Hyperfinite Dirichlet Forms And Stochastic Processes

Author : Sergio Albeverio,Ruzong Fan,Frederik S. Herzberg
Publisher : Springer Science & Business Media
Page : 284 pages
File Size : 52,8 Mb
Release : 2011-05-27
Category : Mathematics
ISBN : 9783642196591

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Hyperfinite Dirichlet Forms and Stochastic Processes by Sergio Albeverio,Ruzong Fan,Frederik S. Herzberg Pdf

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.

Author : Sergio Albeverio,Ruzong Fan,Frederik S. Herzberg
Publisher : Springer
Page : 284 pages
File Size : 48,8 Mb
Release : 2011-05-29
Category : Mathematics
ISBN : 3642196586

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Hyperfinite Dirichlet Forms and Stochastic Processes by Sergio Albeverio,Ruzong Fan,Frederik S. Herzberg Pdf

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.

Author : Zhi-Ming Ma,Michael Röckner,Jia-An Yan
Publisher : de Gruyter
Page : 464 pages
File Size : 42,8 Mb
Release : 1995
Category : Mathematics
ISBN : UOM:39015038428358

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Dirichlet Forms and Stochastic Processes by Zhi-Ming Ma,Michael Röckner,Jia-An Yan Pdf

No detailed description available for "Dirichlet Forms and Stochastic Processes".

Author : Masatoshi Fukushima,Yoichi Oshima,Masayoshi Takeda
Publisher : Walter de Gruyter
Page : 501 pages
File Size : 44,6 Mb
Release : 2011
Category : Mathematics
ISBN : 9783110218084

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Dirichlet Forms and Symmetric Markov Processes by Masatoshi Fukushima,Yoichi Oshima,Masayoshi Takeda Pdf

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

Author : H. Mitter,L. Pittner
Publisher : Springer Science & Business Media
Page : 447 pages
File Size : 43,8 Mb
Release : 2012-12-06
Category : Science
ISBN : 9783709187807

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Stochastic Methods and Computer Techniques in Quantum Dynamics by H. Mitter,L. Pittner Pdf

This volume contains the written versions of lectures held at the "23. Internationale Universit~tswochen fUr Kernphysik" in Schladming, Austria, in February 1984. Once again the generous support of our sponsors, the Austrian Ministry of Science and Research, the Styrian Government and others, had made it possible to organize this school. The aim of the topics chosen for the meeting was to present different aspects of stochastic methods and techniques. These methods have opened up new ways to attack problems in a broad field ranging from quantum mechanics to quantum field theory. Thanks to the efforts of the lecturers it was possible to take this development into account and show relations to areas where stochastic methods have been used for a long time. Due to limited space only short manuscript versions of the many seminars presented could be included. The lecture notes were reexamined by the authors after the school and are now published in their final form. It is a pleasure to thank all the lecturers for their efforts which made it possible to speed up publication. Thanks are also due to Mrs. Neuhold for her careful typing of the notes. H. Mitter L. Pittner Acta Physica Austriaca, Suppl. XXVI, 3-52 (1984) © by Springer-Verlag 1984 STOCHASTIC PROCESSES - QUANTUM PHYSICS+ by L. STREIT Universitat Bielefeld BiBoS D-4800 Bielefeld. FR Germany I.

Author : Sergio Albeverio,D Merlini,U Cattaneo
Publisher : World Scientific
Page : 758 pages
File Size : 44,7 Mb
Release : 1995-02-17
Category : Electronic
ISBN : 9789814549691

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Stochastic Processes, Physics And Geometry Ii - Proceedings Of The Iii International Conference by Sergio Albeverio,D Merlini,U Cattaneo Pdf

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.

Author : Zhi-Ming Ma,Michael Röckner
Publisher : Springer Science & Business Media
Page : 215 pages
File Size : 46,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783642777394

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Introduction to the Theory of (Non-Symmetric) Dirichlet Forms by Zhi-Ming Ma,Michael Röckner Pdf

The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic and the probabilistic part of the theory up to and including the construction of an associated Markov process. It is based on recent joint work of S. Albeverio and the two authors and on a one-year-course on Dirichlet forms taught by the second named author at the University of Bonn in 1990/9l. It addresses both researchers and graduate students who require a quick but complete introduction to the theory. Prerequisites are a basic course in probabil ity theory (including elementary martingale theory up to the optional sampling theorem) and a sound knowledge of measure theory (as, for example, to be found in Part I of H. Bauer [B 78]). Furthermore, an elementary course on lin ear operators on Banach and Hilbert spaces (but without spectral theory) and a course on Markov processes would be helpful though most of the material needed is included here.

