Measure Valued Processes Stochastic Partial Differential Equations And Interacting Systems

Author : Donald Andrew Dawson
Publisher : American Mathematical Soc.
Page : 260 pages
File Size : 53,5 Mb
Release : 1994-01-01
Category : Mathematics
ISBN : 0821870440

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Measure-valued Processes, Stochastic Partial Differential Equations, and Interacting Systems by Donald Andrew Dawson Pdf

The papers in this collection explore the connections between the rapidly developing fields of measure-valued processes, stochastic partial differential equations, and interacting particle systems, each of which has undergone profound development in recent years. Bringing together ideas and tools arising from these different sources, the papers include contributions to major directions of research in these fields, explore the interface between them, and describe newly developing research problems and methodologies. Several papers are devoted to different aspects of measure-valued branching processes (also called superprocesses). Some new classes of these processes are described, including branching in catalytic media, branching with change of mass, and multilevel branching. Sample path and spatial clumping properties of superprocesses are also studied. The papers on Fleming-Viot processes arising in population genetics include discussions of the role of genealogical structures and the application of the Dirichlet form methodology. Several papers are devoted to particle systems studied in statistical physics and to stochastic partial differential equations which arise as hydrodynamic limits of such systems. With overview articles on some of the important new developments in these areas, this book would be an ideal source for an advanced graduate course on superprocesses.

Author : René Carmona
Publisher : American Mathematical Soc.
Page : 349 pages
File Size : 46,9 Mb
Release : 1999
Category : Stochastic partial differential equations
ISBN : 9780821821008

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Stochastic Partial Differential Equations: Six Perspectives by René Carmona Pdf

The field of Stochastic Partial Differential Equations (SPDEs) is one of the most dynamically developing areas of mathematics. It lies at the cross section of probability, partial differential equations, population biology, and mathematical physics. The field is especially attractive because of its interdisciplinary nature and the enormous richness of current and potential future applications. This volume is a collection of six important topics in SPDEs presented from the viewpoint of distinguished scientists working in the field and related areas. Emphasized are the genesis and applications of SPDEs as well as mathematical theory and numerical methods. .

Author : Alison Etheridge
Publisher : Cambridge University Press
Page : 356 pages
File Size : 46,5 Mb
Release : 1995-07-13
Category : Mathematics
ISBN : 0521483190

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Stochastic Partial Differential Equations by Alison Etheridge Pdf

Consists of papers given at the ICMS meeting held in 1994 on this topic, and brings together some of the world's best known authorities on stochastic partial differential equations.

Author : Andrey A. Dorogovtsev
Publisher : Walter de Gruyter GmbH & Co KG
Page : 228 pages
File Size : 42,5 Mb
Release : 2023-11-06
Category : Mathematics
ISBN : 9783110986518

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Measure-valued Processes and Stochastic Flows by Andrey A. Dorogovtsev Pdf

Author : Donald Andrew Dawson,Luis G. Gorostiza,B. Gail Ivanoff
Publisher : American Mathematical Soc.
Page : 492 pages
File Size : 48,6 Mb
Release : 2000
Category : Mathematics
ISBN : 0821810634

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Stochastic Models by Donald Andrew Dawson,Luis G. Gorostiza,B. Gail Ivanoff Pdf

This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.

Author : Krishna B. Athreya,Peter Jagers
Publisher : Springer Science & Business Media
Page : 340 pages
File Size : 55,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461218623

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Classical and Modern Branching Processes by Krishna B. Athreya,Peter Jagers Pdf

This IMA Volume in Mathematics and its Applications CLASSICAL AND MODERN BRANCHING PROCESSES is based on the proceedings with the same title and was an integral part of the 1993-94 IMA program on "Emerging Applications of Probability." We would like to thank Krishna B. Athreya and Peter J agers for their hard work in organizing this meeting and in editing the proceedings. We also take this opportunity to thank the National Science Foundation, the Army Research Office, and the National Security Agency, whose financial support made this workshop possible. A vner Friedman Robert Gulliver v PREFACE The IMA workshop on Classical and Modern Branching Processes was held during June 13-171994 as part of the IMA year on Emerging Appli cations of Probability. The organizers of the year long program identified branching processes as one of the active areas in which a workshop should be held. Krish na B. Athreya and Peter Jagers were asked to organize this. The topics covered by the workshop could broadly be divided into the following areas: 1. Tree structures and branching processes; 2. Branching random walks; 3. Measure valued branching processes; 4. Branching with dependence; 5. Large deviations in branching processes; 6. Classical branching processes.

Author : Peter Kotelenez
Publisher : Springer Science & Business Media
Page : 452 pages
File Size : 42,5 Mb
Release : 2007-12-05
Category : Mathematics
ISBN : 9780387743172

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Stochastic Ordinary and Stochastic Partial Differential Equations by Peter Kotelenez Pdf

Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. Coverage first describes the transition from the microscopic equations to the mesoscopic equations. It then covers a general system for the positions of the large particles.

