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.
Book Synopsis Stochastic Equations in Infinite Dimensions by : Giuseppe Da Prato
Download or read book Stochastic Equations in Infinite Dimensions written by Giuseppe Da Prato and published by Cambridge University Press. This book was released on 2014-04-17 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.
Book Synopsis Stochastic PDEs and Dynamics by : Boling Guo
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
Book Synopsis Stochastic Analysis and Applications by : Fred Espen Benth
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.
Book Synopsis Kolmogorov Equations for Stochastic PDEs by : Giuseppe Da Prato
Download or read book Kolmogorov Equations for Stochastic PDEs written by Giuseppe Da Prato and published by Birkhäuser. This book was released on 2012-12-06 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. It studies several properties of corresponding transition semigroups, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariant measures. In addition, the transition semigroups are interpreted as generalized solutions of Kologorov equations.
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 470 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 Partial Differential Equations and Functional Analysis by : Erik Koelink
Download or read book Partial Differential Equations and Functional Analysis written by Erik Koelink and published by Springer Science & Business Media. This book was released on 2006-08-18 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Capturing the state of the art of the interplay between partial differential equations, functional analysis, maximal regularity, and probability theory, this volume was initiated at the Delft conference on the occasion of the retirement of Philippe Clément. It will be of interest to researchers in PDEs and functional analysis.
Book Synopsis Multiple Time Scale Dynamics by : Christian Kuehn
Download or read book Multiple Time Scale Dynamics written by Christian Kuehn and published by Springer. This book was released on 2015-02-25 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to dynamical systems with multiple time scales. The approach it takes is to provide an overview of key areas, particularly topics that are less available in the introductory form. The broad range of topics included makes it accessible for students and researchers new to the field to gain a quick and thorough overview. The first of its kind, this book merges a wide variety of different mathematical techniques into a more unified framework. The book is highly illustrated with many examples and exercises and an extensive bibliography. The target audience of this book are senior undergraduates, graduate students as well as researchers interested in using the multiple time scale dynamics theory in nonlinear science, either from a theoretical or a mathematical modeling perspective.
Book Synopsis Invariant Measures for Stochastic Nonlinear Schrödinger Equations by : Jialin Hong
Download or read book Invariant Measures for Stochastic Nonlinear Schrödinger Equations written by Jialin Hong and published by Springer Nature. This book was released on 2019-08-22 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides some recent advance in the study of stochastic nonlinear Schrödinger equations and their numerical approximations, including the well-posedness, ergodicity, symplecticity and multi-symplecticity. It gives an accessible overview of the existence and uniqueness of invariant measures for stochastic differential equations, introduces geometric structures including symplecticity and (conformal) multi-symplecticity for nonlinear Schrödinger equations and their numerical approximations, and studies the properties and convergence errors of numerical methods for stochastic nonlinear Schrödinger equations. This book will appeal to researchers who are interested in numerical analysis, stochastic analysis, ergodic theory, partial differential equation theory, etc.
Book Synopsis Stochastic Optimal Control in Infinite Dimension by : Giorgio Fabbri
Download or read book Stochastic Optimal Control in Infinite Dimension written by Giorgio Fabbri and published by Springer. This book was released on 2017-06-22 with total page 928 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Book Synopsis Mathematics of Complexity and Dynamical Systems by : Robert A. Meyers
Download or read book Mathematics of Complexity and Dynamical Systems written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2011-10-05 with total page 1885 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of Complexity and Dynamical Systems is an authoritative reference to the basic tools and concepts of complexity, systems theory, and dynamical systems from the perspective of pure and applied mathematics. Complex systems are systems that comprise many interacting parts with the ability to generate a new quality of collective behavior through self-organization, e.g. the spontaneous formation of temporal, spatial or functional structures. These systems are often characterized by extreme sensitivity to initial conditions as well as emergent behavior that are not readily predictable or even completely deterministic. The more than 100 entries in this wide-ranging, single source work provide a comprehensive explication of the theory and applications of mathematical complexity, covering ergodic theory, fractals and multifractals, dynamical systems, perturbation theory, solitons, systems and control theory, and related topics. Mathematics of Complexity and Dynamical Systems is an essential reference for all those interested in mathematical complexity, from undergraduate and graduate students up through professional researchers.
Book Synopsis Analysis and Approximation of Rare Events by : Amarjit Budhiraja
Download or read book Analysis and Approximation of Rare Events written by Amarjit Budhiraja and published by Springer. This book was released on 2019-08-10 with total page 577 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations. These features are illustrated though their application to a broad range of discrete and continuous time models, including stochastic partial differential equations, processes with discontinuous statistics, occupancy models, and many others. The tools used in the large deviation analysis also turn out to be useful in understanding Monte Carlo schemes for the numerical approximation of the same probabilities and expected values. This connection is illustrated through the design and analysis of importance sampling and splitting schemes for rare event estimation. The book assumes a solid background in weak convergence of probability measures and stochastic analysis, and is suitable for advanced graduate students, postdocs and researchers.
Download or read book Annales de L'I.H.P. written by and published by . This book was released on 2005 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Reviews written by and published by . This book was released on 2005 with total page 1518 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 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.
