Ideas and Methods in Mathematical Analysis, Stochastics, and Applications: Volume 1
Title | Ideas and Methods in Mathematical Analysis, Stochastics, and Applications: Volume 1 PDF eBook |
Author | Sergio Albeverio |
Publisher | Cambridge University Press |
Pages | 528 |
Release | 1992-06-26 |
Genre | Mathematics |
ISBN | 9780521419291 |
A collection of essays by many of the closest co-workers of Raphael Høegh-Krohn.
Stochastic Processes, Physics and Geometry: New Interplays. I
Title | Stochastic Processes, Physics and Geometry: New Interplays. I PDF eBook |
Author | Sergio Albeverio |
Publisher | American Mathematical Soc. |
Pages | 348 |
Release | 2000 |
Genre | Mathematics |
ISBN | 9780821819593 |
This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" 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.
Stochastic Analysis
Title | Stochastic Analysis PDF eBook |
Author | Michael Craig Cranston |
Publisher | American Mathematical Soc. |
Pages | 634 |
Release | 1995 |
Genre | Mathematics |
ISBN | 0821802895 |
This book deals with current developments in stochastic analysis and its interfaces with partial differential equations, dynamical systems, mathematical physics, differential geometry, and infinite-dimensional analysis. The origins of stochastic analysis can be found in Norbert Wiener's construction of Brownian motion and Kiyosi Itô's subsequent development of stochastic integration and the closely related theory of stochastic (ordinary) differential equations. The papers in this volume indicate the great strides that have been made in recent years, exhibiting the tremendous power and diversity of stochastic analysis while giving a clear indication of the unsolved problems and possible future directions for development. The collection represents the proceedings of the AMS Summer Institute on Stochastic Analysis, held in July 1993 at Cornell University. Many of the papers are largely expository in character while containing new results.
Stochastic Analysis and Related Topics
Title | Stochastic Analysis and Related Topics PDF eBook |
Author | J.E. Lindstrom |
Publisher | CRC Press |
Pages | 302 |
Release | 1993-12-08 |
Genre | Mathematics |
ISBN | 9782881249488 |
First published in 1993. Routledge is an imprint of Taylor & Francis, an informa company.
Stochastic Analysis and Applications in Physics
Title | Stochastic Analysis and Applications in Physics PDF eBook |
Author | Ana Isabel Cardoso |
Publisher | Springer Science & Business Media |
Pages | 455 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 9401102198 |
Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6--19, 1993
Singular Perturbations of Differential Operators
Title | Singular Perturbations of Differential Operators PDF eBook |
Author | Sergio Albeverio |
Publisher | Cambridge University Press |
Pages | 454 |
Release | 2000-03-13 |
Genre | Mathematics |
ISBN | 9780521779128 |
This is a systematic mathematical study of differential (and more general self-adjoint) operators.
Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications
Title | Pseudo Differential Operators And Markov Processes, Volume Iii: Markov Processes And Applications PDF eBook |
Author | Niels Jacob |
Publisher | World Scientific |
Pages | 504 |
Release | 2005-06-14 |
Genre | Mathematics |
ISBN | 1783260246 |
This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalizes that of the characteristic exponent of a Levy process and provides a natural link to pseudo-differential operator theory./a