Download or read book Stochastic Analysis and Related Topics in Kyoto written by Kiyosi Itō and published by American Mathematical Society(RI). This book was released on 2004 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of research and survey papers written by invited lecturers at the RIMS international symposium on stochastic analysis and related topics in celebration of Professor Kiyosi Itt's eighty-eighth birthday. It also covers topics such as quadratic Wiener functionals, representation of martingales, and Itt's construction procedure.
Download or read book Stochastic Analysis and Related Topics in Kyoto written by H. Kunita and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book New Trends in Stochastic Analysis and Related Topics written by Huaizhong Zhao and published by World Scientific. This book was released on 2012 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.
Download or read book Janpu kei no kakuritsu kaiseki to kanrensuru wadai written by Toshihiro Uemura and published by . This book was released on 2010 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Analysis written by Kiyosi Itō and published by Elsevier. This book was released on 1984 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic analysis, a branch of probability theory stemming from the theory of stochastic differential equations, is becoming increasingly important in connection with partial differential equations, non-linear functional analysis, control theory and statistical mechanics.
Download or read book Stochastic Analysis and Related Topics written by Hayri Korezlioglu and published by Springer. This book was released on 2006-11-14 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Download or read book Stochastic Analysis and Related Topics written by H. Körezlioglu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two main lectures given at the third Silivri meeting in 1990: 1. "Infinitely divisible random measures and superprocesses" by D.A. Dawson, 2. "Dirichlet forms on infinite dimensional spaces and appli cations" by M. Rockner. The second part consists of recent research papers all related to Stochastic Analysis, motivated by stochastic partial differ ential equations, Markov fields, the Malliavin calculus and the Feynman path integrals. We would herewith like to thank the ENST for its material support for the above mentioned meeting as well as for the ini tial preparation of this volume and to our friend and colleague Erhan Qmlar whose help and encouragement for the realization of this volume have been essential. H. Korezlioglu A.S. Ustiinel INFINITELY DIVISIBLE RANDOM MEASURES AND SUPERPROCESSES DONALD A. DAWSON 1. Introduction.
Download or read book Stochastic Analysis written by Hiroyuki Matsumoto and published by Cambridge University Press. This book was released on 2016-11-07 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume.
Download or read book Quantum Stochastic Analysis and Related Fields written by Nobuaki Obata and published by . This book was released on 1996 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Analysis and Partial Differential Equations written by Gui-Qiang Chen and published by American Mathematical Soc.. This book was released on 2007 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of original research papers and expository articles from the scientific program of the 2004-05 Emphasis Year on Stochastic Analysis and Partial Differential Equations at Northwestern University. Many well-known mathematicians attended the events and submitted their contributions for this volume. Topics from stochastic analysis discussed in this volume include stochastic analysis of turbulence, Markov processes, microscopic lattice dynamics, microscopic interacting particle systems, and stochastic analysis on manifolds. Topics from partial differential equations include kinetic equations, hyperbolic conservation laws, Navier-Stokes equations, and Hamilton-Jacobi equations. A variety of methods, such as numerical analysis, homogenization, measure-theoretical analysis, entropy analysis, weak convergence analysis, Fourier analysis, and Ito's calculus, are further developed and applied. All these topics are naturally interrelated and represent a cross-section of the most significant recent advances and current trends and directions in stochastic analysis and partial differential equations. This volume is suitable for researchers and graduate students interested in stochastic analysis, partial differential equations, and related analysis and applications.
Download or read book Stochastic Analysis and Related Topics VI written by Laurent Decreusefond and published by Springer Science & Business Media. This book was released on 1998-12-18 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures - Stochastic Differential Equations with Memory, by S.E. A. Mohammed, - Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank - VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), - CNRS, Centre National de la Recherche Scientifique, - The Department of Mathematics of the University of Oslo, - The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia H yfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: [email protected] Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom- 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail: [email protected] 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: [email protected] Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I.
Download or read book Dirichlet Forms and Related Topics written by Zhen-Qing Chen and published by Springer Nature. This book was released on 2022-09-04 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to. These 27 papers cover a wide range of topics in probability theory, ranging from Dirichlet form theory, Markov processes, heat kernel estimates, entropy on Wiener spaces, analysis on fractal spaces, random spanning tree and Poissonian loop ensemble, random Riemannian geometry, SLE, space-time partial differential equations of higher order, infinite particle systems, Dyson model, functional inequalities, branching process, to machine learning and Hermitizable problems for complex matrices. Researchers and graduate students interested in these areas will find this book appealing.
Download or read book Stochastic Analysis and Related Topics VIII written by Ulug Capar and published by Birkhäuser. This book was released on 2012-12-06 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more. This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus. The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics. Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. stnel.
Download or read book Stochastic Analysis and Related Topics II written by Hayri Korezlioglu and published by Springer. This book was released on 2006-11-14 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.
Download or read book Proceedings of the International Congress of Mathematicians 2010 icm 2010 in 4 Volumes Vol I Plenary Lectures and Ceremonies Vols Ii iv Invited Lectures written by and published by World Scientific. This book was released on 2011 with total page 814 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probability Theory and Mathematical Statistics written by Shinzo Watanabe and published by Springer. This book was released on 1988-02-10 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: These proceedings of the fifth joint meeting of Japanese and Soviet probabilists are a sequel to Lecture Notes in Mathematics Vols. 33O, 550 and 1O21. They comprise 61 original research papers on topics including limit theorems, stochastic analysis, control theory, statistics, probabilistic methods in number theory and mathematical physics.
