Download or read book Precisely Predictable Dirac Observables written by Heinz Otto Cordes and published by Springer Science & Business Media. This book was released on 2007-01-10 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work presents a Clean Quantum Theory of the Electron, based on Dirac’s equation. "Clean" in the sense of a complete mathematical explanation of the well known paradoxes of Dirac’s theory and a connection to classical theory. It discusses the existence of an accurate split between physical states belonging to the electron and to the positron as well as the fact that precisely predictable observables must preserve this split.

Download or read book Aristotle s Modal Syllogistic written by Marko Malink and published by Harvard University Press. This book was released on 2013-11-01 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aristotle was the founder not only of logic but also of modal logic. In the Prior Analytics he developed a complex system of modal syllogistic which, while influential, has been disputed since antiquity—and is today widely regarded as incoherent. In this meticulously argued new study, Marko Malink presents a major reinterpretation of Aristotle’s modal syllogistic. Combining analytic rigor with keen sensitivity to historical context, he makes clear that the modal syllogistic forms a consistent, integrated system of logic, one that is closely related to other areas of Aristotle’s philosophy. Aristotle’s modal syllogistic differs significantly from modern modal logic. Malink considers the key to understanding the Aristotelian version to be the notion of predication discussed in the Topics—specifically, its theory of predicables (definition, genus, differentia, proprium, and accident) and the ten categories (substance, quantity, quality, and so on). The predicables introduce a distinction between essential and nonessential predication. In contrast, the categories distinguish between substantial and nonsubstantial predication. Malink builds on these insights in developing a semantics for Aristotle’s modal propositions, one that verifies the ancient philosopher’s claims of the validity and invalidity of modal inferences. Malink recognizes some limitations of this reconstruction, acknowledging that his proof of syllogistic consistency depends on introducing certain complexities that Aristotle could not have predicted. Nonetheless, Aristotle’s Modal Syllogistic brims with bold ideas, richly supported by close readings of the Greek texts, and offers a fresh perspective on the origins of modal logic.

Download or read book Probabilities and Potential B written by C. Dellacherie and published by Elsevier. This book was released on 2011-08-18 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilities and Potential, B

Download or read book Semimartingale Theory and Stochastic Calculus written by Sheng-Wu He and published by Routledge. This book was released on 2019-07-09 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales. It also includes a concise treatment of absolute continuity and singularity, contiguity, and entire separation of measures by semimartingale approach. Two basic types of processes frequently encountered in applied probability and statistics are highlighted: processes with independent increments and marked point processes encountered frequently in applied probability and statistics. Semimartingale Theory and Stochastic Calculus is a self-contained and comprehensive book that will be valuable for research mathematicians, statisticians, engineers, and students.

Download or read book Chaos and Fractals written by Heinz-Otto Peitgen and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 1013 pages. Available in PDF, EPUB and Kindle. Book excerpt: For almost ten years chaos and fractals have been enveloping many areas of mathematics and the natural sciences in their power, creativity and expanse. Reaching far beyond the traditional bounds of mathematics and science to the realms of popular culture, they have captured the attention and enthusiasm of a worldwide audience. The fourteen chapters of the book cover the central ideas and concepts, as well as many related topics including, the Mandelbrot Set, Julia Sets, Cellular Automata, L-Systems, Percolation and Strange Attractors, and each closes with the computer code for a central experiment. In the two appendices, Yuval Fisher discusses the details and ideas of fractal image compression, while Carl J.G. Evertsz and Benoit Mandelbrot introduce the foundations and implications of multifractals.

Download or read book The Theory of Ontic Modalities written by Uwe Meixner and published by Walter de Gruyter. This book was released on 2013-05-02 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a comprehensive, non-model-theoretic theory of ontic necessity and possibility within a formal (and formalized) ontology consisting of states of affairs, properties, and individuals. Its central thesis is that all modalities are reducible to intrinsic (or "logical") possibility and necessity if reference is made to certain states of affairs, called "bases of necessity." The viability of this Bases-Theory of Modality is shown also in the case of conditionals, including counterfactual conditionals. Besides the ontological aspects of the philosophy of modality, also the epistemology of modality is treated in the book. It is shown that the Bases-Theory of Modality provides a satisfactory solution to the epistemological problem of modality. In addition to developing that theory, the book includes detailed discussions of positions in the philosophy of modality maintained by Alvin Plantinga, David Lewis, Charles Chihara, Graeme Forbes, David Armstrong, and others. Among the themes treated are: possibilism vs. actualism; the theory of essences; conceivability and possibility; the nature of possible worlds; the nature of logical, nomological, and metaphysical possibility and necessity.

