Download or read book An Introduction to the Geometry of Stochastic Flows written by Fabrice Baudoin and published by World Scientific. This book was released on 2004 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stresses the view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry whose main tools are introduced throughout the text. By using the connection between stochastic flows and partial differential equations, we apply this point of view of the study of hypoelliptic operators written in Hormander's form.
Download or read book On the Geometry of Diffusion Operators and Stochastic Flows written by K.D. Elworthy and published by Springer. This book was released on 2007-01-05 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure. This is systematically described, together with its invariants, and then exploited to discuss qualitative properties of stochastic flows, and analysis on path spaces of compact manifolds with diffusion measures. This should be useful to stochastic analysts, especially those with interests in stochastic flows, infinite dimensional analysis, or geometric analysis, and also to researchers in sub-Riemannian geometry. A basic background in differential geometry is assumed, but the construction of the connections is very direct and itself gives an intuitive and concrete introduction. Knowledge of stochastic analysis is also assumed for later chapters.
Download or read book An Introduction To The Geometry Of Stochastic Flows written by Fabrice Baudoin and published by World Scientific. This book was released on 2004-11-10 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to provide a self-contained introduction to the local geometry of the stochastic flows. It studies the hypoelliptic operators, which are written in Hörmander's form, by using the connection between stochastic flows and partial differential equations.The book stresses the author's view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry, and its main tools are introduced throughout the text./a
Download or read book On the Geometry of Diffusion Operators and Stochastic Flows written by K. D. Elworthy and published by . This book was released on 2014-09-01 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Differential Equations written by Bernt Oksendal and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica tions outside mathematics, there are many fruitful connections to other mathematical disciplines and the subject has a rapidly develop ing life of its own as a fascinating research field with many interesting unanswered questions. Unfortunately most of the literature about stochastic differential equations seems to place so much emphasis on rigor and complete ness that is scares many nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view: Not knowing anything (except rumours, maybe) about a subject to start with, what would I like to know first of all? My answer would be: 1) In what situations does the subject arise? 2) What are its essential features? 3) What are the applications and the connections to other fields? I would not be so interested in the proof of the most general case, but rather in an easier proof of a special case, which may give just as much of the basic idea in the argument. And I would be willing to believe some basic results without proof (at first stage, anyway) in order to have time for some more basic applications.
Download or read book Measure valued Processes and Stochastic Flows written by Andrey A. Dorogovtsev and published by Walter de Gruyter GmbH & Co KG. This book was released on 2023-11-06 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Constructing Nonhomeomorphic Stochastic Flows written by R. W. R. Darling and published by American Mathematical Soc.. This book was released on 1987 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Introduction to the Geometry and Topology of Fluid Flows written by Renzo L. Ricca and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: Leading experts present a unique, invaluable introduction to the study of the geometry and typology of fluid flows. From basic motions on curves and surfaces to the recent developments in knots and links, the reader is gradually led to explore the fascinating world of geometric and topological fluid mechanics. Geodesics and chaotic orbits, magnetic knots and vortex links, continual flows and singularities become alive with more than 160 figures and examples. In the opening article, H. K. Moffatt sets the pace, proposing eight outstanding problems for the 21st century. The book goes on to provide concepts and techniques for tackling these and many other interesting open problems.
Download or read book Stochastic Flows and Stochastic Differential Equations written by Hiroshi Kunita and published by Cambridge University Press. This book was released on 1990 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and through the former to study the properties of stochastic flows.The classical theory was initiated by K. Itô and since then has been much developed. Professor Kunita's approach here is to regard the stochastic differential equation as a dynamical system driven by a random vector field, including thereby Itô's theory as a special case. The book can be used with advanced courses on probability theory or for self-study.
Download or read book S minaire de Probabilit s XLII written by Catherine Donati-Martin and published by Springer Science & Business Media. This book was released on 2009-06-29 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.