Author : Astrid Hilbert,Elisa Mastrogiacomo,Sonia Mazzucchi,Barbara Rüdiger,Stefania Ugolini
Publisher : Springer Nature
Page : 390 pages
File Size : 42,6 Mb
Release : 2023-04-02
Category : Mathematics
ISBN : 9783031140310

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Quantum and Stochastic Mathematical Physics by Astrid Hilbert,Elisa Mastrogiacomo,Sonia Mazzucchi,Barbara Rüdiger,Stefania Ugolini Pdf

Sergio Albeverio gave important contributions to many fields ranging from Physics to Mathematics, while creating new research areas from their interplay. Some of them are presented in this Volume that grew out of the Random Transformations and Invariance in Stochastic Dynamics Workshop held in Verona in 2019. To understand the theory of thermo- and fluid-dynamics, statistical mechanics, quantum mechanics and quantum field theory, Albeverio and his collaborators developed stochastic theories having strong interplays with operator theory and functional analysis. His contribution to the theory of (non Gaussian)-SPDEs, the related theory of (pseudo-)differential operators, and ergodic theory had several impacts to solve problems related, among other topics, to thermo- and fluid dynamics. His scientific works in the theory of interacting particles and its extension to configuration spaces lead, e.g., to the solution of open problems in statistical mechanics and quantum field theory. Together with Raphael Hoegh Krohn he introduced the theory of infinite dimensional Dirichlet forms, which nowadays is used in many different contexts, and new methods in the theory of Feynman path integration. He did not fear to further develop different methods in Mathematics, like, e.g., the theory of non-standard analysis and p-adic numbers.

Author : Sergio Albeverio,Jens Erik Fenstad,Raphael Høegh-Krohn,Tom Lindstrøm
Publisher : Courier Dover Publications
Page : 529 pages
File Size : 47,6 Mb
Release : 2009-02-26
Category : Mathematics
ISBN : 9780486468990

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Nonstandard Methods in Stochastic Analysis and Mathematical Physics by Sergio Albeverio,Jens Erik Fenstad,Raphael Høegh-Krohn,Tom Lindstrøm Pdf

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.

Author : Zhen-Qing Chen,Niels Jacob,Masayoshi Takeda,Toshihiro Uemura
Publisher : World Scientific
Page : 620 pages
File Size : 47,8 Mb
Release : 2014-11-27
Category : Mathematics
ISBN : 9789814596541

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Festschrift Masatoshi Fukushima by Zhen-Qing Chen,Niels Jacob,Masayoshi Takeda,Toshihiro Uemura Pdf