Download or read book Better Living Through Criticism written by A. O. Scott and published by Penguin. This book was released on 2017-02-07 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: The New York Times film critic shows why we need criticism now more than ever Few could explain, let alone seek out, a career in criticism. Yet what A.O. Scott shows in Better Living Through Criticism is that we are, in fact, all critics: because critical thinking informs almost every aspect of artistic creation, of civil action, of interpersonal life. With penetrating insight and warm humor, Scott shows that while individual critics--himself included--can make mistakes and find flaws where they shouldn't, criticism as a discipline is one of the noblest, most creative, and urgent activities of modern existence. Using his own film criticism as a starting point--everything from his infamous dismissal of the international blockbuster The Avengers to his intense affection for Pixar's animated Ratatouille--Scott expands outward, easily guiding readers through the complexities of Rilke and Shelley, the origins of Chuck Berry and the Rolling Stones, the power of Marina Abramovich and 'Ode on a Grecian Urn.' Drawing on the long tradition of criticism from Aristotle to Susan Sontag, Scott shows that real criticism was and always will be the breath of fresh air that allows true creativity to thrive. "The time for criticism is always now," Scott explains, "because the imperative to think clearly, to insist on the necessary balance of reason and passion, never goes away."

Download or read book Stochastic Finance written by Hans Föllmer and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-07-25 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents: Part I: Mathematical finance in one period Arbitrage theory Preferences Optimality and equilibrium Monetary measures of risk Part II: Dynamic hedging Dynamic arbitrage theory American contingent claims Superhedging Efficient hedging Hedging under constraints Minimizing the hedging error Dynamic risk measures

Download or read book General Theory of Markov Processes written by and published by Academic Press. This book was released on 1988-11-01 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: General Theory of Markov Processes

Download or read book New Frontiers in Artificial Intelligence written by Takashi Washio and published by Springer Science & Business Media. This book was released on 2006-06-27 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the joint post-proceedings of five international workshops organized by the Japanese Society for Artificial Intelligence, during the 19th Annual Conference JSAI 2005. The volume includes 5 award winning papers of the main conference, along with 40 revised full workshop papers, covering such topics as logic and engineering of natural language semantics, learning with logics, agent network dynamics and intelligence, conversational informatics and risk management systems with intelligent data analysis.

Download or read book Stochastic Calculus and Applications written by Samuel N. Cohen and published by Birkhäuser. This book was released on 2015-11-18 with total page 673 pages. Available in PDF, EPUB and Kindle. Book excerpt: Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to work with stochastic calculus as well as with its applications."–Zentralblatt (from review of the First Edition)

Download or read book Constructing Predictable Real Time Systems written by Alexander D. Stoyenko and published by Springer Science & Business Media. This book was released on 1991-08-31 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vorwort In der Natur entwickelten sich die Echtzeitsysteme seit einigen 100 Mil­ Honen Jahren. Tierische Nervensysteme haben zur Aufgabe, auf die Nachrichten aus der Umwelt die Steuerungsbefehle an die aktiven Or­ gane zu geben. Dabei spielen zum Beispiel bedingte Reflexe eine wichtige Rolle. Vielleicht kann man die Entstehung des Menschen etwa zu der Zeit ansetzen, als sein sich allmahlich entwickelndes Gehirn Gedanken entwickelte, deren Bedeutung in vorausplanender Weise iiber die gerade vorliegende Situation hinausging. Das fiihrte schliesslich unter anderem zum heutigen Wissenschaftler, der seine Theorien und Systeme aufgrund langwieriger Uberlegungen aufbaut. Die Entwicklung der Computer ging im wesentlichen den umgekehrten Weg. Zunachst diente sie nur der Durchfiihrung "starrer" Programme, wie z.B. das erste programmgesteuerte Rechengerat Z3, das der Unterzeichner im Jahre 1941 vorfiihren konnte. Es folgte unter an­ derem ein Spezialgerat zur Fliigelvermessung, das man als den ersten Prozessrechner bezeichnen kann. Es wurden etwa vierzig als Analog­ Digital-Wandler arbeitende Messuhren yom Rechnerautomaten abgele­ sen und im Rahmen eines Programms als Variable verarbeitet. Abel' auch das erfolgte noch in starrer Reihenfolge. Die echte Prozesssteuerung - heute auch Echtzeitsysteme genannt - erfordert aber ein Reagieren auf bestandig wechselnde Situationen.