Author : Zenghu Li
Publisher : Springer Nature
Page : 481 pages
File Size : 51,9 Mb
Release : 2023-04-14
Category : Mathematics
ISBN : 9783662669105

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Measure-Valued Branching Markov Processes by Zenghu Li Pdf

This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein–Uhlenbeck type processes. Measure-valued branching processes arise as high density limits of branching particle systems. The first part of the book gives an analytic construction of a special class of such processes, the Dawson–Watanabe superprocesses, which includes the finite-dimensional continuous-state branching process as an example. Under natural assumptions, it is shown that the superprocesses have Borel right realizations. Transformations are then used to derive the existence and regularity of several different forms of the superprocesses. This technique simplifies the constructions and gives useful new perspectives. Martingale problems of superprocesses are discussed under Feller type assumptions. The second part investigates immigration structures associated with the measure-valued branching processes. The structures are formulated by skew convolution semigroups, which are characterized in terms of infinitely divisible probability entrance laws. A theory of stochastic equations for one-dimensional continuous-state branching processes with or without immigration is developed, which plays a key role in the construction of measure flows of those processes. The third part of the book studies a class of Ornstein-Uhlenbeck type processes in Hilbert spaces defined by generalized Mehler semigroups, which arise naturally in fluctuation limit theorems of the immigration superprocesses. This volume is aimed at researchers in measure-valued processes, branching processes, stochastic analysis, biological and genetic models, and graduate students in probability theory and stochastic processes.

Author : Sergio Albeverio,Ruzong Fan,Frederik S. Herzberg
Publisher : Springer Science & Business Media
Page : 295 pages
File Size : 54,6 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 : Imre Csiszár,György Michaletzky
Publisher : Springer Science & Business Media
Page : 384 pages
File Size : 40,5 Mb
Release : 1997
Category : Mathematics
ISBN : 0817639713

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Stochastic Differential and Difference Equations by Imre Csiszár,György Michaletzky Pdf

Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S whose Densities Evolve in a Finite-Dimensional Family.- Composition of Skeletons and Support Theorems.- Invariant Measure for a Wave Equation on a Riemannian Manifold.- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems.- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima.- Rate of Convergence of Moments of Spall's SPSA Method.- General Setting for Stochastic Processes Associated with Quantum Fields.- On a Class of Semilinear Stochastic Partial Differential Equations.- Parallel Numerical Solution of a Class of Volterra Integro-Differential Equations.- On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations.- On Stationarity of Additive Bilinear State-space Representation of Time Series.- On Convergence of Approximations of Ito-Volterra Equations.- Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis.- Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties.- Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback.- Forecast of Lévy's Brownian Motion as the Observation Domain Undergoes Deformation.- A Maximal Inequality for the Skorohod Integral.- On the Kinematics of Stochastic Mechanics.- Stochastic Equations in Formal Mappings.- On Fisher's Information Matrix of an ARMA Process.- Statistical Analysis of Nonlinear and NonGaussian Time Series.- Bilinear Stochastic Systems with Long Range Dependence in Continuous Time.- On Support Theorems for Stochastic Nonlinear Partial Differential Equations.- Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control.- Invariant Measures for Diffusion Processes in Conuclear Spaces.- Degree Theory on Wiener Space and an Application to a Class of SPDEs.- On the Interacting Measure-Valued Branching Processes.

Author : Peter Charles Greiner,Canadian Mathematical Society. Seminar
Publisher : American Mathematical Soc.
Page : 332 pages
File Size : 48,5 Mb
Release : 1997-01-01
Category : Mathematics
ISBN : 0821870149

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Partial Differential Equations and Their Applications by Peter Charles Greiner,Canadian Mathematical Society. Seminar Pdf

Just list for purposes of NBB.

Author : Jie Xiong
Publisher : World Scientific
Page : 177 pages
File Size : 53,8 Mb
Release : 2013
Category : Mathematics
ISBN : 9789814452366

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Three Classes of Nonlinear Stochastic Partial Differential Equations by Jie Xiong Pdf

The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such SPDEs. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear SPDEs.

Author : Anonim
Publisher : Unknown
Page : 692 pages
File Size : 47,9 Mb
Release : 1995
Category : Mathematics
ISBN : UOM:39015038872779

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Mathematical Reviews by Anonim Pdf

Author : John J. Benedetto
Publisher : CRC Press
Page : 668 pages
File Size : 41,9 Mb
Release : 2020-03-10
Category : Mathematics
ISBN : 9781000674156

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Journal of Fourier Analysis and Applications Special Issue by John J. Benedetto Pdf

The Journal of Fourier Analysis and Applications is a journal of the mathematical sciences devoted to Fourier analysis and its applications. The subject of Fourier analysis has had a major impact on the development of mathematics, on the understanding of many engineering and scientific phenomena, and on the solution of some of the most important problems in mathematics and the sciences. At the end of June 1993, a large Conference in Harmonic Analysis was held at the University of Paris-Sud at Orsay to celebrate the prominent role played by Jean-Pierre Kahane and his numerous achievements in this field. The large variety of topics discussed in this meeting, ranging from classical Harmonic Analysis to Probability Theory, reflects the intense mathematical curiosity and the broad mathematical interest of Jean-Pierre Kahane. Indeed, all of them are connected to his work. The mornings were devoted to plenary addresses while up to four parallel sessions took place in the afternoons. Altogether, there were about eighty speakers. This wide range of subjects appears in these proceedings which include thirty six articles.

Author : Galia Devora Dafni,Robert John McCann,Alina Stancu
Publisher : American Mathematical Soc.
Page : 241 pages
File Size : 50,9 Mb
Release : 2013
Category : Mathematics
ISBN : 9780821894187

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Analysis and Geometry of Metric Measure Spaces by Galia Devora Dafni,Robert John McCann,Alina Stancu Pdf

Contains lecture notes from most of the courses presented at the 50th anniversary edition of the Seminaire de Mathematiques Superieure in Montreal. This 2011 summer school was devoted to the analysis and geometry of metric measure spaces, and featured much interplay between this subject and the emergent topic of optimal transportation.