Download or read book L vy Processes and Stochastic Calculus written by David Applebaum and published by Cambridge University Press. This book was released on 2009-04-30 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Lévy processes, then leading on to develop the stochastic calculus for Lévy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.

Download or read book Invariant Markov Processes Under Lie Group Actions written by Ming Liao and published by Springer. This book was released on 2018-06-28 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Lévy-Khinchin representation. It interweaves probability theory, topology, and global analysis on manifolds to present the most recent results in a developing area of stochastic analysis. The author’s discussion is structured with three different levels of generality:— A Markov process in a Lie group G that is invariant under the left (or right) translations— A Markov process xt in a manifold X that is invariant under the transitive action of a Lie group G on X— A Markov process xt invariant under the non-transitive action of a Lie group GA large portion of the text is devoted to the representation of inhomogeneous Lévy processes in Lie groups and homogeneous spaces by a time dependent triple through a martingale property. Preliminary definitions and results in both stochastics and Lie groups are provided in a series of appendices, making the book accessible to those who may be non-specialists in either of these areas. Invariant Markov Processes Under Lie Group Actions will be of interest to researchers in stochastic analysis and probability theory, and will also appeal to experts in Lie groups, differential geometry, and related topics interested in applications of their own subjects.

Download or read book Stochastic Processes Physics and Geometry New Interplays II written by Sergio Albeverio and published by American Mathematical Soc.. This book was released on 2000 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume and Stochastic Processes, Physics and Geometry: New Interplays I present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.

Download or read book Methods for Constructing Exact Solutions of Partial Differential Equations written by Sergey V. Meleshko and published by Springer Science & Business Media. This book was released on 2006-06-18 with total page 367 pages. Available in PDF, EPUB and Kindle. Book excerpt: Differential equations, especially nonlinear, present the most effective way for describing complex physical processes. Methods for constructing exact solutions of differential equations play an important role in applied mathematics and mechanics. This book aims to provide scientists, engineers and students with an easy-to-follow, but comprehensive, description of the methods for constructing exact solutions of differential equations.

Download or read book Group Theoretical Methods in Physics written by M. A. Markov and published by CRC Press. This book was released on 1985 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Local Cohomology written by M. P. Brodmann and published by Cambridge University Press. This book was released on 2012-11-15 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition of a successful graduate text provides a careful and detailed algebraic introduction to Grothendieck's local cohomology theory, including in multi-graded situations, and provides many illustrations of the theory in commutative algebra and in the geometry of quasi-affine and quasi-projective varieties. Topics covered include Serre's Affineness Criterion, the Lichtenbaum–Hartshorne Vanishing Theorem, Grothendieck's Finiteness Theorem and Faltings' Annihilator Theorem, local duality and canonical modules, the Fulton–Hansen Connectedness Theorem for projective varieties, and connections between local cohomology and both reductions of ideals and sheaf cohomology. The book is designed for graduate students who have some experience of basic commutative algebra and homological algebra and also experts in commutative algebra and algebraic geometry. Over 300 exercises are interspersed among the text; these range in difficulty from routine to challenging, and hints are provided for some of the more difficult ones.

Download or read book Analysis On Infinite dimensional Lie Groups And Algebras Proceedings Of The International Colloquium written by Jean Marion and published by World Scientific. This book was released on 1998-10-30 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume can be considered as a monograph on the state-of-the-art in the wide range of analysis on infinite-dimensional algebraic-topological structures. Topics covered in this volume include integrability and regularity for Lie groups and Lie algebras, actions of infinite-dimensional Lie groups on manifolds of paths and related minimal orbits, quasi-invariant measures, white noise analysis, harmonic analysis on generalized convolution structures, and noncommutative geometry. A special feature of this volume is the interrelationship between problems of pure and applied mathematics and also between mathematics and physics.

Download or read book L vy Processes and Infinitely Divisible Distributions written by 健一·佐藤 and published by . This book was released on 1999-11-11 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of Lévy processes, and at the same time serve as an introduction to stochastic processes in general. No specialist knowledge is assumed and proofs are given in detail. Systematic study is made of stable and semi-stable processes, and the author gives special emphasis to the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.

