New Trends In Stochastic Analysis And Related Topics

Author : Huaizhong Zhao,Aubrey Truman
Publisher : World Scientific
Page : 458 pages
File Size : 52,7 Mb
Release : 2012
Category : Mathematics
ISBN : 9789814360913

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New Trends in Stochastic Analysis and Related Topics by Huaizhong Zhao,Aubrey Truman Pdf

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.

Author : Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner
Publisher : World Scientific
Page : 471 pages
File Size : 41,8 Mb
Release : 2004
Category : Mathematics
ISBN : 9789812561046

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Recent Developments in Stochastic Analysis and Related Topics by Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner Pdf

This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings? (ISTP? / ISI Proceedings)? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences

Author : Sergio Albeverio,Zhi-Ming Ma,Michael Roeckner
Publisher : World Scientific
Page : 468 pages
File Size : 48,9 Mb
Release : 2004-10-21
Category : Mathematics
ISBN : 9789814481328

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Recent Developments in Stochastic Analysis and Related Topics by Sergio Albeverio,Zhi-Ming Ma,Michael Roeckner Pdf

This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field. The proceedings have been selected for coverage in: • Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings) • Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings) • CC Proceedings — Engineering & Physical Sciences Contents:Invariant Gibbs Measures for the 2D Vortex Motion of Fluids (S Albeverio & B Ferrario)Limit Laws for Sums of Random Exponentials (G B Arous et al.)Stochastic Models of Economic Optimization (M-F Chen)Essential Spectrum on Riemannian Manifolds (K D Elworthy & F-Y Wang)Lévy Process on Real Lie Algebras (U Franz)Wick Rotation for Holomorphic Random Fields (H Gottschalk)Stochastic Mollifier and Nash Inequality (R Léandre)Precise Estimations Related to Large Deviations (S Liang)Stochastic Holonomy (I Mitoma)Independence and Product Systems (M Skeide)and other papers Readership: Graduate students, teachers and researchers in stochastic analysis. Keywords:Stochastic Analysis;Infinite Dimensional Analysis;Quantum Probability;Pseudo-Differential Operators;Random Media;Stochastic Finance;Stochastic Partial Differential Equation

Author : Laurent Decreusefond,Bernt Oksendal,Ali S. Üstünel
Publisher : Springer Science & Business Media
Page : 252 pages
File Size : 48,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461201571

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Stochastic Analysis and Related Topics VII by Laurent Decreusefond,Bernt Oksendal,Ali S. Üstünel Pdf

One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gross, a prominent developer of the theory. Another concise but complete survey of Hausdorff measures on Wiener space and its applications to Malliavin Calculus is given by D. Feyel, one of the most active specialists in this area. Other survey articles deal with short-time asymptotics of diffusion pro cesses with values in infinite dimensional manifolds and large deviations of diffusions with discontinuous drifts. A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space. Professional mathematicians looking for an overview of the state-of-the art in the above subjects will find this book helpful. In addition, graduate students as well as researchers whose domain requires stochastic analysis will find the original results of interest for their own research. The organizers acknowledge gratefully the financial help ofthe University of Oslo, and the invaluable aid of Professor Bernt 0ksendal and l'Ecole Nationale Superieure des Telecommunications.

Author : J.E. Lindstrom
Publisher : CRC Press
Page : 302 pages
File Size : 41,5 Mb
Release : 1993-12-08
Category : Mathematics
ISBN : 2881249485

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Stochastic Analysis and Related Topics by J.E. Lindstrom Pdf

First published in 1993. Routledge is an imprint of Taylor & Francis, an informa company.

Author : Tusheng Zhang,Xun Yu Zhou
Publisher : World Scientific
Page : 465 pages
File Size : 46,7 Mb
Release : 2012
Category : Business & Economics
ISBN : 9789814383578

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Stochastic Analysis and Applications to Finance by Tusheng Zhang,Xun Yu Zhou Pdf

A collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. It covers the topics ranging from Markov processes, backward stochastic differential equations, stochastic partial differential equations, and stochastic control, to risk measure and risk theory.

Author : M M Rao
Publisher : World Scientific
Page : 576 pages
File Size : 43,8 Mb
Release : 2013-11-26
Category : Mathematics
ISBN : 9789814551298

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Real and Stochastic Analysis by M M Rao Pdf

This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Analysis and its impact on abstract analysis. The book focuses on treating problems in areas that serve as a launching pad for continual research. Contents:Gaussian Measures on Infinite Dimensional Spaces (V I Bogachev)Random Fields and Hypergroups (Herbert Heyer)A Concise Exposition of Large Deviations (F Hiai)Quantum White Noise Calculus and Applications (Un Cig Ji and Nobuaki Obata)Weak Radon–Nikodým Derivatives, Dunford–Schwartz Type Integration, and Cramér and Karhunen Processes (Yûichirô Kakihara)Entropy, SDE–LDP and Fenchel–Legendre–Orlicz Classes (M M Rao)Bispectral Density Estimation in Harmonizable Processes (H Soedjak) Readership: Graduate students and researchers in Probability and Stochastic Analysis. Keywords:Stochastic Measures;Stochastic Differential Equations;RSA-Current TrendsKey Features:The book covers new developments in Stochastic AnalysisThe research works contain detailed exposition to induce new researchers

Author : M. M. Rao
Publisher : Springer Science & Business Media
Page : 411 pages
File Size : 53,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461220541

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Real and Stochastic Analysis by M. M. Rao Pdf

As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus the interplay between real (functional) analysis and stochastic analysis show their mutual benefits and advance the subjects. The presentation of each article, given as a chapter, is in a research-expository style covering the respective topics in depth. In fact, most of the details are included so that each work is essentially self contained and thus will be of use both for advanced graduate students and other researchers interested in the areas considered. Moreover, numerous new problems for future research are suggested in each chapter. The presented articles contain a substantial number of new results as well as unified and simplified accounts of previously known ones. A large part of the material cov ered is on stochastic differential equations on various structures, together with some applications. Although Brownian motion plays a key role, (semi-) martingale theory is important for a considerable extent. Moreover, noncommutative analysis and probabil ity have a prominent role in some chapters, with new ideas and results. A more detailed outline of each of the articles appears in the introduction and outline to assist readers in selecting and starting their work. All chapters have been reviewed.

