Download or read book Advances in Superprocesses and Nonlinear PDEs written by Janos Englander and published by Springer Science & Business Media. This book was released on 2013-03-21 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sergei Kuznetsov is one of the top experts on measure valued branching processes (also known as “superprocesses”) and their connection to nonlinear partial differential operators. His research interests range from stochastic processes and partial differential equations to mathematical statistics, time series analysis and statistical software; he has over 90 papers published in international research journals. His most well known contribution to probability theory is the "Kuznetsov-measure." A conference honoring his 60th birthday has been organized at Boulder, Colorado in the summer of 2010, with the participation of Sergei Kuznetsov’s mentor and major co-author, Eugene Dynkin. The conference focused on topics related to superprocesses, branching diffusions and nonlinear partial differential equations. In particular, connections to the so-called “Kuznetsov-measure” were emphasized. Leading experts in the field as well as young researchers contributed to the conference. The meeting was organized by J. Englander and B. Rider (U. of Colorado).

Download or read book Advances in Superprocesses and Nonlinear Pdes written by Janos Englander and published by . This book was released on 2013-04 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Recent Developments in Infinite Dimensional Analysis and Quantum Probability written by Luigi Accardi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent Developments in Infinite-Dimensional Analysis and Quantum Probability is dedicated to Professor Takeyuki Hida on the occasion of his 70th birthday. The book is more than a collection of articles. In fact, in it the reader will find a consistent editorial work, devoted to attempting to obtain a unitary picture from the different contributions and to give a comprehensive account of important recent developments in contemporary white noise analysis and some of its applications. For this reason, not only the latest results, but also motivations, explanations and connections with previous work have been included. The wealth of applications, from number theory to signal processing, from optimal filtering to information theory, from the statistics of stationary flows to quantum cable equations, show the power of white noise analysis as a tool. Beyond these, the authors emphasize its connections with practically all branches of contemporary probability, including stochastic geometry, the structure theory of stationary Gaussian processes, Neumann boundary value problems, and large deviations.

Download or read book Studies in Phase Space Analysis with Applications to PDEs written by Massimo Cicognani and published by Springer Science & Business Media. This book was released on 2013-03-12 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of original articles and surveys, emerging from a 2011 conference in Bertinoro, Italy, addresses recent advances in linear and nonlinear aspects of the theory of partial differential equations (PDEs). Phase space analysis methods, also known as microlocal analysis, have continued to yield striking results over the past years and are now one of the main tools of investigation of PDEs. Their role in many applications to physics, including quantum and spectral theory, is equally important. Key topics addressed in this volume include: *general theory of pseudodifferential operators *Hardy-type inequalities *linear and non-linear hyperbolic equations and systems *Schrödinger equations *water-wave equations *Euler-Poisson systems *Navier-Stokes equations *heat and parabolic equations Various levels of graduate students, along with researchers in PDEs and related fields, will find this book to be an excellent resource. Contributors T. Alazard P.I. Naumkin J.-M. Bony F. Nicola N. Burq T. Nishitani C. Cazacu T. Okaji J.-Y. Chemin M. Paicu E. Cordero A. Parmeggiani R. Danchin V. Petkov I. Gallagher M. Reissig T. Gramchev L. Robbiano N. Hayashi L. Rodino J. Huang M. Ruzhanky D. Lannes J.-C. Saut F. Linares N. Visciglia P.B. Mucha P. Zhang C. Mullaert E. Zuazua T. Narazaki C. Zuily

Download or read book Measure Valued Branching Markov Processes written by Zenghu Li and published by Springer Nature. This book was released on 2023-04-14 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein–Uhlenbeck type processes. Measure-valued branching processes arise as high density limits of branching particle systems. The first part of the book gives an analytic construction of a special class of such processes, the Dawson–Watanabe superprocesses, which includes the finite-dimensional continuous-state branching process as an example. Under natural assumptions, it is shown that the superprocesses have Borel right realizations. Transformations are then used to derive the existence and regularity of several different forms of the superprocesses. This technique simplifies the constructions and gives useful new perspectives. Martingale problems of superprocesses are discussed under Feller type assumptions. The second part investigates immigration structures associated with the measure-valued branching processes. The structures are formulated by skew convolution semigroups, which are characterized in terms of infinitely divisible probability entrance laws. A theory of stochastic equations for one-dimensional continuous-state branching processes with or without immigration is developed, which plays a key role in the construction of measure flows of those processes. The third part of the book studies a class of Ornstein-Uhlenbeck type processes in Hilbert spaces defined by generalized Mehler semigroups, which arise naturally in fluctuation limit theorems of the immigration superprocesses. This volume is aimed at researchers in measure-valued processes, branching processes, stochastic analysis, biological and genetic models, and graduate students in probability theory and stochastic processes.

Download or read book Superdiffusions and Positive Solutions of Nonlinear Partial Differential Equations written by Evgeniĭ Borisovich Dynkin and published by American Mathematical Soc.. This book was released on 2004 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the applications of probability theory to the theory of nonlinear partial differential equations. More precisely, it is shown that all positive solutions for a class of nonlinear elliptic equations in a domain are described in terms of their traces on the boundary of the domain. The main probabilistic tool is the theory of superdiffusions, which describes a random evolution of a cloud of particles. A substantial enhancement of this theory is presented that will be of interest to anyone who works on applications of probabilistic methods to mathematical analysis. The book is suitable for graduate students and research mathematicians interested in probability theory and its applications to differential equations. Also of interest by this author is Diffusions, Superdiffusions and Partial Differential Equations in the AMS series, Colloquium Publications.