Download or read book Lie Groups and Algebraic Groups written by Arkadij L. Onishchik and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is based on the notes of the authors' seminar on algebraic and Lie groups held at the Department of Mechanics and Mathematics of Moscow University in 1967/68. Our guiding idea was to present in the most economic way the theory of semisimple Lie groups on the basis of the theory of algebraic groups. Our main sources were A. Borel's paper [34], C. ChevalIey's seminar [14], seminar "Sophus Lie" [15] and monographs by C. Chevalley [4], N. Jacobson [9] and J-P. Serre [16, 17]. In preparing this book we have completely rearranged these notes and added two new chapters: "Lie groups" and "Real semisimple Lie groups". Several traditional topics of Lie algebra theory, however, are left entirely disregarded, e.g. universal enveloping algebras, characters of linear representations and (co)homology of Lie algebras. A distinctive feature of this book is that almost all the material is presented as a sequence of problems, as it had been in the first draft of the seminar's notes. We believe that solving these problems may help the reader to feel the seminar's atmosphere and master the theory. Nevertheless, all the non-trivial ideas, and sometimes solutions, are contained in hints given at the end of each section. The proofs of certain theorems, which we consider more difficult, are given directly in the main text. The book also contains exercises, the majority of which are an essential complement to the main contents.

Download or read book Geometric Methods in System Theory written by D.Q. Mayne and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Geometric Methods in System Theory In automatic control there are a large number of applications of a fairly simple type for which the motion of the state variables is not free to evolve in a vector space but rather must satisfy some constraints. Examples are numerous; in a switched, lossless electrical network energy is conserved and the state evolves on an ellipsoid surface defined by x'Qx equals a constant; in the control of finite state, continuous time, Markov processes the state evolves on the set x'x = 1, xi ~ O. The control of rigid body motions and trajectory control leads to problems of this type. There has been under way now for some time an effort to build up enough control theory to enable one to treat these problems in a more or less routine way. It is important to emphasise that the ordinary vector space-linear theory often gives the wrong insight and thus should not be relied upon.

Download or read book Probability on Algebraic Structures written by Gregory Budzban and published by American Mathematical Soc.. This book was released on 2000 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents results from an AMS Special Session held on the topic in Gainesville (FL). Papers included are written by an international group of well-known specialists who offer an important cross-section of current work in the field. In addition there are two expository papers that provide an avenue for non-specialists to comprehend problems in this area. The breadth of research in this area is evident by the variety of articles presented in the volume. Results concern probability on Lie groups and general locally compact groups. Generalizations of groups appear as hypergroups, abstract semigroups, and semigroups of matrices. Work on symmetric cones is included. Lastly, there are a number of articles on the current progress in constructing stochastic processes on quantum groups.

Download or read book CRC Handbook of Lie Group Analysis of Differential Equations written by Nail H. Ibragimov and published by CRC Press. This book was released on 1994-11-28 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 2 offers a unique blend of classical results of Sophus Lie with new, modern developments and numerous applications which span a period of more than 100 years. As a result, this reference is up to date, with the latest information on the group theoretic methods used frequently in mathematical physics and engineering. Volume 2 is divided into three parts. Part A focuses on relevant definitions, main algorithms, group classification schemes for partial differential equations, and multifaceted possibilities offered by Lie group theoretic philosophy. Part B contains the group analysis of a variety of mathematical models for diverse natural phenomena. It tabulates symmetry groups and solutions for linear equations of mathematical physics, classical field theory, viscous and non-Newtonian fluids, boundary layer problems, Earth sciences, elasticity, plasticity, plasma theory (Vlasov-Maxwell equations), and nonlinear optics and acoustics. Part C offers an English translation of Sophus Lie's fundamental paper on the group classification and invariant solutions of linear second-order equations with two independent variables. This will serve as a concise, practical guide to the group analysis of partial differential equations.