Author : Jeff Englebert
Publisher : CRC Press
Page : 186 pages
File Size : 54,7 Mb
Release : 1996-02-09
Category : Mathematics
ISBN : 2884490698

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Stochastic Processes and Related Topics by Jeff Englebert Pdf

The aim of this volume is to make accessible to a greater audience papers given at the 10th Winterschool on Stochastic Processes in Siegmundsburg, Germany, March 1994. The papers include developments in stochastic analysis, applications to finance mathematics, Markov processes and diffusion processes, stochastic differential equations and stochastic partial differential equations.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 49,9 Mb
Release : 2024-06-13
Category : Electronic
ISBN : 9789814467605

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Recent Development in Stochastic Dynamics and Stochastic Analysis by Anonim Pdf

Author : Hiroshi Kunita
Publisher : Springer
Page : 352 pages
File Size : 48,5 Mb
Release : 2019-03-26
Category : Mathematics
ISBN : 9789811338014

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Stochastic Flows and Jump-Diffusions by Hiroshi Kunita Pdf

This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.

Author : Elworthy K David,Kusuoka S,Shigekawa Ichiro
Publisher : World Scientific
Page : 440 pages
File Size : 53,5 Mb
Release : 1997-05-05
Category : Electronic
ISBN : 9789814547123

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New Trends In Stochastic Analysis: Proceedings Of The Tanaguchi International Symposium by Elworthy K David,Kusuoka S,Shigekawa Ichiro Pdf

Advances in semi-automated high-throughput image data collection routines, coupled with a decline in storage costs and an increase in high-performance computing solutions have led to an exponential surge in data collected by biomedical scientists and medical practitioners. Interpreting this raw data is a challenging task, and nowhere is this more evident than in the field of opthalmology. The sheer speed at which data on cataracts, diabetic retinopathy, glaucoma and other eye disorders are collected, makes it impossible for the human observer to directly monitor subtle, yet critical details.This book is a novel and well-timed endeavor to present, in an amalgamated format, computational image modeling methods as applied to various extrinsic scientific problems in ophthalmology. It is self-contained and presents a highly comprehensive array of image modeling algorithms and methodologies relevant to ophthalmologic problems. The book is the first of its kind, bringing eye imaging and multi-dimensional hyperspectral imaging and data fusion of the human eye, into focus.The editors are at the top of their fields and bring a strong multidisciplinary synergy to this visionary volume. Their “inverted-pyramid” approach in presenting the content, and focus on core applications, will appeal to students and practitioners in the field.

Author : Thomas Gerstner,Peter E. Kloeden
Publisher : World Scientific
Page : 481 pages
File Size : 46,6 Mb
Release : 2013
Category : Business & Economics
ISBN : 9789814436434

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Recent Developments in Computational Finance by Thomas Gerstner,Peter E. Kloeden Pdf

Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.

Author : Wang Wei,Chen Xiaopeng,Lv Yan
Publisher : World Scientific
Page : 240 pages
File Size : 47,9 Mb
Release : 2019-05-07
Category : Mathematics
ISBN : 9789811200366

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Stochastic Pdes And Modelling Of Multiscale Complex System by Wang Wei,Chen Xiaopeng,Lv Yan Pdf

This volume is devoted to original research results and survey articles reviewing recent developments in reduction for stochastic PDEs with multiscale as well as application to science and technology, and to present some future research direction. This volume includes a dozen chapters by leading experts in the area, with a broad audience in mind. It should be accessible to graduate students, junior researchers and other professionals who are interested in the subject. We also take this opportunity to celebrate the contributions of Professor Anthony J Roberts, an internationally leading figure on the occasion of his 60th years birthday in 2017.

Author : Lubomir Banas,Zdzislaw Brzezniak,Mikhail Neklyudov,Andreas Prohl
Publisher : Walter de Gruyter
Page : 248 pages
File Size : 46,5 Mb
Release : 2013-12-18
Category : Mathematics
ISBN : 9783110307108

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Stochastic Ferromagnetism by Lubomir Banas,Zdzislaw Brzezniak,Mikhail Neklyudov,Andreas Prohl Pdf

This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). The first part of the book studies the role of noise in finite ensembles of nanomagnetic particles: we show geometric ergodicity of a unique invariant measure of Gibbs type and study related properties of approximations of the SLLG, including time discretization and Ginzburg-Landau type penalization. In the second part we propose an implementable space-time discretization using random walks to construct a weak martingale solution of the corresponding stochastic partial differential equation which describes the magnetization process of infinite spin ensembles. The last part of the book is concerned with a macroscopic deterministic equation which describes temperature effects on macro-spins, i.e. expectations of the solutions to the SLLG. Furthermore, comparative computational studies with the stochastic model are included. We use constructive tools such as e.g. finite element methods to derive the theoretical results, which are then used for computational studies. The numerical experiments motivate an interesting interplay between inherent geometric and stochastic effects of the SLLG which still lack a rigorous analytical understanding: the role of space-time white noise, possible finite time blow-up behavior of solutions, long-time asymptotics, and effective dynamics.