Download or read book Perspectives in Nonlinear Partial Differential Equations written by Henri Berestycki and published by American Mathematical Soc.. This book was released on 2007 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: In celebration of Haim Brezis's 60th birthday, a conference was held at the Ecole Polytechnique in Paris, with a program testifying to Brezis's wide-ranging influence on nonlinear analysis and partial differential equations. The articles in this volume are primarily from that conference. They present a rare view of the state of the art of many aspects of nonlinear PDEs, as well as describe new directions that are being opened up in this field. The articles, written by mathematicians at the center of current developments, provide somewhat more personal views of the important developments and challenges.

Download or read book Nonlinear and Robust Control of PDE Systems written by Panagiotis D. Christofides and published by . This book was released on 2001 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Classes Of Nonlinear Stochastic Partial Differential Equations written by Jie Xiong and published by World Scientific. This book was released on 2013-05-06 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such SPDEs. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear SPDEs.

Download or read book Spatial Branching Processes Random Snakes and Partial Differential Equations written by Jean-Francois Le Gall and published by Birkhäuser. This book was released on 2012-12-06 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between superprocesses and PDEs. These are notable because almost every important probabilistic question corresponds to a significant analytic problem.

Download or read book Seminar on Stochastic Analysis Random Fields and Applications V written by Robert Dalang and published by Springer Science & Business Media. This book was released on 2008-03-12 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.

Download or read book Progress in Analysis and Its Applications written by Michael Ruzhansky and published by World Scientific. This book was released on 2010 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Society for Analysis, its Applications and Computation (ISAAC) has held its international congresses biennially since 1997. This proceedings volume reports on the progress in analysis, applications and computation in recent years as covered and discussed at the 7th ISAAC Congress. This volume includes papers on partial differential equations, function spaces, operator theory, integral transforms and equations, potential theory, complex analysis and generalizations, stochastic analysis, inverse problems, homogenization, continuum mechanics, mathematical biology and medicine. With over 500 participants from almost 60 countries attending the congress, the book comprises a broad selection of contributions in different topics.

Download or read book Progress In Analysis And Its Applications Proceedings Of The 7th International Isaac Congress written by Michael Ruzhansky and published by World Scientific. This book was released on 2010-07-29 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Society for Analysis, its Applications and Computation (ISAAC) has held its international congresses biennially since 1997. This proceedings volume reports on the progress in analysis, applications and computation in recent years as covered and discussed at the 7th ISAAC Congress. This volume includes papers on partial differential equations, function spaces, operator theory, integral transforms and equations, potential theory, complex analysis and generalizations, stochastic analysis, inverse problems, homogenization, continuum mechanics, mathematical biology and medicine. With over 500 participants from almost 60 countries attending the congress, the book comprises a broad selection of contributions in different topics.

Download or read book Notices of the American Mathematical Society written by American Mathematical Society and published by . This book was released on 1994 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Selected Papers of E B Dynkin with Commentary written by Evgeniĭ Borisovich Dynkin and published by American Mathematical Soc.. This book was released on 2000 with total page 834 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eugene Dynkin is a rare example of a contemporary mathematician who has achieved outstanding results in two quite different areas of research: algebra and probability. In both areas, his ideas constitute an essential part of modern mathematical knowledge and form a basis for further development. Although his last work in algebra was published in 1955, his contributions continue to influence current research in algebra and in the physics of elementary particles. His work in probability is part of both the historical and the modern development of the topic. This volume presents Dynkin's scientific contributions in both areas. Included are Commentary by recognized experts in the corresponding fields who describe the time, place, role, and impact of Dynkin's research and achievements. Biographical notes and the recollections of his students are also featured.This book is jointly published by the AMS and the International Press.

Download or read book Stochastic and Infinite Dimensional Analysis written by Christopher C. Bernido and published by Birkhäuser. This book was released on 2016-08-10 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.

Download or read book Lectures on Probability Theory and Statistics written by Erwin Bolthausen and published by Springer. This book was released on 2004-06-04 with total page 469 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 8th-24th July, 1999. We thank the authors for all the hard work they accomplished. Their lectures are a work of reference in their domain. The School brought together 85 participants, 31 of whom gave a lecture concerning their research work. At the end of this volume you will find the list of participants and their papers. Finally, to facilitate research concerning previous schools we give here the number of the volume of "Lecture Notes" where they can be found: Lecture Notes in Mathematics 1975: n ° 539- 1971: n ° 307- 1973: n ° 390- 1974: n ° 480- 1979: n ° 876- 1976: n ° 598- 1977: n ° 678- 1978: n ° 774- 1980: n ° 929- 1981: n ° 976- 1982: n ° 1097- 1983: n ° 1117- 1988: n ° 1427- 1984: n ° 1180- 1985-1986 et 1987: n ° 1362- 1989: n ° 1464- 1990: n ° 1527- 1991: n ° 1541- 1992: n ° 1581- 1993: n ° 1608- 1994: n ° 1648- 1995: n ° 1690- 1996: n ° 1665- 1997: n ° 1717- 1998: n ° 1738- Lecture Notes in Statistics 1971: n ° 307- Table of Contents Part I Erwin Bolthausen: Large Deviations and Interacting Random Walks 1 On the construction of the three-dimensional polymer measure. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 2 Self-attracting random walks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 3 One-dimensional pinning-depinning transitions. . . . . . . . . . . 105 References. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .