Download or read book A Course on Rough Paths written by Peter K. Friz and published by Springer Nature. This book was released on 2020-05-27 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations. Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property. Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text. From the reviews of the first edition: "Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews "It is easy to base a graduate course on rough paths on this ... A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH

Download or read book Differential Equations Driven by Rough Paths written by Terry J. Lyons and published by Springer. This book was released on 2007-04-25 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory. The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths.

Download or read book Multidimensional Stochastic Processes as Rough Paths written by Peter K. Friz and published by Cambridge University Press. This book was released on 2010-02-04 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and the authors include some first results in this direction. They also emphasize interactions with other parts of mathematics, including Caratheodory geometry, Dirichlet forms and Malliavin calculus. Based on successful courses at the graduate level, this up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.

Download or read book A Course Called America written by Tom Coyne and published by Simon and Schuster. This book was released on 2022-05-17 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 'A Course Called America', Tom Coyne plays his way across the United States in search of the great American golf course. Packed with fascinating tales from American golf history, comic road misadventures, illuminating insight into course design, and many a memorable round with local golfers, this book is an epic narrative travelogue brimming with heart and soul.

Download or read book Introduction to Applied Linear Algebra written by Stephen Boyd and published by Cambridge University Press. This book was released on 2018-06-07 with total page 477 pages. Available in PDF, EPUB and Kindle. Book excerpt: A groundbreaking introduction to vectors, matrices, and least squares for engineering applications, offering a wealth of practical examples.

Download or read book The Dragon s Path written by Daniel Abraham and published by Orbit. This book was released on 2011-04-07 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Everything I look for in a fantasy." -- George R. R. Martin All paths lead to war. . . Marcus' hero days are behind him. He knows too well that even the smallest war still means somebody's death. When his men are impressed into a doomed army, staying out of a battle he wants no part of requires some unorthodox steps. Cithrin is an orphan, ward of a banking house. Her job is to smuggle a nation's wealth across a war zone, hiding the gold from both sides. She knows the secret life of commerce like a second language, but the strategies of trade will not defend her from swords. Geder, sole scion of a noble house, has more interest in philosophy than in swordplay. A poor excuse for a soldier, he is a pawn in these games. No one can predict what he will become. Falling pebbles can start a landslide. A spat between the Free Cities and the Severed Throne is spiraling out of control. A new player rises from the depths of history, fanning the flames that will sweep the entire region onto The Dragon's Path -- the path to war. The Dagger and the Coin The Dragon's Path The King's Blood The Tyrant's Law The Widow's House The Spider's War

Download or read book Basic Category Theory for Computer Scientists written by Benjamin C. Pierce and published by MIT Press. This book was released on 1991-08-07 with total page 117 pages. Available in PDF, EPUB and Kindle. Book excerpt: Basic Category Theory for Computer Scientists provides a straightforward presentation of the basic constructions and terminology of category theory, including limits, functors, natural transformations, adjoints, and cartesian closed categories. Category theory is a branch of pure mathematics that is becoming an increasingly important tool in theoretical computer science, especially in programming language semantics, domain theory, and concurrency, where it is already a standard language of discourse. Assuming a minimum of mathematical preparation, Basic Category Theory for Computer Scientists provides a straightforward presentation of the basic constructions and terminology of category theory, including limits, functors, natural transformations, adjoints, and cartesian closed categories. Four case studies illustrate applications of category theory to programming language design, semantics, and the solution of recursive domain equations. A brief literature survey offers suggestions for further study in more advanced texts. Contents Tutorial • Applications • Further Reading

Download or read book System Control and Rough Paths written by Terry Lyons and published by Oxford University Press. This book was released on 2002 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics: the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli.

Download or read book Introduction to Malliavin Calculus written by David Nualart and published by Cambridge University Press. This book was released on 2018-09-27 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.

Download or read book Homotopy Type Theory Univalent Foundations of Mathematics written by and published by Univalent Foundations. This book was released on with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Book of R written by Tilman M. Davies and published by No Starch Press. This book was released on 2016-07-16 with total page 833 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Book of R is a comprehensive, beginner-friendly guide to R, the world’s most popular programming language for statistical analysis. Even if you have no programming experience and little more than a grounding in the basics of mathematics, you’ll find everything you need to begin using R effectively for statistical analysis. You’ll start with the basics, like how to handle data and write simple programs, before moving on to more advanced topics, like producing statistical summaries of your data and performing statistical tests and modeling. You’ll even learn how to create impressive data visualizations with R’s basic graphics tools and contributed packages, like ggplot2 and ggvis, as well as interactive 3D visualizations using the rgl package. Dozens of hands-on exercises (with downloadable solutions) take you from theory to practice, as you learn: –The fundamentals of programming in R, including how to write data frames, create functions, and use variables, statements, and loops –Statistical concepts like exploratory data analysis, probabilities, hypothesis tests, and regression modeling, and how to execute them in R –How to access R’s thousands of functions, libraries, and data sets –How to draw valid and useful conclusions from your data –How to create publication-quality graphics of your results Combining detailed explanations with real-world examples and exercises, this book will provide you with a solid understanding of both statistics and the depth of R’s functionality. Make The Book of R your doorway into the growing world of data analysis.