Download or read book Stochastic Flows in the Brownian Web and Net written by Emmanuel Schertzer and published by American Mathematical Soc.. This book was released on 2014-01-08 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is known that certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments have diffusive scaling limits. Here, in the continuum limit, the random environment is represented by a `stochastic flow of kernels', which is a collection of random kernels that can be loosely interpreted as the transition probabilities of a Markov process in a random environment. The theory of stochastic flows of kernels was first developed by Le Jan and Raimond, who showed that each such flow is characterized by its -point motions. The authors' work focuses on a class of stochastic flows of kernels with Brownian -point motions which, after their inventors, will be called Howitt-Warren flows. The authors' main result gives a graphical construction of general Howitt-Warren flows, where the underlying random environment takes on the form of a suitably marked Brownian web. This extends earlier work of Howitt and Warren who showed that a special case, the so-called "erosion flow", can be constructed from two coupled "sticky Brownian webs". The authors' construction for general Howitt-Warren flows is based on a Poisson marking procedure developed by Newman, Ravishankar and Schertzer for the Brownian web. Alternatively, the authors show that a special subclass of the Howitt-Warren flows can be constructed as random flows of mass in a Brownian net, introduced by Sun and Swart. Using these constructions, the authors prove some new results for the Howitt-Warren flows.
Download or read book Stochastic Flows written by Andrey Dorogovtsev and published by CRC Press. This book was released on 2014-10-15 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: A stochastic flow is a mathematical model used to simulate a system of interacting particles in random media. There have been many developments in methodology and applications in recent years, and this book synthesizes this research. The methods are important for applications, particularly in physics and engineering. The book also covers stochastic flows with singular interaction, which are not covered in great detail in other books.
Download or read book Stochastic Flows and Stochastic Differential Equations written by H. Kunita and published by . This book was released on 1990 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Tour of Subriemannian Geometries Their Geodesics and Applications written by Richard Montgomery and published by American Mathematical Soc.. This book was released on 2002 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Subriemannian geometries can be viewed as limits of Riemannian geometries. They arise naturally in many areas of pure (algebra, geometry, analysis) and applied (mechanics, control theory, mathematical physics) mathematics, as well as in applications (e.g., robotics). This book is devoted to the study of subriemannian geometries, their geodesics, and their applications. It starts with the simplest nontrivial example of a subriemannian geometry: the two-dimensional isoperimetric problem reformulated as a problem of finding subriemannian geodesics. Among topics discussed in other chapters of the first part of the book are an elementary exposition of Gromov's idea to use subriemannian geometry for proving a theorem in discrete group theory and Cartan's method of equivalence applied to the problem of understanding invariants of distributions. The second part of the book is devoted to applications of subriemannian geometry. In particular, the author describes in detail Berry's phase in quantum mechanics, the problem of a falling cat righting herself, that of a microorganism swimming, and a phase problem arising in the $N$-body problem. He shows that all these problems can be studied using the same underlying type of subriemannian geometry. The reader is assumed to have an introductory knowledge of differential geometry. This book that also has a chapter devoted to open problems can serve as a good introduction to this new, exciting area of mathematics.
Download or read book Diffusion Processes and Related Problems in Analysis Volume II written by V. Wihstutz and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by the University of North Carolina at Charlotte. Originally conceived as a regional conference for researchers in the Southeastern United States, the conference eventually drew participation from both coasts of the U. S. and from abroad. This broad-based par ticipation reflects a growing interest in the viewpoint of stochastic flows, particularly in probability theory and more generally in mathematics as a whole. While the theory of deterministic flows can be considered classical, the stochastic counterpart has only been developed in the past decade, through the efforts of Harris, Kunita, Elworthy, Baxendale and others. Much of this work was done in close connection with the theory of diffusion processes, where dynamical systems implicitly enter probability theory by means of stochastic differential equations. In this regard, the Charlotte conference served as a natural outgrowth of the Conference on Diffusion Processes, held at Northwestern University, Evanston Illinois in October 1989, the proceedings of which has now been published as Volume I of the current series. Due to this natural flow of ideas, and with the assistance and support of the Editorial Board, it was decided to organize the present two-volume effort.
Download or read book Stochastic Differential Equations on Manifolds written by K. D. Elworthy and published by Cambridge University Press. This book was released on 1982 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aims of this book, originally published in 1982, are to give an understanding of the basic ideas concerning stochastic differential equations on manifolds and their solution flows, to examine the properties of Brownian motion on Riemannian manifolds when it is constructed using the stochiastic development and to indicate some of the uses of the theory. The author has included two appendices which summarise the manifold theory and differential geometry needed to follow the development; coordinate-free notation is used throughout. Moreover, the stochiastic integrals used are those which can be obtained from limits of the Riemann sums, thereby avoiding much of the technicalities of the general theory of processes and allowing the reader to get a quick grasp of the fundamental ideas of stochastic integration as they are needed for a variety of applications.
Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
