Download or read book Infinite dimensional Analysis Operators In Hilbert Space Stochastic Calculus Via Representations And Duality Theory written by Palle Jorgensen and published by World Scientific. This book was released on 2021-01-15 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to make available to beginning graduate students, and to others, some core areas of analysis which serve as prerequisites for new developments in pure and applied areas. We begin with a presentation (Chapters 1 and 2) of a selection of topics from the theory of operators in Hilbert space, algebras of operators, and their corresponding spectral theory. This is a systematic presentation of interrelated topics from infinite-dimensional and non-commutative analysis; again, with view to applications. Chapter 3 covers a study of representations of the canonical commutation relations (CCRs); with emphasis on the requirements of infinite-dimensional calculus of variations, often referred to as Ito and Malliavin calculus, Chapters 4-6. This further connects to key areas in quantum physics.

Download or read book Infinite dimensional Analysis written by Palle E. T. Jørgensen and published by . This book was released on 2021 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Analysis on Infinite Dimensional Spaces written by H Kunita and published by CRC Press. This book was released on 1994-08-22 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book discusses the following topics in stochastic analysis: 1. Stochastic analysis related to Lie groups: stochastic analysis of loop spaces and infinite dimensional manifolds has been developed rapidly after the fundamental works of Gross and Malliavin. (Lectures by Driver, Gross, Mitoma, and Sengupta.)

Download or read book Equations Involving Malliavin Calculus Operators written by Tijana Levajković and published by Springer. This book was released on 2017-08-31 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems. The material is new and the presentation is reader-friendly. A major contribution of the book is the development of generalized Malliavin calculus in the framework of white noise analysis, based on chaos expansion representation of stochastic processes and its application for solving several classes of stochastic differential equations with singular data involving the main operators of Malliavin calculus. In addition, applications in optimal control and numerical approximations are discussed. The book is divided into four chapters. The first, entitled White Noise Analysis and Chaos Expansions, includes notation and provides the reader with the theoretical background needed to understand the subsequent chapters. In Chapter 2, Generalized Operators of Malliavin Calculus, the Malliavin derivative operator, the Skorokhod integral and the Ornstein-Uhlenbeck operator are introduced in terms of chaos expansions. The main properties of the operators, which are known in the literature for the square integrable processes, are proven using the chaos expansion approach and extended for generalized and test stochastic processes. Chapter 3, Equations involving Malliavin Calculus operators, is devoted to the study of several types of stochastic differential equations that involve the operators of Malliavin calculus, introduced in the previous chapter. Fractional versions of these operators are also discussed. Finally, in Chapter 4, Applications and Numerical Approximations are discussed. Specifically, we consider the stochastic linear quadratic optimal control problem with different forms of noise disturbances, operator differential algebraic equations arising in fluid dynamics, stationary equations and fractional versions of the equations studied – applications never covered in the extant literature. Moreover, numerical validations of the method are provided for specific problems."

Download or read book Stochastic Partial Differential Equations and Applications written by Giuseppe Da Prato and published by Springer. This book was released on 2006-11-15 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Introduction to Infinite Dimensional Analysis written by Giuseppe Da Prato and published by Springer Science & Business Media. This book was released on 2006-08-25 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.

Download or read book Stochastic Optimal Control in Infinite Dimension written by Giorgio Fabbri and published by Springer. This book was released on 2017-06-22 with total page 916 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.

Download or read book Linear Transformations in Hilbert Space and Their Applications to Analysis written by Marshall Harvey Stone and published by American Mathematical Soc.. This book was released on 1932-12-31 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introduction to Infinite Dimensional Stochastic Analysis written by Zhi-yuan Huang and published by Science Press. This book was released on 2000-01-01 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a concise introduction to the rapidly expanding field of infinite dimensional stochastic analysis. It treats Malliavin calculus and white noise analysis in a single book, presenting these two different areas in a unified setting of Gaussian probability spaces. Topics include recent results and developments in the areas of quasi-sure analysis, anticipating stochastic calculus, generalised operator theory and applications in quantum physics. A short overview on the foundations of infinite dimensional analysis is given. Audience: This volume will be of interest to researchers and graduate students whose work involves probability theory, stochastic processes, functional analysis, operator theory, mathematics of physics and abstract harmonic analysis.

Download or read book Non commutative Analysis written by Jorgensen Palle and published by World Scientific. This book was released on 2017-01-24 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book features new directions in analysis, with an emphasis on Hilbert space, mathematical physics, and stochastic processes. We interpret "non-commutative analysis" broadly to include representations of non-Abelian groups, and non-Abelian algebras; emphasis on Lie groups and operator algebras (C* algebras and von Neumann algebras.) A second theme is commutative and non-commutative harmonic analysis, spectral theory, operator theory and their applications. The list of topics includes shift invariant spaces, group action in differential geometry, and frame theory (over-complete bases) and their applications to engineering (signal processing and multiplexing), projective multi-resolutions, and free probability algebras. The book serves as an accessible introduction, offering a timeless presentation, attractive and accessible to students, both in mathematics and in neighboring fields.

