Download or read book Precisely Predictable Dirac Observables written by Heinz Otto Cordes and published by Springer Science & Business Media. This book was released on 2007-01-10 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work presents a Clean Quantum Theory of the Electron, based on Dirac’s equation. "Clean" in the sense of a complete mathematical explanation of the well known paradoxes of Dirac’s theory and a connection to classical theory. It discusses the existence of an accurate split between physical states belonging to the electron and to the positron as well as the fact that precisely predictable observables must preserve this split.

Download or read book Aristotle s Modal Syllogistic written by Marko Malink and published by Harvard University Press. This book was released on 2013-11-01 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aristotle was the founder not only of logic but also of modal logic. In the Prior Analytics he developed a complex system of modal syllogistic which, while influential, has been disputed since antiquity—and is today widely regarded as incoherent. In this meticulously argued new study, Marko Malink presents a major reinterpretation of Aristotle’s modal syllogistic. Combining analytic rigor with keen sensitivity to historical context, he makes clear that the modal syllogistic forms a consistent, integrated system of logic, one that is closely related to other areas of Aristotle’s philosophy. Aristotle’s modal syllogistic differs significantly from modern modal logic. Malink considers the key to understanding the Aristotelian version to be the notion of predication discussed in the Topics—specifically, its theory of predicables (definition, genus, differentia, proprium, and accident) and the ten categories (substance, quantity, quality, and so on). The predicables introduce a distinction between essential and nonessential predication. In contrast, the categories distinguish between substantial and nonsubstantial predication. Malink builds on these insights in developing a semantics for Aristotle’s modal propositions, one that verifies the ancient philosopher’s claims of the validity and invalidity of modal inferences. Malink recognizes some limitations of this reconstruction, acknowledging that his proof of syllogistic consistency depends on introducing certain complexities that Aristotle could not have predicted. Nonetheless, Aristotle’s Modal Syllogistic brims with bold ideas, richly supported by close readings of the Greek texts, and offers a fresh perspective on the origins of modal logic.

Download or read book Probabilities and Potential B written by C. Dellacherie and published by Elsevier. This book was released on 2011-08-18 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilities and Potential, B

Download or read book Chaos and Fractals written by Heinz-Otto Peitgen and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 1013 pages. Available in PDF, EPUB and Kindle. Book excerpt: For almost ten years chaos and fractals have been enveloping many areas of mathematics and the natural sciences in their power, creativity and expanse. Reaching far beyond the traditional bounds of mathematics and science to the realms of popular culture, they have captured the attention and enthusiasm of a worldwide audience. The fourteen chapters of the book cover the central ideas and concepts, as well as many related topics including, the Mandelbrot Set, Julia Sets, Cellular Automata, L-Systems, Percolation and Strange Attractors, and each closes with the computer code for a central experiment. In the two appendices, Yuval Fisher discusses the details and ideas of fractal image compression, while Carl J.G. Evertsz and Benoit Mandelbrot introduce the foundations and implications of multifractals.

Download or read book Semimartingale Theory and Stochastic Calculus written by Sheng-Wu He and published by Routledge. This book was released on 2019-07-09 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales. It also includes a concise treatment of absolute continuity and singularity, contiguity, and entire separation of measures by semimartingale approach. Two basic types of processes frequently encountered in applied probability and statistics are highlighted: processes with independent increments and marked point processes encountered frequently in applied probability and statistics. Semimartingale Theory and Stochastic Calculus is a self-contained and comprehensive book that will be valuable for research mathematicians, statisticians, engineers, and students.

Download or read book The Theory of Ontic Modalities written by Uwe Meixner and published by Walter de Gruyter. This book was released on 2013-05-02 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a comprehensive, non-model-theoretic theory of ontic necessity and possibility within a formal (and formalized) ontology consisting of states of affairs, properties, and individuals. Its central thesis is that all modalities are reducible to intrinsic (or "logical") possibility and necessity if reference is made to certain states of affairs, called "bases of necessity." The viability of this Bases-Theory of Modality is shown also in the case of conditionals, including counterfactual conditionals. Besides the ontological aspects of the philosophy of modality, also the epistemology of modality is treated in the book. It is shown that the Bases-Theory of Modality provides a satisfactory solution to the epistemological problem of modality. In addition to developing that theory, the book includes detailed discussions of positions in the philosophy of modality maintained by Alvin Plantinga, David Lewis, Charles Chihara, Graeme Forbes, David Armstrong, and others. Among the themes treated are: possibilism vs. actualism; the theory of essences; conceivability and possibility; the nature of possible worlds; the nature of logical, nomological, and metaphysical possibility and necessity.

Download or read book Stochastic Calculus written by Paolo Baldi and published by Springer. This book was released on 2017-11-09 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions. After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used. Stochastic Calculus will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical statements and rigorous proofs, this book is completely self-contained and suitable for lecture courses as well as self-study.

