Download or read book Nonstandard Methods in Stochastic Analysis and Mathematical Physics written by Sergio Albeverio and published by Courier Dover Publications. This book was released on 2009-02-26 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two-part treatment begins with a self-contained introduction to the subject, followed by applications to stochastic analysis and mathematical physics. "A welcome addition." — Bulletin of the American Mathematical Society. 1986 edition.
Download or read book Nonstandard Methods in Stochastic Analysis and Mathematical Physics written by and published by Academic Press. This book was released on 1986-07-28 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonstandard Methods in Stochastic Analysis and Mathematical Physics
Download or read book Nonstandard Analysis and Its Applications written by Nigel Cutland and published by Cambridge University Press. This book was released on 1988-09-30 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is an introduction to non-standard analysis and to its many applications. Non standard analysis (NSA) is a subject of great research interest both in its own right and as a tool for answering questions in subjects such as functional analysis, probability, mathematical physics and topology. The book arises from a conference held in July 1986 at the University of Hull which was designed to provide both an introduction to the subject through introductory lectures, and surveys of the state of research. The first part of the book is devoted to the introductory lectures and the second part consists of presentations of applications of NSA to dynamical systems, topology, automata and orderings on words, the non- linear Boltzmann equation and integration on non-standard hulls of vector lattices. One of the book's attractions is that a standard notation is used throughout so the underlying theory is easily applied in a number of different settings. Consequently this book will be ideal for graduate students and research mathematicians coming to the subject for the first time and it will provide an attractive and stimulating account of the subject.
Download or read book Radically Elementary Probability Theory written by Edward Nelson and published by Princeton University Press. This book was released on 1987 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.
Download or read book Nonstandard Analysis written by Leif O. Arkeryd and published by Springer Science & Business Media. This book was released on 1997-04-30 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1 More than thirty years after its discovery by Abraham Robinson , the ideas and techniques of Nonstandard Analysis (NSA) are being applied across the whole mathematical spectrum,as well as constituting an im portant field of research in their own right. The current methods of NSA now greatly extend Robinson's original work with infinitesimals. However, while the range of applications is broad, certain fundamental themes re cur. The nonstandard framework allows many informal ideas (that could loosely be described as idealisation) to be made precise and tractable. For example, the real line can (in this framework) be treated simultaneously as both a continuum and a discrete set of points; and a similar dual ap proach can be used to link the notions infinite and finite, rough and smooth. This has provided some powerful tools for the research mathematician - for example Loeb measure spaces in stochastic analysis and its applications, and nonstandard hulls in Banach spaces. The achievements of NSA can be summarised under the headings (i) explanation - giving fresh insight or new approaches to established theories; (ii) discovery - leading to new results in many fields; (iii) invention - providing new, rich structures that are useful in modelling and representation, as well as being of interest in their own right. The aim of the present volume is to make the power and range of appli cability of NSA more widely known and available to research mathemati cians.
Download or read book Stochastic Analysis and Mathematical Physics SAMP ANESTOC 2002 written by Richard Phillips Feynman and published by World Scientific. This book was released on 2004 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book collects a series of papers centered on two main streams: Feynman path integral approach to Quantum Mechanics and statistical mechanics of quantum open systems. Key authors discuss the state-of-the-art within their fields of expertise. In addition, the volume includes a number of contributed papers with new results, which have been thoroughly refereed. The contributions in this volume highlight emergent research in the area of stochastic analysis and mathematical physics, focusing, in particular on Feynman functional integral approach and, on the other hand, in quantum probability. The book is addressed to an audience of mathematical physicists, as well as specialists in probability theory, stochastic analysis and operator algebras. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences."
Download or read book Encyclopaedia of Mathematics written by M. Hazewinkel and published by Springer. This book was released on 2013-12-01 with total page 932 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Contemporary Stochastic Analysis Proceedings Of The Conference written by Ekhaguere G O S and published by #N/A. This book was released on 1991-06-28 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: The following topical subjects were discussed: quantum stochastic calculus; unbounded quantum dynamical system; the principles of nonstandard analysis that are fundamental to an understanding of a modern approach to stochastic analysis on fractals; Brownian motion on nested fractals; stable processes; stochastic modelling of sexually transmitted diseases.