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. Contents:Professor Fukushima's Work:The Mathematical Work of Masatoshi Fukushima — An Essay (Zhen-Qing Chen, Niels Jacob, Masayoshi Takeda and Toshihiro Uemura)Bibliography of Masatoshi FukushimaContributions:Quasi Regular Dirichlet Forms and the Stochastic Quantization Problem (Sergio Albeverio, Zhi-Ming Ma and Michael Röckner)Comparison of Quenched and Annealed Invariance Principles for Random Conductance Model: Part II (Martin Barlow, Krzysztof Burdzy and Adám Timár)Some Historical Aspects of Error Calculus by Dirichlet Forms (Nicolas Bouleau)Stein's Method, Malliavin Calculus, Dirichlet Forms and the Fourth Moment Theorem (Louis H Y Chen and Guillaume Poly)Progress on Hardy-Type Inequalities (Mu-Fa Chen)Functional Inequalities for Pure-Jump Dirichlet Forms (Xin Chen, Feng-Yu Wang and Jian Wang)Additive Functionals and Push Forward Measures Under Veretennikov's Flow (Shizan Fang and Andrey Pilipenko)On a Result of D W Stroock (Patrick J Fitzsimmons)Consistent Risk Measures and a Non-Linear Extension of Backwards Martingale Convergence (Hans Föllmer and Irina Penner)Unavoidable Collections of Balls for Processes with Isotropic Unimodal Green Function (Wolfhard Hansen)Functions of Locally Bounded Variation on Wiener Spaces (Masanori Hino)A Dirichlet Space on Ends of Tree and Superposition of Nodewise Given Dirichlet Forms with Tier Linkage (Hiroshi Kaneko)Dirichlet Forms in Quantum Theory (Witold Karwowski and Ludwig Streit)On a Stability of Heat Kernel Estimates under Generalized Non-Local Feynman-Kac Perturbations for Stable-Like Processes (Daehong Kim and Kazuhiro Kuwae)Martin Boundary for Some Symmetric Lévy Processes (Panki Kim, Renming Song and Zoran Vondraček)Level Statistics of One-Dimensional Schrödinger Operators with Random Decaying Potential (Shinichi Kotani and Fumihiko Nakano)Perturbation of the Loop Measure (Yves Le Jan and Jay Rosen)Regular Subspaces of Dirichlet Forms (Liping Li and Jiangang Ying)Quasi-Regular Semi-Dirichlet Forms and Beyond (Zhi-Ming Ma, Wei Sun and Li-Fei Wang)Large Deviation Estimates for Controlled Semi-Martingales (Hideo Nagai)A Comparison Theorem for Backward SPDEs with Jumps (Bernt Øksendal, Agnès Sulem and Tusheng Zhang)On a Construction of a Space-Time Diffusion Process with Boundary Condition (Yoichi Oshima)Lower Bounded Semi-Dirichlet Forms Associated with Lévy Type Operators (René L Schilling and Jian Wang)Ultracontractivity for Non-Symmetric Markovian Semigroups (Ichiro Shigekawa)Metric Measure Spaces with Variable Ricci Bounds and Couplings of Brownian Motions (Karl-Theodor Sturm)Intrinsic Ultracontractivity and Semi-Small Perturbation for Skew Product Diffusion Operators (Matsuyo Tomisaki) Readership: Researchers in probability, stochastic analysis and mathematical physics. Key Features:Research papers by leading expertsHistorical account of M Fukushima's contribution to mathematicsAuthoritative surveys on the state of the art in the fieldKeywords:Probability Theory;Markov Processes;Dirichlet Forms;Potential Theory;Mathematical Physics

Author : L Streit
Publisher : World Scientific
Page : 350 pages
File Size : 50,5 Mb
Release : 1986-05-01
Category : Science
ISBN : 9789814579315

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Mathematics + Physics by L Streit Pdf

Contents: The Inverse Method in Quantum Mechanics (H Grosse)An Invitation to Alain Connes' Cyclic Cohomology (D Kastler)Topological Methods in Field Theory (L A-Gaumé)Non-Standard Analysis: Applications to Probability Theory and Mathematical Physics (S Albeverio)Nonlinear Evolution Equation: Cauchy Problem and Scattering Theory (J Ginibre & G Velo)and other papers Readership: Mathematical and quantum physicists.

Author : Zhiming Ma,M. Röckner,J.A. Yan
Publisher : Walter de Gruyter
Page : 457 pages
File Size : 52,8 Mb
Release : 2011-06-24
Category : Mathematics
ISBN : 9783110880052

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Dirichlet Forms and Stochastic Processes by Zhiming Ma,M. Röckner,J.A. Yan Pdf

The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications.

Author : Christopher C. Bernido,Maria Victoria Carpio-Bernido,Martin Grothaus,Tobias Kuna,Maria João Oliveira,José Luís da Silva
Publisher : Birkhäuser
Page : 300 pages
File Size : 52,8 Mb
Release : 2016-08-10
Category : Mathematics
ISBN : 9783319072456

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Stochastic and Infinite Dimensional Analysis by Christopher C. Bernido,Maria Victoria Carpio-Bernido,Martin Grothaus,Tobias Kuna,Maria João Oliveira,José Luís da Silva Pdf

This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.

Author : Wilhelm Stannat
Publisher : American Mathematical Soc.
Page : 118 pages
File Size : 48,5 Mb
Release : 1999-10-27
Category : Mathematics
ISBN : 0821864017

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The Theory of Generalized Dirichlet Forms and Its Applications in Analysis and Stochastics by Wilhelm Stannat Pdf

Author : Sergio Albeverio,Walter Schachermayer
Publisher : Springer
Page : 298 pages
File Size : 43,7 Mb
Release : 2003-07-03
Category : Mathematics
ISBN : 9783540449225

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Lectures on Probability Theory and Statistics by Sergio Albeverio,Walter Schachermayer Pdf

In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.