Download or read book History of Humanity written by UNESCO and published by UNESCO Publishing. This book was released on 2008-12-31 with total page 991 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the seventh and final volume in this comprehensive guide to the history of world cultures throughout historical times.

Download or read book Representations of Infinite dimensional Groups written by Rais Salmanovich Ismagilov and published by American Mathematical Soc.. This book was released on 1996-01-01 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to representations of two classes of infinite-dimensional groups: current groups and diffeomorphism groups. The author presents a complete treatment of the subject, including general methods for constructing irreducible representations of infinite-dimensional groups and general results about such representations. He also exhibits deep relations between representations of infinite-dimensional grops and the theory of Fock spaces, the theory of point random processes, and other branches of mathematics.

Download or read book Functional Analysis written by Theo Bühler and published by American Mathematical Soc.. This book was released on 2018-08-08 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: It begins in Chapter 1 with an introduction to the necessary foundations, including the Arzelà–Ascoli theorem, elementary Hilbert space theory, and the Baire Category Theorem. Chapter 2 develops the three fundamental principles of functional analysis (uniform boundedness, open mapping theorem, Hahn–Banach theorem) and discusses reflexive spaces and the James space. Chapter 3 introduces the weak and weak topologies and includes the theorems of Banach–Alaoglu, Banach–Dieudonné, Eberlein–Šmulyan, Kre&ibreve;n–Milman, as well as an introduction to topological vector spaces and applications to ergodic theory. Chapter 4 is devoted to Fredholm theory. It includes an introduction to the dual operator and to compact operators, and it establishes the closed image theorem. Chapter 5 deals with the spectral theory of bounded linear operators. It introduces complex Banach and Hilbert spaces, the continuous functional calculus for self-adjoint and normal operators, the Gelfand spectrum, spectral measures, cyclic vectors, and the spectral theorem. Chapter 6 introduces unbounded operators and their duals. It establishes the closed image theorem in this setting and extends the functional calculus and spectral measure to unbounded self-adjoint operators on Hilbert spaces. Chapter 7 gives an introduction to strongly continuous semigroups and their infinitesimal generators. It includes foundational results about the dual semigroup and analytic semigroups, an exposition of measurable functions with values in a Banach space, and a discussion of solutions to the inhomogeneous equation and their regularity properties. The appendix establishes the equivalence of the Lemma of Zorn and the Axiom of Choice, and it contains a proof of Tychonoff's theorem. With 10 to 20 elaborate exercises at the end of each chapter, this book can be used as a text for a one-or-two-semester course on functional analysis for beginning graduate students. Prerequisites are first-year analysis and linear algebra, as well as some foundational material from the second-year courses on point set topology, complex analysis in one variable, and measure and integration.

Download or read book Differentiable Measures and the Malliavin Calculus written by Vladimir Igorevich Bogachev and published by American Mathematical Soc.. This book was released on 2010-07-21 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.

Download or read book Quantum Independent Increment Processes I written by David Applebaum and published by Springer Science & Business Media. This book was released on 2005-02-18 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the first of two volumes containing the revised and completed notes lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This school was held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald during the period March 9 – 22, 2003, and supported by the Volkswagen Foundation. The school gave an introduction to current research on quantum independent increment processes aimed at graduate students and non-specialists working in classical and quantum probability, operator algebras, and mathematical physics. The present first volume contains the following lectures: "Lévy Processes in Euclidean Spaces and Groups" by David Applebaum, "Locally Compact Quantum Groups" by Johan Kustermans, "Quantum Stochastic Analysis" by J. Martin Lindsay, and "Dilations, Cocycles and Product Systems" by B.V. Rajarama Bhat.

Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1989 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Functional Analysis Sobolev Spaces and Partial Differential Equations written by Haim Brezis and published by Springer Science & Business Media. This book was released on 2010-11-02 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is a completely revised, updated, and expanded English edition of the important Analyse fonctionnelle (1983). In addition, it contains a wealth of problems and exercises (with solutions) to guide the reader. Uniquely, this book presents in a coherent, concise and unified way the main results from functional analysis together with the main results from the theory of partial differential equations (PDEs). Although there are many books on functional analysis and many on PDEs, this is the first to cover both of these closely connected topics. Since the French book was first published, it has been translated into Spanish, Italian, Japanese, Korean, Romanian, Greek and Chinese. The English edition makes a welcome addition to this list.