Download or read book Dynamics and Predictability of Large Scale High Impact Weather and Climate Events written by Jianping Li and published by Cambridge University Press. This book was released on 2016-03-24 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based largely on an International Commission on Dynamical Meteorology (ICDM) workshop, this timely volume, written by leading researchers in the field, covers a range of important research issues related to high-impact weather and extreme climate events. Dynamical linkages between these extremes and various atmospheric and ocean phenomena are examined, including Atlantic Multidecadal, North Atlantic, and Madden–Julian Oscillations; Annular Modes; tropical cyclones; and Asian monsoons. This book also examines the predictability of high-impact weather and extreme climate events on multiple time scales. Highlighting recent research and new advances in the field, this book enhances understanding of dynamical and physical processes associated with these events to help managers and policy makers make informed decisions to manage risk and prevent or mitigate disasters. It also provides guidance on future research directions in atmospheric science, meteorology, climate science, and weather forecasting, for experts and young scientists.

Download or read book New Frontiers in Artificial Intelligence written by Takashi Washio and published by Springer Science & Business Media. This book was released on 2006-06-27 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the joint post-proceedings of five international workshops organized by the Japanese Society for Artificial Intelligence, during the 19th Annual Conference JSAI 2005. The volume includes 5 award winning papers of the main conference, along with 40 revised full workshop papers, covering such topics as logic and engineering of natural language semantics, learning with logics, agent network dynamics and intelligence, conversational informatics and risk management systems with intelligent data analysis.

Download or read book Stochastic Integration and Differential Equations written by Philip Protter and published by Springer. This book was released on 2013-12-21 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern treatment of compensators. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery’s examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H^1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL http://www.orie.cornell.edu/~protter/books.html.

Download or read book Probability and Stochastics written by Erhan Çınlar and published by Springer Science & Business Media. This book was released on 2011-02-21 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author’s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President’s Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.

Download or read book Seminar on Stochastic Processes 1987 written by Cinlar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 1987 Seminar on Stochastic Processes was held at Princeton University, March 26 through March 28, 1987. It was the seventh seminar in a continuing series of meetings which provide opportunities for researchers to discuss current work in stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Evanston; University of Florida, Gainesville: and University of Virginia, Charlottesville. The success of these seminars has been due to the interest and enthusiasm of probabilists in the United States and abroad. Many of the participants have allowed us to pUblish the results of their re search in this volume. The editors hope that the reader will be able to sense some of the excitement present in the seminar by reading these articles. This year's invited participants included M. Aizenman, B. Atkinson, R.M. Blumenthal, C. Burdzy, D. Burkholder, R. Carmona, K.L. Chung, M. Cranston, C. Dellacherie, J.D. Deuschel, N. Dinculeanu, Gundy, P. Hsu, E.B. Dynkin, P. Fitzsimmons, R.K. Getoor, J. Glover, R.G. Hunt, H. Kaspi, Knight, G. Lawler, P. March, P.A. Meyer, A.F.J. Mitro, J. Neveu, E. Pardoux, M. Pinsky, L. Pitt, A.O. Pittenger, Z. Pop-Stojanovic, P. Protter, M. Rao, T. Salisbury, M.J. Sharpe, S.J. Taylor, E. Toby, S.R.S. Varadhan, R. Williams, M. Weber, and Z. Zhao.

Download or read book Optional Processes written by Mohamed Abdelghani and published by CRC Press. This book was released on 2020-07-14 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications. Optional Processes: Theory and Applications seeks to delve into the existing theory, new developments and applications of optional processes on "unusual" probability spaces. The development of stochastic calculus of optional processes marks the beginning of a new and more general form of stochastic analysis. This book aims to provide an accessible, comprehensive and up-to-date exposition of optional processes and their numerous properties. Furthermore, the book presents not only current theory of optional processes, but it also contains a spectrum of applications to stochastic differential equations, filtering theory and mathematical finance. Features Suitable for graduate students and researchers in mathematical finance, actuarial science, applied mathematics and related areas Compiles almost all essential results on the calculus of optional processes in unusual probability spaces Contains many advanced analytical results for stochastic differential equations and statistics pertaining to the calculus of optional processes Develops new methods in finance based on optional processes such as a new portfolio theory, defaultable claim pricing mechanism, etc. Authors Mohamed Abdelghani completed his PhD in mathematical finance from the University of Alberta, Edmonton, Canada. He is currently working as a vice president in quantitative finance and machine learning at Morgan Stanley, New York, USA. Alexander Melnikov is a professor in mathematical finance at the University of Alberta. His research interests belong to the area of contemporary stochastic analysis and its numerous applications in mathematical finance, statistics and actuarial science. He has written six books as well as over 100 research papers in leading academic journals.