Download or read book Ideas and Methods in Quantum and Statistical Physics Volume 2 written by Sergio Albeverio and published by Cambridge University Press. This book was released on 1992-06-26 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of essays by many of the closest co-workers of Raphael Høegh-Krohn.
Download or read book Non standard Analysis written by Abraham Robinson and published by Princeton University Press. This book was released on 2016-08-11 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Considered by many to be Abraham Robinson's magnum opus, this book offers an explanation of the development and applications of non-standard analysis by the mathematician who founded the subject. Non-standard analysis grew out of Robinson's attempt to resolve the contradictions posed by infinitesimals within calculus. He introduced this new subject in a seminar at Princeton in 1960, and it remains as controversial today as it was then. This paperback reprint of the 1974 revised edition is indispensable reading for anyone interested in non-standard analysis. It treats in rich detail many areas of application, including topology, functions of a real variable, functions of a complex variable, and normed linear spaces, together with problems of boundary layer flow of viscous fluids and rederivations of Saint-Venant's hypothesis concerning the distribution of stresses in an elastic body.
Download or read book Ideas and Methods in Mathematical Analysis Stochastics and Applications Volume 1 written by Sergio Albeverio and published by Cambridge University Press. This book was released on 1992-06-26 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of essays by many of the closest co-workers of Raphael Høegh-Krohn.
Download or read book Stochastic Processes Physics And Geometry Ii Proceedings Of The Iii International Conference written by Sergio Albeverio and published by World Scientific. This book was released on 1995-02-17 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt: As was already evident from the previous two meetings, the theory of stochastic processes, the study of geometrical structures, and the investigation of certain physical problems are inter-related. In fact the trend in recent years has been towards stronger interactions between these areas. As a result, a large component of the contributions is concerned with the theory of stochastic processes, quantum theory, and their relations.
Download or read book Encyclopaedia of Mathematics written by Michiel Hazewinkel and published by Springer Science & Business Media. This book was released on 1988 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: V.1. A-B v.2. C v.3. D-Feynman Measure. v.4. Fibonaccimethod H v.5. Lituus v.6. Lobachevskii Criterion (for Convergence)-Optical Sigman-Algebra. v.7. Orbi t-Rayleigh Equation. v.8. Reaction-Diffusion Equation-Stirling Interpolation Fo rmula. v.9. Stochastic Approximation-Zygmund Class of Functions. v.10. Subject Index-Author Index.
Download or read book Foundations of Infinitesimal Stochastic Analysis written by K.D. Stroyan and published by Elsevier. This book was released on 2011-08-18 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students.
Download or read book Seminar on Stochastic Analysis Random Fields and Applications written by Erwin Bolthausen and published by Birkhäuser. This book was released on 2012-12-06 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.
Download or read book Developments in Nonstandard Mathematics written by Nigel J Cutland and published by CRC Press. This book was released on 2020-01-30 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains expository papers and articles reporting on recent research by leading world experts in nonstandard mathematics, arising from the International Colloquium on Nonstandard Mathematics held at the University of Aveiro, Portugal in July 1994. Nonstandard mathematics originated with Abraham Robinson, and the body of ideas that have developed from this theory of nonstandard analysis now vastly extends Robinson's work with infinitesimals. The range of applications includes measure and probability theory, stochastic analysis, differential equations, generalised functions, mathematical physics and differential geometry, moreover, the theory has implicaitons for the teaching of calculus and analysis. This volume contains papers touching on all of the abovbe topics, as well as a biographical note about Abraham Robinson based on the opening address given by W.A>J> Luxemburg - who knew Robinson - to the Aveiro conference which marked the 20th anniversary of Robinson's death. This book will be of particular interest to students and researchers in nonstandard analysis, measure theory, generalised functions and mathematical physics.
Download or read book Hyperfinite Dirichlet Forms and Stochastic Processes written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2011-05-27 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.