Stochastic Analysis And Related Topics Vi

Author : Laurent Decreusefond,Jon Gjerde,Bernt Oksendal,Suleyman Ustunel
Publisher : Springer Science & Business Media
Page : 414 pages
File Size : 55,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461220220

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Stochastic Analysis and Related Topics VI by Laurent Decreusefond,Jon Gjerde,Bernt Oksendal,Suleyman Ustunel Pdf

This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures " Stochastic Differential Equations with Memory, by S.E.A. Mohammed, " Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank " VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), " CNRS, Centre National de la Recherche Scientifique, " The Department of Mathematics of the University of Oslo, " The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia HØyfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: [email protected] Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail: [email protected] 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: [email protected] Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I

Author : Hayri Korezlioglu,Ali S. Ustunel
Publisher : Springer
Page : 281 pages
File Size : 45,8 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540465966

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Stochastic Analysis and Related Topics II by Hayri Korezlioglu,Ali S. Ustunel Pdf

The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.

Author : Laurent Decreusefond,Jamal Najim
Publisher : Springer Science & Business Media
Page : 222 pages
File Size : 41,6 Mb
Release : 2012-08-04
Category : Mathematics
ISBN : 9783642299827

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Stochastic Analysis and Related Topics by Laurent Decreusefond,Jamal Najim Pdf

Since the early eighties, Ali Süleyman Üstünel has been one of the main contributors to the field of Malliavin calculus. In a workshop held in Paris, June 2010 several prominent researchers gave exciting talks in honor of his 60th birthday. The present volume includes scientific contributions from this workshop. Probability theory is first and foremost aimed at solving real-life problems containing randomness. Markov processes are one of the key tools for modeling that plays a vital part concerning such problems. Contributions on inventory control, mutation-selection in genetics and public-private partnerships illustrate several applications in this volume. Stochastic differential equations, be they partial or ordinary, also play a key role in stochastic modeling. Two of the contributions analyze examples that share a focus on probabilistic tools, namely stochastic analysis and stochastic calculus. Three other papers are devoted more to the theoretical development of these aspects. The volume addresses graduate students and researchers interested in stochastic analysis and its applications.

Author : Ulug Capar
Publisher : Springer Science & Business Media
Page : 224 pages
File Size : 50,6 Mb
Release : 2003-04
Category : Mathematics
ISBN : 3764369981

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Stochastic Analysis and Related Topics VIII by Ulug Capar Pdf

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more. This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus. The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics. Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. Üstünel

Author : Hayri Korezlioglu,Ali S. Ustunel
Publisher : Springer
Page : 384 pages
File Size : 52,6 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540391869

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Stochastic Analysis and Related Topics by Hayri Korezlioglu,Ali S. Ustunel Pdf

The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.

Author : Hayri Korezlioglu,A.S. Ustunel
Publisher : Unknown
Page : 380 pages
File Size : 50,6 Mb
Release : 2024-06-28
Category : Electronic
ISBN : 3662181967

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Stochastic Analysis and Related Topics by Hayri Korezlioglu,A.S. Ustunel Pdf

Author : Laurent Decreusefond
Publisher : Unknown
Page : 412 pages
File Size : 41,8 Mb
Release : 1998
Category : Electronic books
ISBN : OCLC:1269110800

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Stochastic Analysis and Related Topics Vi by Laurent Decreusefond Pdf

This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures • Stochastic Differential Equations with Memory, by S.E. A. Mohammed, • Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank • VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), • CNRS, Centre National de la Recherche Scientifique, • The Department of Mathematics of the University of Oslo, • The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia H¢yfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: [email protected] Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail: [email protected] 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: [email protected] Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I.

Author : Laurent Decreusefond,Jon Gjerde,Bernt Oksendal
Publisher : Unknown
Page : 428 pages
File Size : 54,7 Mb
Release : 1998-12-01
Category : Electronic
ISBN : 1461220238

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Stochastic Analysis and Related Topics VI by Laurent Decreusefond,Jon Gjerde,Bernt Oksendal Pdf

Author : Ioannis Karatzas,Balram Rajput,Murad S. Taqqu
Publisher : Springer Science & Business Media
Page : 391 pages
File Size : 51,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461220305

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Stochastic Processes and Related Topics by Ioannis Karatzas,Balram Rajput,Murad S. Taqqu Pdf

In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu larly related to stable processes from the early seventies until his untimely death in April '95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of research in these fields. The volume is a tribute to the Life and Work of Stamatis by his students, friends, and colleagues whose personal and professional lives he has deeply touched through his generous insights and dedication to his profession. Before the idea of this volume was conceived, two conferences were held in the memory of Stamatis. The first was organized by the University of Athens and the Athens University of Economics and was held in Athens during December 18-19, 1995. The second was a significant part of a Spe cial IMS meeting held at the campus of the University of North Carolina at Chapel Hill during October 17-19, 1996. It is the selfless effort of sev eral people that brought about these conferences. We believe that this is an appropriate place to acknowledge their effort; and on behalf of all the participants, we extend sincere thanks to all these persons.

Author : J.E. Lindstrom
Publisher : CRC Press
Page : 302 pages
File Size : 44,9 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 : Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner
Publisher : World Scientific
Page : 471 pages
File Size : 52,8 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 : A.B. Cruzeiro,J.-C. Zambrini
Publisher : Springer Science & Business Media
Page : 162 pages
File Size : 55,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461201274

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Stochastic Analysis and Mathematical Physics by A.B. Cruzeiro,J.-C. Zambrini Pdf

This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. It is a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics. Key topics covered include: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, and many others.

Author : Huaizhong Zhao,Aubrey Truman
Publisher : World Scientific
Page : 458 pages
File Size : 40,9 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 : Rinaldo B. Schinazi
Publisher : Springer Science & Business Media
Page : 184 pages
File Size : 52,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461215820

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Classical and Spatial Stochastic Processes by Rinaldo B. Schinazi Pdf

This book is intended as a text for a first course in stochastic processes at the upper undergraduate or graduate levels, assuming only that the reader has had a serious calculus course-advanced calculus would even be better-as well as a first course in probability (without measure theory). In guiding the student from the simplest classical models to some of the spatial models, currently the object of considerable research, the text is aimed at a broad audience of students in biology, engineering, mathematics, and physics. The first two chapters deal with discrete Markov chains-recurrence and tran sience, random walks, birth and death chains, ruin problem and branching pro cesses-and their stationary distributions. These classical topics are treated with a modem twist: in particular, the coupling technique is introduced in the first chap ter and is used throughout. The third chapter deals with continuous time Markov chains-Poisson process, queues, birth and death chains, stationary distributions. The second half of the book treats spatial processes. This is the main difference between this work and the many others on stochastic processes. Spatial stochas tic processes are (rightly) known as being difficult to analyze. The few existing books on the subject are technically challenging and intended for a mathemat ically sophisticated reader. We picked several interesting models-percolation, cellular automata, branching random walks, contact process on a tree-and con centrated on those properties that can be analyzed using elementary methods.

Author : H. Korezlioglu,A. S. Ustunel
Publisher : Unknown
Page : 384 pages
File Size : 50,6 Mb
Release : 1993-02-01
Category : Electronic
ISBN : 1461203740

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Stochastic Analysis and Related Topics by H. Korezlioglu,A. S. Ustunel Pdf