Download or read book Mechanics of Fatigue written by Vladimir V. Bolotin and published by CRC Press. This book was released on 2020-07-09 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mechanics of Fatigue addresses the range of topics concerning damage, fatigue, and fracture of engineering materials and structures. The core of this resource builds upon the synthesis of micro- and macro-mechanics of fracture. In micromechanics, both the modeling of mechanical phenomena on the level of material structure and the continuous approach are based on the use of certain internal field parameters characterizing the dispersed micro-damage. This is referred to as continuum damage mechanics. The author develops his own theory for macromechanics, called analytical fracture mechanics. This term means the system cracked body - loading or loading device - is considered as a mechanical system and the tools of analytical (rational) mechanics are applied thoroughly to describe crack propagation until the final failure. Chapter discuss: preliminary information on fatigue and engineering methods for design of machines and structures against failures caused by fatigue fatigue crack nucleation, including microstructural and continuous models theory of fatigue crack propagation fatigue crack growth in linear elastic materials subject to dispersed damage fatigue cracks in elasto-plastic material, including crack growth retardation due to overloading as well as quasistationary approximation fatigue and related phenomena in hereditary solids application of the theory fatigue crack growth considering environmental factors unidirectional fiber composites with ductile matrix and brittle, initially continuous fibers laminate composites Mechanics of Fatigue serves students dealing with mechanical aspects of fatigue, conducting research in fracture mechanics, structural safety, mechanics of composites, as well as modern branches of mechanics of solids and structures.

Download or read book Vector Integration and Stochastic Integration in Banach Spaces written by Nicolae Dinculeanu and published by John Wiley & Sons. This book was released on 2011-09-28 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: A breakthrough approach to the theory and applications of stochastic integration The theory of stochastic integration has become an intensely studied topic in recent years, owing to its extraordinarily successful application to financial mathematics, stochastic differential equations, and more. This book features a new measure theoretic approach to stochastic integration, opening up the field for researchers in measure and integration theory, functional analysis, probability theory, and stochastic processes. World-famous expert on vector and stochastic integration in Banach spaces Nicolae Dinculeanu compiles and consolidates information from disparate journal articles-including his own results-presenting a comprehensive, up-to-date treatment of the theory in two major parts. He first develops a general integration theory, discussing vector integration with respect to measures with finite semivariation, then applies the theory to stochastic integration in Banach spaces. Vector Integration and Stochastic Integration in Banach Spaces goes far beyond the typical treatment of the scalar case given in other books on the subject. Along with such applications of the vector integration as the Reisz representation theorem and the Stieltjes integral for functions of one or two variables with finite semivariation, it explores the emergence of new classes of summable processes that make applications possible, including square integrable martingales in Hilbert spaces and processes with integrable variation or integrable semivariation in Banach spaces. Numerous references to existing results supplement this exciting, breakthrough work.

Download or read book Constructing Predictable Real Time Systems written by Alexander D. Stoyenko and published by Springer Science & Business Media. This book was released on 1991-08-31 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vorwort In der Natur entwickelten sich die Echtzeitsysteme seit einigen 100 Mil­ Honen Jahren. Tierische Nervensysteme haben zur Aufgabe, auf die Nachrichten aus der Umwelt die Steuerungsbefehle an die aktiven Or­ gane zu geben. Dabei spielen zum Beispiel bedingte Reflexe eine wichtige Rolle. Vielleicht kann man die Entstehung des Menschen etwa zu der Zeit ansetzen, als sein sich allmahlich entwickelndes Gehirn Gedanken entwickelte, deren Bedeutung in vorausplanender Weise iiber die gerade vorliegende Situation hinausging. Das fiihrte schliesslich unter anderem zum heutigen Wissenschaftler, der seine Theorien und Systeme aufgrund langwieriger Uberlegungen aufbaut. Die Entwicklung der Computer ging im wesentlichen den umgekehrten Weg. Zunachst diente sie nur der Durchfiihrung "starrer" Programme, wie z.B. das erste programmgesteuerte Rechengerat Z3, das der Unterzeichner im Jahre 1941 vorfiihren konnte. Es folgte unter an­ derem ein Spezialgerat zur Fliigelvermessung, das man als den ersten Prozessrechner bezeichnen kann. Es wurden etwa vierzig als Analog­ Digital-Wandler arbeitende Messuhren yom Rechnerautomaten abgele­ sen und im Rahmen eines Programms als Variable verarbeitet. Abel' auch das erfolgte noch in starrer Reihenfolge. Die echte Prozesssteuerung - heute auch Echtzeitsysteme genannt - erfordert aber ein Reagieren auf bestandig wechselnde Situationen.

Download or read book Stochastic Finance written by Hans Föllmer and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-07-25 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents: Part I: Mathematical finance in one period Arbitrage theory Preferences Optimality and equilibrium Monetary measures of risk Part II: Dynamic hedging Dynamic arbitrage theory American contingent claims Superhedging Efficient hedging Hedging under constraints Minimizing the hedging error Dynamic risk measures