Download or read book Lie Group Machine Learning written by Fanzhang Li and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-11-05 with total page 593 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains deep learning concepts and derives semi-supervised learning and nuclear learning frameworks based on cognition mechanism and Lie group theory. Lie group machine learning is a theoretical basis for brain intelligence, Neuromorphic learning (NL), advanced machine learning, and advanced artifi cial intelligence. The book further discusses algorithms and applications in tensor learning, spectrum estimation learning, Finsler geometry learning, Homology boundary learning, and prototype theory. With abundant case studies, this book can be used as a reference book for senior college students and graduate students as well as college teachers and scientific and technical personnel involved in computer science, artifi cial intelligence, machine learning, automation, mathematics, management science, cognitive science, financial management, and data analysis. In addition, this text can be used as the basis for teaching the principles of machine learning. Li Fanzhang is professor at the Soochow University, China. He is director of network security engineering laboratory in Jiangsu Province and is also the director of the Soochow Institute of industrial large data. He published more than 200 papers, 7 academic monographs, and 4 textbooks. Zhang Li is professor at the School of Computer Science and Technology of the Soochow University. She published more than 100 papers in journals and conferences, and holds 23 patents. Zhang Zhao is currently an associate professor at the School of Computer Science and Technology of the Soochow University. He has authored and co-authored more than 60 technical papers.

Download or read book Geometric Methods in Physics written by Piotr Kielanowski and published by Birkhäuser. This book was released on 2015-09-21 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​This book presents a selection of papers based on the XXXIII Białowieża Workshop on Geometric Methods in Physics, 2014. The Białowieża Workshops are among the most important meetings in the field and attract researchers from both mathematics and physics. The articles gathered here are mathematically rigorous and have important physical implications, addressing the application of geometry in classical and quantum physics. Despite their long tradition, the workshops remain at the cutting edge of ongoing research. For the last several years, each Białowieża Workshop has been followed by a School on Geometry and Physics, where advanced lectures for graduate students and young researchers are presented; some of the lectures are reproduced here. The unique atmosphere of the workshop and school is enhanced by its venue, framed by the natural beauty of the Białowieża forest in eastern Poland. The volume will be of interest to researchers and graduate students in mathematical physics, theoretical physics and mathematmtics.

Download or read book Geometric and Algebraic Topological Methods in Quantum Mechanics written by G. Giachetta and published by World Scientific. This book was released on 2005 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt: - The book collects all the advanced methods of quantization in the last decade. - It presents in a compact way all the necessary up to date mathematical tools to be used in studying quantum problems.

Download or read book Lie Methods in Deformation Theory written by Marco Manetti and published by Springer Nature. This book was released on 2022-08-01 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book furnishes a comprehensive treatment of differential graded Lie algebras, L-infinity algebras, and their use in deformation theory. We believe it is the first textbook devoted to this subject, although the first chapters are also covered in other sources with a different perspective. Deformation theory is an important subject in algebra and algebraic geometry, with an origin that dates back to Kodaira, Spencer, Kuranishi, Gerstenhaber, and Grothendieck. In the last 30 years, a new approach, based on ideas from rational homotopy theory, has made it possible not only to solve long-standing open problems, but also to clarify the general theory and to relate apparently different features. This approach works over a field of characteristic 0, and the central role is played by the notions of differential graded Lie algebra, L-infinity algebra, and Maurer–Cartan equations. The book is written keeping in mind graduate students with a basic knowledge of homological algebra and complex algebraic geometry as utilized, for instance, in the book by K. Kodaira, Complex Manifolds and Deformation of Complex Structures. Although the main applications in this book concern deformation theory of complex manifolds, vector bundles, and holomorphic maps, the underlying algebraic theory also applies to a wider class of deformation problems, and it is a prerequisite for anyone interested in derived deformation theory. Researchers in algebra, algebraic geometry, algebraic topology, deformation theory, and noncommutative geometry are the major targets for the book.

Download or read book Modular Lie Algebras and their Representations written by H. Strade and published by CRC Press. This book was released on 1988-01-29 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents an introduction to the structure and representation theory of modular Lie algebras over fields of positive characteristic. It introduces the beginner to the theory of modular Lie algebras and is meant to be a reference text for researchers.