Download or read book Stochastic Integration and Differential Equations written by Philip Protter and published by Springer. This book was released on 2013-12-21 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern treatment of compensators. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery’s examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H^1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL http://www.orie.cornell.edu/~protter/books.html.

Download or read book Probability and Stochastics written by Erhan Çınlar and published by Springer Science & Business Media. This book was released on 2011-02-21 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author’s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President’s Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.

Download or read book S minaire de Probabilit s XLIII written by Catherine Donati Martin and published by Springer Science & Business Media. This book was released on 2010-10-28 with total page 511 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.

Download or read book Seminar on Stochastic Processes 1987 written by Cinlar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 1987 Seminar on Stochastic Processes was held at Princeton University, March 26 through March 28, 1987. It was the seventh seminar in a continuing series of meetings which provide opportunities for researchers to discuss current work in stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Evanston; University of Florida, Gainesville: and University of Virginia, Charlottesville. The success of these seminars has been due to the interest and enthusiasm of probabilists in the United States and abroad. Many of the participants have allowed us to pUblish the results of their re search in this volume. The editors hope that the reader will be able to sense some of the excitement present in the seminar by reading these articles. This year's invited participants included M. Aizenman, B. Atkinson, R.M. Blumenthal, C. Burdzy, D. Burkholder, R. Carmona, K.L. Chung, M. Cranston, C. Dellacherie, J.D. Deuschel, N. Dinculeanu, Gundy, P. Hsu, E.B. Dynkin, P. Fitzsimmons, R.K. Getoor, J. Glover, R.G. Hunt, H. Kaspi, Knight, G. Lawler, P. March, P.A. Meyer, A.F.J. Mitro, J. Neveu, E. Pardoux, M. Pinsky, L. Pitt, A.O. Pittenger, Z. Pop-Stojanovic, P. Protter, M. Rao, T. Salisbury, M.J. Sharpe, S.J. Taylor, E. Toby, S.R.S. Varadhan, R. Williams, M. Weber, and Z. Zhao.

Download or read book Vector Integration and Stochastic Integration in Banach Spaces written by Nicolae Dinculeanu and published by John Wiley & Sons. This book was released on 2011-09-28 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: A breakthrough approach to the theory and applications of stochastic integration The theory of stochastic integration has become an intensely studied topic in recent years, owing to its extraordinarily successful application to financial mathematics, stochastic differential equations, and more. This book features a new measure theoretic approach to stochastic integration, opening up the field for researchers in measure and integration theory, functional analysis, probability theory, and stochastic processes. World-famous expert on vector and stochastic integration in Banach spaces Nicolae Dinculeanu compiles and consolidates information from disparate journal articles-including his own results-presenting a comprehensive, up-to-date treatment of the theory in two major parts. He first develops a general integration theory, discussing vector integration with respect to measures with finite semivariation, then applies the theory to stochastic integration in Banach spaces. Vector Integration and Stochastic Integration in Banach Spaces goes far beyond the typical treatment of the scalar case given in other books on the subject. Along with such applications of the vector integration as the Reisz representation theorem and the Stieltjes integral for functions of one or two variables with finite semivariation, it explores the emergence of new classes of summable processes that make applications possible, including square integrable martingales in Hilbert spaces and processes with integrable variation or integrable semivariation in Banach spaces. Numerous references to existing results supplement this exciting, breakthrough work.