Download or read book The Theory of Generalized Dirichlet Forms and Its Applications in Analysis and Stochastics written by Wilhelm Stannat and published by American Mathematical Soc.. This book was released on 1999 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text explores the theory of generalized Dirichlet Forms along with its applications for analysis and stochastics. Examples are provided.
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 Symmetric Markov Processes Time Change and Boundary Theory LMS 35 written by Zhen-Qing Chen and published by Princeton University Press. This book was released on 2012 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover the essential elements and applications of the theory of symmetric Markov processes, including recurrence/transience criteria, probabilistic potential theory, additive functional theory, and time change theory. The authors develop the theory in a general framework of symmetric quasi-regular Dirichlet forms in a unified manner with that of regular Dirichlet forms, emphasizing the role of extended Dirichlet spaces and the rich interplay between the probabilistic and analytic aspects of the theory. Chen and Fukushima then address the latest advances in the theory, presented here for the first time in any book. Topics include the characterization of time-changed Markov processes in terms of Douglas integrals and a systematic account of reflected Dirichlet spaces, and the important roles such advances play in the boundary theory of symmetric Markov processes. This volume is an ideal resource for researchers and practitioners, and can also serve as a textbook for advanced graduate students. It includes examples, appendixes, and exercises with solutions.
Download or read book Festschrift Masatoshi Fukushima In Honor Of Masatoshi Fukushima s Sanju written by Zhen-qing Chen and published by World Scientific. This book was released on 2014-11-27 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field.
Download or read book Stochastic Processes Physics and Geometry New Interplays II written by Sergio Albeverio and published by American Mathematical Soc.. This book was released on 2000 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume and Stochastic Processes, Physics and Geometry: New Interplays I present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.
Download or read book Quantum Information and Complexity written by Takeyuki Hida and published by World Scientific. This book was released on 2004 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantum information is a developing multi-disciplinary field, with many exciting links to white noise theory. This connection is explored and presented in this work, which effectively bridges the gap between quantum information theory and complex systems. Arising from the Meijo Winter School and International Conference, the lecture notes and research papers published in this timely volume will have a significant impact on the future development of the theories of quantum information and complexity. This book will be of interest to mathematicians, physicists, computer scientists as well as electrical engineers working in this field.
Download or read book Quantum Information And Complexity Proceedings Of The Meijo Winter School 2003 written by Takeyuki Hida and published by World Scientific. This book was released on 2004-10-28 with total page 469 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantum information is a developing multi-disciplinary field, with many exciting links to white noise theory. This connection is explored and presented in this work, which effectively bridges the gap between quantum information theory and complex systems. Arising from the Meijo Winter School and International Conference, the lecture notes and research papers published in this timely volume will have a significant impact on the future development of the theories of quantum information and complexity. This book will be of interest to mathematicians, physicists, computer scientists as well as electrical engineers working in this field.
Download or read book Fokker Planck Kolmogorov Equations written by Vladimir I. Bogachev and published by American Mathematical Soc.. This book was released on 2015-12-17 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
Download or read book Pseudo Differential Operators Markov Processes Fourier analysis and semigroups written by Niels Jacob and published by World Scientific. This book was released on 2001 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.
Download or read book Pseudo Differential Operators And Markov Processes Volume I Fourier Analysis And Semigroups written by Niels Jacob and published by World Scientific. This book was released on 2001-11-28 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: After recalling essentials of analysis — including functional analysis, convexity, distribution theory and interpolation theory — this book handles two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated. The book is self-contained and offers new material originated by the author and his students./a
Download or read book Inverse Invariant Theory and Steenrod Operations written by Mara D. Neusel and published by American Mathematical Soc.. This book was released on 2000 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended for researchers and graduate students in commutative algebra, algebraic topology and invariant theory.
Download or read book Kolmogorov Equations for Stochastic PDEs written by Giuseppe Da Prato and published by Birkhäuser. This book was released on 2012-12-06 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. It studies several properties of corresponding transition semigroups, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariant measures. In addition, the transition semigroups are interpreted as generalized solutions of Kologorov equations.
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.
Download or read book Dirichlet Forms and Symmetric Markov Processes written by Masatoshi Fukushima and published by Walter de Gruyter. This book was released on 2011 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the first edition in 1994, this book has attracted constant interests from readers and is by now regarded as a standard reference for the theory of Dirichlet forms. For the present second edition, the authors not only revise
Download or read book Proceedings of RIMS Workshop on Stochastic Analysis and Applications written by and published by . This book was released on 2008 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seminar on Stochastic Analysis Random Fields and Applications V written by Robert Dalang and published by Springer Science & Business Media. This book was released on 2008-03-12 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.
Download or read book Dirichlet Forms and Analysis on Wiener Space written by Nicolas Bouleau and published by de Gruyter. This book was released on 1991 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.