Download or read book Typhon Pact 4 Paths of Disharmony written by Dayton Ward and published by Simon and Schuster. This book was released on 2011-01-25 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: The next novel in the Typhon Pact adventure set in the universe of Star Trek: The Next Generation. On a diplomatic mission to the planet Andor, Captain Picard and the crew of the Enterprise-E bear witness to the rank devastation resulting from the Borg invasion. With the reproductive issues that have long plagued the Andorian people reaching crisis level, avenues of research that at first held great promise have proven largely unhelpful, and may well indeed be worsening the problem. Despite the Federation's seeming inability to provide assistance and growing doubt over its commitment to a staunch, longtime ally, Andorian scientists now offer renewed hope for a solution. However, many segments of Andorian society are protesting this controversial new approach, and more radical sects are beginning to make their displeasure known by any means available. In response, President Nanietta Bacco has sent the Enterprise crew and a team of diplomats and scientists to Andor to convene a summit, in the hope of demonstrating that the Federation's pledge to helping Andor is sincere. But the Typhon Pact is watching, and their interests may very well lead the Andorian people down an even more treacherous path...

Download or read book Embrace the Chaos written by Bob Miglani and published by Berrett-Koehler Publishers. This book was released on 2013-10-07 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accomplished Fortune 50 executive translates for a western audience the lessons he learned from the land of his birth, India. Bob Miglani was stressed out, burnt out, and stuck until he rediscovered the enduring lessons of his childhood: celebrate impermanence, serve others, and move forward no matter what. Bob's message: chaos isn't going away--embrace it!

Download or read book The Image of the City written by Kevin Lynch and published by MIT Press. This book was released on 1964-06-15 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classic work on the evaluation of city form. What does the city's form actually mean to the people who live there? What can the city planner do to make the city's image more vivid and memorable to the city dweller? To answer these questions, Mr. Lynch, supported by studies of Los Angeles, Boston, and Jersey City, formulates a new criterion—imageability—and shows its potential value as a guide for the building and rebuilding of cities. The wide scope of this study leads to an original and vital method for the evaluation of city form. The architect, the planner, and certainly the city dweller will all want to read this book.

Download or read book Ant Colony Optimization written by Marco Dorigo and published by MIT Press. This book was released on 2004-06-04 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: An overview of the rapidly growing field of ant colony optimization that describes theoretical findings, the major algorithms, and current applications. The complex social behaviors of ants have been much studied by science, and computer scientists are now finding that these behavior patterns can provide models for solving difficult combinatorial optimization problems. The attempt to develop algorithms inspired by one aspect of ant behavior, the ability to find what computer scientists would call shortest paths, has become the field of ant colony optimization (ACO), the most successful and widely recognized algorithmic technique based on ant behavior. This book presents an overview of this rapidly growing field, from its theoretical inception to practical applications, including descriptions of many available ACO algorithms and their uses. The book first describes the translation of observed ant behavior into working optimization algorithms. The ant colony metaheuristic is then introduced and viewed in the general context of combinatorial optimization. This is followed by a detailed description and guide to all major ACO algorithms and a report on current theoretical findings. The book surveys ACO applications now in use, including routing, assignment, scheduling, subset, machine learning, and bioinformatics problems. AntNet, an ACO algorithm designed for the network routing problem, is described in detail. The authors conclude by summarizing the progress in the field and outlining future research directions. Each chapter ends with bibliographic material, bullet points setting out important ideas covered in the chapter, and exercises. Ant Colony Optimization will be of interest to academic and industry researchers, graduate students, and practitioners who wish to learn how to implement ACO algorithms.

Download or read book Computational Complexity written by Sanjeev Arora and published by Cambridge University Press. This book was released on 2009-04-20 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: New and classical results in computational complexity, including interactive proofs, PCP, derandomization, and quantum computation. Ideal for graduate students.

Download or read book Bandit Algorithms written by Tor Lattimore and published by Cambridge University Press. This book was released on 2020-07-16 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.