Download or read book Nonlinear Stochastic Integrators Equations and Flows written by René Carmona and published by CRC Press. This book was released on 1990-01-01 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Highly technical monograph in which the authors, writing on the basis of their own recent research for the benefit of expert readers, describe a general theory of stochastic integration appropriate to situations in which the integral is a nonlinear function of the integrand. Book club price, $37. (NW) Annotation copyrighted by Book News, Inc., Portland, OR
Download or read book Nonlinear Stochastic Operator Equations written by George Adomian and published by Academic Press. This book was released on 2014-05-09 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Stochastic Operator Equations deals with realistic solutions of the nonlinear stochastic equations arising from the modeling of frontier problems in many fields of science. This book also discusses a wide class of equations to provide modeling of problems concerning physics, engineering, operations research, systems analysis, biology, medicine. This text discusses operator equations and the decomposition method. This book also explains the limitations, restrictions and assumptions made in differential equations involving stochastic process coefficients (the stochastic operator case), which yield results very different from the needs of the actual physical problem. Real-world application of mathematics to actual physical problems, requires making a reasonable model that is both realistic and solvable. The decomposition approach or model is an approximation method to solve a wide range of problems. This book explains an inherent feature of real systems—known as nonlinear behavior—that occurs frequently in nuclear reactors, in physiological systems, or in cellular growth. This text also discusses stochastic operator equations with linear boundary conditions. This book is intended for students with a mathematics background, particularly senior undergraduate and graduate students of advanced mathematics, of the physical or engineering sciences.
Download or read book Nonlinear Stochastic Systems Theory and Applications to Physics written by G. Adomian and published by Springer Science & Business Media. This book was released on 1988-12-31 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Approach your problems from the right end and begin with the answers. Then one day, perhaps you will find the final answer. "The Hermit Clad In Crane Feathers" In R. van Gullk's The Chinese Haze Hurders. It Isn't that they can't see the solution. It IS that they can't see the problem. G. K. Chesterton. The Scandal of Father Brown. "The POint of a Pin." Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of k now ledge of m athemat i cs and re I ated fie I ds does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, COding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And In addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely Integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the eXisting classificatIOn schemes.
Download or read book An Introduction to the Geometry of Stochastic Flows written by Fabrice Baudoin and published by Imperial College Press. 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. It studies the hypoelliptic operators, which are written in HArmanderOCOs form, by using the connection between stochastic flows and partial differential equations. The book stresses the authorOCOs 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."
Download or read book Nonlinear Analysis Differential Equations and Applications written by Themistocles M. Rassias and published by Springer Nature. This book was released on 2021-08-20 with total page 791 pages. Available in PDF, EPUB and Kindle. Book excerpt: This contributed volume showcases research and survey papers devoted to a broad range of topics on functional equations, ordinary differential equations, partial differential equations, stochastic differential equations, optimization theory, network games, generalized Nash equilibria, critical point theory, calculus of variations, nonlinear functional analysis, convex analysis, variational inequalities, topology, global differential geometry, curvature flows, perturbation theory, numerical analysis, mathematical finance and a variety of applications in interdisciplinary topics. Chapters in this volume investigate compound superquadratic functions, the Hyers–Ulam Stability of functional equations, edge degenerate pseudo-hyperbolic equations, Kirchhoff wave equation, BMO norms of operators on differential forms, equilibrium points of the perturbed R3BP, complex zeros of solutions to second order differential equations, a higher-order Ginzburg–Landau-type equation, multi-symplectic numerical schemes for differential equations, the Erdős-Rényi network model, strongly m-convex functions, higher order strongly generalized convex functions, factorization and solution of second order differential equations, generalized topologically open sets in relator spaces, graphical mean curvature flow, critical point theory in infinite dimensional spaces using the Leray-Schauder index, non-radial solutions of a supercritical equation in expanding domains, the semi-discrete method for the approximation of the solution of stochastic differential equations, homotopic metric-interval L-contractions in gauge spaces, Rhoades contractions theory, network centrality measures, the Radon transform in three space dimensions via plane integration and applications in positron emission tomography boundary perturbations on medical monitoring and imaging techniques, the KdV-B equation and biomedical applications.
