Spectral methods in infinite-dimensional analysis. 1 (1995)
Title | Spectral methods in infinite-dimensional analysis. 1 (1995) PDF eBook |
Author | I︠U︡riĭ Makarovich Berezanskiĭ |
Publisher | Springer Science & Business Media |
Pages | 600 |
Release | 1994 |
Genre | Degree of freedom |
ISBN | 9780792328476 |
Spectral methods in infinite-dimensional analysis. 2 (1995)
Title | Spectral methods in infinite-dimensional analysis. 2 (1995) PDF eBook |
Author | I︠U︡riĭ Makarovich Berezanskiĭ |
Publisher | Springer Science & Business Media |
Pages | 448 |
Release | 1995 |
Genre | Degree of freedom |
ISBN | 9780792328483 |
Spectral Methods in Infinite-Dimensional Analysis
Title | Spectral Methods in Infinite-Dimensional Analysis PDF eBook |
Author | Yu.M. Berezansky |
Publisher | Springer Science & Business Media |
Pages | 983 |
Release | 2013-06-29 |
Genre | Mathematics |
ISBN | 940110509X |
The Russian edition of this book appeared 5 years ago. Since that time, many results have been improved upon and new approaches to the problems investigated in the book have appeared. But the greatest surprise for us was to discover that there exists a large group of mathematicians working in the area of the so-called White Noise Analysis which is closely connected with the essential part of our book, namely, with the theory of generalized functions of infinitely many variables. The first papers dealing with White Noise Analysis were written by T. Hida in Japan in 1975. Later, this analysis was devel oped intensively in Japan, Germany, U.S.A., Taipei, and in other places. The related problems of infinite-dimensional analysis have been studied in Kiev since 1967, and the theory of generalized functions of infinitely many variables has been in vestigated since 1973. However, due to the political system in the U.S.S.R., contact be tween Ukrainian and foreign mathematicians was impossible for a long period of time. This is why, to our great regret, only at the end of 1988 did one of the authors meet L. Streit who told him about the existence of White Noise Analysis. And it become clear that many results in these two theories coincide and that, in fact, there exists a single theory and not two distinct ones.
Introduction to Infinite Dimensional Stochastic Analysis
Title | Introduction to Infinite Dimensional Stochastic Analysis PDF eBook |
Author | Zhi-yuan Huang |
Publisher | Springer Science & Business Media |
Pages | 308 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 9401141088 |
The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematical physics, the first steps in this field were taken by V. Volterra, R. GateallX, P. Levy and M. Frechet, among others (see the preface to Levy[2]). Nevertheless, the most fruitful direction in this field is the infinite dimensional integration theory initiated by N. Wiener and A. N. Kolmogorov which is closely related to the developments of the theory of stochastic processes. It was Wiener who constructed for the first time in 1923 a probability measure on the space of all continuous functions (i. e. the Wiener measure) which provided an ideal math ematical model for Brownian motion. Then some important properties of Wiener integrals, especially the quasi-invariance of Gaussian measures, were discovered by R. Cameron and W. Martin[l, 2, 3]. In 1931, Kolmogorov[l] deduced a second partial differential equation for transition probabilities of Markov processes order with continuous trajectories (i. e. diffusion processes) and thus revealed the deep connection between theories of differential equations and stochastic processes. The stochastic analysis created by K. Ito (also independently by Gihman [1]) in the forties is essentially an infinitesimal analysis for trajectories of stochastic processes. By virtue of Ito's stochastic differential equations one can construct diffusion processes via direct probabilistic methods and treat them as function als of Brownian paths (i. e. the Wiener functionals).
Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju
Title | Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju PDF eBook |
Author | Zhen-qing Chen |
Publisher | World Scientific |
Pages | 618 |
Release | 2014-11-27 |
Genre | Mathematics |
ISBN | 981459654X |
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.
Feynman-Kac-Type Theorems and Gibbs Measures on Path Space
Title | Feynman-Kac-Type Theorems and Gibbs Measures on Path Space PDF eBook |
Author | József Lörinczi |
Publisher | Walter de Gruyter |
Pages | 521 |
Release | 2011-08-29 |
Genre | Mathematics |
ISBN | 3110203731 |
This monograph offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. These ideas are then applied principally to a rigorous treatment of some fundamental models of quantum field theory. In this self-contained presentation of the material both beginners and experts are addressed, while putting emphasis on the interdisciplinary character of the subject.
Differential and Integral Operators
Title | Differential and Integral Operators PDF eBook |
Author | Israel C. Gohberg |
Publisher | Birkhäuser |
Pages | 333 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 3034887892 |
This and the next volume of the OT series contain the proceedings of the Work shop on Operator Theory and its Applications, IWOTA 95, which was held at the University of Regensburg, Germany, July 31 to August 4, 1995. It was the eigth workshop of this kind. Following is a list of the seven previous workshops with reference to their proceedings: 1981 Operator Theory (Santa Monica, California, USA) 1983 Applications of Linear Operator Theory to Systems and Networks (Rehovot, Israel), OT 12 1985 Operator Theory and its Applications (Amsterdam, The Netherlands), OT 19 1987 Operator Theory and Functional Analysis (Mesa, Arizona, USA), OT 35 1989 Matrix and Operator Theory (Rotterdam, The Netherlands), OT 50 1991 Operator Theory and Complex Analysis (Sapporo, Japan), OT 59 1993 Operator Theory and Boundary Eigenvalue Problems (Vienna, Austria), OT 80 IWOTA 95 offered a rich programme on a wide range of latest developments in operator theory and its applications. The programme consisted of 6 invited plenary lectures, 54 invited special topic lectures and more than 100 invited session talks. About 180 participants from 25 countries attended the workshop, more than a third came from Eastern Europe. The conference covered different aspects of linear and nonlinear spectral prob lems, starting with problems for abstract operators up to spectral theory of ordi nary and partial differential operators, pseudodifferential operators, and integral operators. The workshop was also focussed on operator theory in spaces with indefinite metric, operator functions, interpolation and extension problems.