Download or read book Quantum Probability and Applications V written by Luigi Accardi and published by Springer. This book was released on 2006-11-14 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: These proceedings of the workshop on quantum probability held in Heidelberg, September 26-30, 1988 contains a representative selection of research articles on quantum stochastic processes, quantum stochastic calculus, quantum noise, geometry, quantum probability, quantum central limit theorems and quantum statistical mechanics.
Download or read book An Introduction to Quantum Stochastic Calculus written by K.R. Parthasarathy and published by Birkhäuser. This book was released on 2012-12-06 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Elegantly written, with obvious appreciation for fine points of higher mathematics...most notable is [the] author's effort to weave classical probability theory into [a] quantum framework." – The American Mathematical Monthly "This is an excellent volume which will be a valuable companion both for those who are already active in the field and those who are new to it. Furthermore there are a large number of stimulating exercises scattered through the text which will be invaluable to students." – Mathematical Reviews An Introduction to Quantum Stochastic Calculus aims to deepen our understanding of the dynamics of systems subject to the laws of chance both from the classical and the quantum points of view and stimulate further research in their unification. This is probably the first systematic attempt to weave classical probability theory into the quantum framework and provides a wealth of interesting features: The origin of Ito's correction formulae for Brownian motion and the Poisson process can be traced to communication relations or, equivalently, the uncertainty principle. Quantum stochastic interpretation enables the possibility of seeing new relationships between fermion and boson fields. Quantum dynamical semigroups as well as classical Markov semigroups are realized through unitary operator evolutions. The text is almost self-contained and requires only an elementary knowledge of operator theory and probability theory at the graduate level.
Download or read book Probability Theory and Mathematical Statistics Vol 1 written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "GRIGELIONIS: PROCEEDINGS OF THE FIFTH VILNIUS CONFERE E-BOOK".
Download or read book Probability Theory And Mathematical Statistics Proceedings Of The 7th Japan russia Symposium written by Shinzo Watanabe and published by World Scientific. This book was released on 1996-07-29 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume contains 46 papers presented at the Seventh Symposium in Tokyo. They represent the most recent research activity in Japan, Russia, Ukraina, Lithuania, Georgia and some other countries on diverse topics of the traditionally strong fields in these countries — probability theory and mathematical statistics.
Download or read book Probability Theory and Mathematical Statistics written by Bronius Grigelionis and published by VSP. This book was released on 1990 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on with total page 1050 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fractional Calculus and Fractional Differential Equations written by Varsha Daftardar-Gejji and published by Springer. This book was released on 2019-08-10 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a broad overview of the latest developments in fractional calculus and fractional differential equations (FDEs) with an aim to motivate the readers to venture into these areas. It also presents original research describing the fractional operators of variable order, fractional-order delay differential equations, chaos and related phenomena in detail. Selected results on the stability of solutions of nonlinear dynamical systems of the non-commensurate fractional order have also been included. Furthermore, artificial neural network and fractional differential equations are elaborated on; and new transform methods (for example, Sumudu methods) and how they can be employed to solve fractional partial differential equations are discussed. The book covers the latest research on a variety of topics, including: comparison of various numerical methods for solving FDEs, the Adomian decomposition method and its applications to fractional versions of the classical Poisson processes, variable-order fractional operators, fractional variational principles, fractional delay differential equations, fractional-order dynamical systems and stability analysis, inequalities and comparison theorems in FDEs, artificial neural network approximation for fractional operators, and new transform methods for solving partial FDEs. Given its scope and level of detail, the book will be an invaluable asset for researchers working in these areas.
Download or read book Weighing the Odds written by David Williams and published by Cambridge University Press. This book was released on 2001-08-02 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: An advanced textbook; with many examples and exercises, often with hints or solutions; code is provided for computational examples and simulations.
Download or read book Point Process Calculus in Time and Space written by Pierre Brémaud and published by Springer Nature. This book was released on 2020-12-05 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to develop the computational skills needed for the study of stochastic models involving point processes, providing enough of the general theory for the reader to reach a technical level sufficient for most applications. Classical and not-so-classical models are examined in detail, including Poisson–Cox, renewal, cluster and branching (Kerstan–Hawkes) point processes.The applications covered in this text (queueing, information theory, stochastic geometry and signal analysis) have been chosen not only for their intrinsic interest but also because they illustrate the theory. Written in a rigorous but not overly abstract style, the book will be accessible to earnest beginners with a basic training in probability but will also interest upper graduate students and experienced researchers.
Download or read book Mathematical Reviews written by and published by . This book was released on 2004 with total page 906 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Diffusions Markov Processes and Martingales Volume 1 Foundations written by L. C. G. Rogers and published by Cambridge University Press. This book was released on 2000-04-13 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors' aim is to present the subject of Brownian motion not as a dry part of mathematical analysis, but to convey its real meaning and fascination. The opening, heuristic chapter does just this, and it is followed by a comprehensive and self-contained account of the foundations of theory of stochastic processes. Chapter 3 is a lively and readable account of the theory of Markov processes. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.
Download or read book Diffusions Markov Processes and Martingales Volume 2 It Calculus written by L. C. G. Rogers and published by Cambridge University Press. This book was released on 2000-09-07 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes.
Download or read book Stochastic Analysis in Discrete and Continuous Settings written by Nicolas Privault and published by Springer. This book was released on 2009-07-14 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Section 5.7 that requires some background in geometry, and should be accessible to graduate students and researchers having already received a basic training in probability. Prereq- sites are mostly limited to a knowledge of measure theory and probability, namely?-algebras,expectations,andconditionalexpectations.Ashortint- duction to stochastic calculus for continuous and jump processes is given in Chapter 2 using normal martingales, whose predictable quadratic variation is the Lebesgue measure. There already exists several books devoted to stochastic analysis for c- tinuous di?usion processes on Gaussian and Wiener spaces, cf. e.g. [51], [63], [65], [72], [83], [84], [92], [128], [134], [143], [146], [147]. The particular f- ture of this text is to simultaneously consider continuous processes and jump processes in the uni?ed framework of normal martingales.
Download or read book Stochastic Processes and Applications written by Grigorios A. Pavliotis and published by Springer. This book was released on 2014-11-19 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
Download or read book Feynman Kac Type Formulae and Gibbs Measures written by József Lörinczi and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-01-20 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. The first volume concentrates on Feynman-Kac-type formulae and Gibbs measures.
Download or read book Introduction to Stochastic Calculus with Applications written by Fima C. Klebaner and published by Imperial College Press. This book was released on 2005 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Download or read book Probability Theory and Stochastic Processes with Applications Second Edition written by Oliver Knill and published by World Scientific Publishing Company. This book was released on 2017-01-31 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.
