Homepage / Searching for: new trends in stochastic analysis and related topics

Welcome to Read Book Online

Download new trends in stochastic analysis and related topics or read new trends in stochastic analysis and related topics online books in PDF, EPUB and Mobi Format. Click Download or Read Online button to get new trends in stochastic analysis and related topics book now. Note:! If the content not Found, you must refresh this page manually.

New Trends In Stochastic Analysis And Related Topics

DOWNLOAD
Author by : Huaizhong Zhao
Languange Used : en
Release Date : 2012
Publisher by : World Scientific

ISBN : 9789814360913

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....

Real And Stochastic Analysis

DOWNLOAD
Author by : M. M. Rao
Languange Used : en
Release Date : 2012-12-06
Publisher by : Springer Science & Business Media

ISBN : 9781461220541

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....

Stochastic Analysis And Partial Differential Equations

DOWNLOAD
Author by : Gui-Qiang Chen
Languange Used : en
Release Date : 2007
Publisher by : American Mathematical Soc.

ISBN : 9780821840597

This book is a collection of original research papers and expository articles from the scientific program of the 2004-05 Emphasis Year on Stochastic Analysis and Partial Differential Equations at Northwestern University. Many well-known mathematicians attended the events and submitted their contributions for this volume. Topics from stochastic analysis discussed in this volume include stochastic analysis of turbulence, Markov processes, microscopic lattice dynamics, microscopic interacting particle systems, and stochastic analysis on manifolds. Topics from partial differential equations include kinetic equations, hyperbolic conservation laws, Navier-Stokes equations, and Hamilton-Jacobi equations. A variety of methods, such as numerical analysis, homogenization, measure-theoretical analysis, entropy analysis, weak convergence analysis, Fourier analysis, and Ito's calculus, are further developed and applied. All these topics are naturally interrelated and represent a cross-section of the most significant recent advances and current trends and directions in stochastic analysis and partial differential equations. This volume is suitable for researchers and graduate students interested in stochastic analysis, partial differential equations, and related analysis and applications....

Stochastic Analysis And Related Topics

DOWNLOAD
Author by : H. Korezlioglu
Languange Used : en
Release Date : 1993-02-01
Publisher by :

ISBN : 1461203740

...

Stochastic Analysis And Related Topics

DOWNLOAD
Author by : Hayri Korezlioglu
Languange Used : en
Release Date :
Publisher by :

ISBN : 3662181967

...

Trends In Stochastic Analysis

DOWNLOAD
Author by : Jochen Blath
Languange Used : en
Release Date : 2009-04-09
Publisher by : Cambridge University Press

ISBN : 9781139476010

Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are topical surveys of probabilistic tools such as chaining techniques, and of research fields within stochastic analysis, including stochastic dynamics and multifractal analysis. Showcasing the diversity of research activities in the field, this book is essential reading for any student or researcher looking for a guide to modern trends in stochastic analysis and neighbouring fields....

New Trends In Stochastic Analysis Proceedings Of The Tanaguchi International Symposium

DOWNLOAD
Author by : K David Elworthy
Languange Used : en
Release Date : 1997-05-05
Publisher by : World Scientific

ISBN : 9789814547123

The Taniguchi International workshop on 'New Trends in Stochastic Analysis' was held at Charingworth Manor, Gloucestershire, England from September 21-27, 1994. The workshop was followed by a symposium held with the Mathematics Research Centre of the University of Warwick from Sep 28 to Oct 1. In these meetings several of the new directions that stochastic analysis is taking were discussed, ranging from analysis on fractals to analysis on loop spaces.This volume contains articles by 15 participants, reflecting this range of topics. Amongst them are discussed: Sobolev and logrithmic Sobolev inequalities for Markov semigroups, asymptotics for heat equations on the exterior of convex domains, 2 D stochastic Ising models, reaction diffusion equations with noise and new approaches to infinite dimensional stochastic analysis including a Malliavin type calculus for equations driven by 'rough signals'....

Real And Stochastic Analysis

DOWNLOAD
Author by : Malempati Madhusudana Rao
Languange Used : en
Release Date : 2014
Publisher by : World Scientific Publishing Company Incorporated

ISBN : 9814551279

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....

New Trends In Stochastic Analysis

DOWNLOAD
Author by : K. D. Elworthy
Languange Used : en
Release Date : 1997
Publisher by : World Scientific Publishing Company Incorporated

ISBN : 9810228678

...

Stochastic Analysis And Mathematical Physics

DOWNLOAD
Author by : Rolando Rebolledo
Languange Used : en
Release Date : 2012-12-06
Publisher by : Springer Science & Business Media

ISBN : 9781461213727

The seminar on Stochastic Analysis and Mathematical Physics started in 1984 at the Catholic University of Chile in Santiago and has been an on going research activity. Since 1995, the group has organized international workshops as a way of promoting a broader dialogue among experts in the areas of classical and quantum stochastic analysis, mathematical physics and physics. This volume, consisting primarily of contributions to the Third Inter national Workshop on Stochastic Analysis and Mathematical Physics (in Spanish ANESTOC), held in Santiago, Chile, in October 1998, focuses on an analysis of quantum dynamics and related problems in probability the ory. Various articles investigate quantum dynamical semigroups and new results on q-deformed oscillator algebras, while others examine the appli cation of classical stochastic processes in quantum modeling. As in previous workshops, the topic of quantum flows and semigroups occupied an important place. In her paper, R. Carbone uses a spectral type analysis to obtain exponential rates of convergence towards the equilibrium of a quantum dynamical semigroup in the £2 sense. The method is illus trated with a quantum extension of a classical birth and death process. Quantum extensions of classical Markov processes lead to subtle problems of domains. This is in particular illustrated by F. Fagnola, who presents a pathological example of a semigroup for which the largest * -subalgebra (of the von Neumann algebra of bounded linear operators of £2 (lR+, IC)), con tained in the domain of its infinitesimal generator, is not a-weakly dense....