Download or read book Nonlinear Markov Processes and Kinetic Equations written by Vassili N. Kolokoltsov and published by Cambridge University Press. This book was released on 2010-07-15 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differential equation with the specific feature of preserving positivity. This feature distinguishes it from general vector-valued differential equations and yields a natural link with probability, both in interpreting results and in the tools of analysis. This brilliant book, the first devoted to the area, develops this interplay between probability and analysis. After systematically presenting both analytic and probabilistic techniques, the author uses probability to obtain deeper insight into nonlinear dynamics, and analysis to tackle difficult problems in the description of random and chaotic behavior. The book addresses the most fundamental questions in the theory of nonlinear Markov processes: existence, uniqueness, constructions, approximation schemes, regularity, law of large numbers and probabilistic interpretations. Its careful exposition makes the book accessible to researchers and graduate students in stochastic and functional analysis with applications to mathematical physics and systems biology.
Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Download or read book Real and Stochastic Analysis written by M. M. Rao and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus the interplay between real (functional) analysis and stochastic analysis show their mutual benefits and advance the subjects. The presentation of each article, given as a chapter, is in a research-expository style covering the respective topics in depth. In fact, most of the details are included so that each work is essentially self contained and thus will be of use both for advanced graduate students and other researchers interested in the areas considered. Moreover, numerous new problems for future research are suggested in each chapter. The presented articles contain a substantial number of new results as well as unified and simplified accounts of previously known ones. A large part of the material cov ered is on stochastic differential equations on various structures, together with some applications. Although Brownian motion plays a key role, (semi-) martingale theory is important for a considerable extent. Moreover, noncommutative analysis and probabil ity have a prominent role in some chapters, with new ideas and results. A more detailed outline of each of the articles appears in the introduction and outline to assist readers in selecting and starting their work. All chapters have been reviewed.
Download or read book Stochastic Differential Equations With Markovian Switching written by Mao Xuerong and published by World Scientific. This book was released on 2006-08-10 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry./a
Download or read book Stochastic Differential Equations and Applications written by X Mao and published by Elsevier. This book was released on 2007-12-30 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists. - Has been revised and updated to cover the basic principles and applications of various types of stochastic systems - Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists
Download or read book Stochastic Calculus via Regularizations written by Francesco Russo and published by Springer Nature. This book was released on 2022-11-15 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors. The definitions relies on a smoothing procedure of the integrator process, they generalize the usual Itô and Stratonovich integrals for Brownian motion but the integrator could also not be a semimartingale and the integrand is allowed to be anticipating. The resulting calculus requires a simple formalism: nevertheless it entails pathwise techniques even though it takes into account randomness. It allows connecting different types of pathwise and non pathwise integrals such as Young, fractional, Skorohod integrals, enlargement of filtration and rough paths. The covariation, but also high order variations, play a fundamental role in the calculus via regularization, which can also be applied for irregular integrators. A large class of Gaussian processes, various generalizations of semimartingales such that Dirichlet and weak Dirichlet processes are revisited. Stochastic calculus via regularization has been successfully used in applications, for instance in robust finance and on modeling vortex filaments in turbulence. The book is addressed to PhD students and researchers in stochastic analysis and applications to various fields.
Download or read book Linear and Nonlinear Stochastic Differential Equations with Applications written by Wojciech Boguslaw Stasiak and published by . This book was released on 1977 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastics And Quantum Mechanics written by Ian M Davies and published by World Scientific. This book was released on 1992-05-30 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains papers which were presented at a series of short meetings collectively entitled “Stochastics and Quantum Mechanics” held in Swansea over the summer of 1990. Also included are some papers not presented at the meetings, but in the same subject area, authored by attendees or their co-workers. The topics covered include diffusion processes, stochastic mechanics, statistical mechanics, large deviations and Wiener-Hopf theory.The papers are in the main immediately accessible to workers in the field and provide a reasonable coverage of current areas of interest centering around uses of probabilistic methods in mathematical physics.
Download or read book Random Dynamical Systems written by Ludwig Arnold and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well as random and stochastic differential equations. The basic multiplicative ergodic theorem is presented, providing a random substitute for linear algebra. On its basis, many applications are detailed. Numerous instructive examples are treated analytically or numerically.
Download or read book Stochastic Analysis 2010 written by Dan Crisan and published by Springer Science & Business Media. This book was released on 2010-11-26 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume “Stochastic Analysis 2010” provides a sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009.
Download or read book Applied Stochastic Analysis written by M. H. A. Davis and published by CRC Press. This book was released on 1991 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of 22 articles based on papers presented at a workshop held at Imperial College, London, April 1989. They concern applications of stochastic analysis--the theory of stochastic integration, martingales and Markov processes--to a variety of applied problems centered around optimization of dynamical systems under uncertainty. Topics covered include characterization and approximation for stochastic system models, problems in stochastic control theory, and various facets of nonlinear filtering theory and system identification. Annotation copyrighted by Book News, Inc., Portland, OR
