An Introduction To Infinite Dimensional Analysis
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An Introduction To Infinite Dimensional Analysis
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Author : Giuseppe Da Prato
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-08-25
An Introduction To Infinite Dimensional Analysis written by Giuseppe Da Prato and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-08-25 with Mathematics categories.
Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.
Introduction To Infinite Dimensional Stochastic Analysis
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Author : Zhi-yuan Huang
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Introduction To Infinite Dimensional Stochastic Analysis written by Zhi-yuan Huang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
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).
Infinite Dimensional Analysis
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Author : Charalambos D. Aliprantis
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Infinite Dimensional Analysis written by Charalambos D. Aliprantis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.
This book presents functional analytic methods in a unified manner with applications to economics, social sciences, and engineering. Ideal for those without an extensive background in the area, it develops topology, convexity, Banach lattices, integration, correspondences, and the analytic approach to Markov processes. Many of the results were previously available only in esoteric monographs and will interest researchers and students who will find the material readily applicable to problems in control theory and economics.
An Introduction To Infinite Dimensional Linear Systems Theory
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Author : Ruth F. Curtain
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
An Introduction To Infinite Dimensional Linear Systems Theory written by Ruth F. Curtain and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Infinite dimensional systems is now an established area of research. Given the recent trend in systems theory and in applications towards a synthesis of time- and frequency-domain methods, there is a need for an introductory text which treats both state-space and frequency-domain aspects in an integrated fashion. The authors' primary aim is to write an introductory textbook for a course on infinite dimensional linear systems. An important consideration by the authors is that their book should be accessible to graduate engineers and mathematicians with a minimal background in functional analysis. Consequently, all the mathematical background is summarized in an extensive appendix. For the majority of students, this would be their only acquaintance with infinite dimensional systems.
Tools For Infinite Dimensional Analysis
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Author : Jeremy J. Becnel
language : en
Publisher: CRC Press
Release Date : 2020-12-28
Tools For Infinite Dimensional Analysis written by Jeremy J. Becnel and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-28 with Mathematics categories.
Over the past six decades, several extremely important fields in mathematics have been developed. Among these are Itô calculus, Gaussian measures on Banach spaces, Malliavan calculus, and white noise distribution theory. These subjects have many applications, ranging from finance and economics to physics and biology. Unfortunately, the background information required to conduct research in these subjects presents a tremendous roadblock. The background material primarily stems from an abstract subject known as infinite dimensional topological vector spaces. While this information forms the backdrop for these subjects, the books and papers written about topological vector spaces were never truly written for researchers studying infinite dimensional analysis. Thus, the literature for topological vector spaces is dense and difficult to digest, much of it being written prior to the 1960s. Tools for Infinite Dimensional Analysis aims to address these problems by providing an introduction to the background material for infinite dimensional analysis that is friendly in style and accessible to graduate students and researchers studying the above-mentioned subjects. It will save current and future researchers countless hours and promote research in these areas by removing an obstacle in the path to beginning study in areas of infinite dimensional analysis. Features Focused approach to the subject matter Suitable for graduate students as well as researchers Detailed proofs of primary results
Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective
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Author : René Carmona
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-05-22
Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective written by René Carmona and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-22 with Mathematics categories.
This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest rate theory. From the reviews: "A wonderful book. The authors present some cutting-edge math." --WWW.RISKBOOK.COM
Infinite Dimensional Analysis Operators In Hilbert Space Stochastic Calculus Via Representations And Duality Theory
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Author : Palle Jorgensen
language : en
Publisher: World Scientific
Release Date : 2021-01-15
Infinite Dimensional Analysis Operators In Hilbert Space Stochastic Calculus Via Representations And Duality Theory written by Palle Jorgensen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-01-15 with Mathematics categories.
The purpose of this book is to make available to beginning graduate students, and to others, some core areas of analysis which serve as prerequisites for new developments in pure and applied areas. We begin with a presentation (Chapters 1 and 2) of a selection of topics from the theory of operators in Hilbert space, algebras of operators, and their corresponding spectral theory. This is a systematic presentation of interrelated topics from infinite-dimensional and non-commutative analysis; again, with view to applications. Chapter 3 covers a study of representations of the canonical commutation relations (CCRs); with emphasis on the requirements of infinite-dimensional calculus of variations, often referred to as Ito and Malliavin calculus, Chapters 4-6. This further connects to key areas in quantum physics.
Spectral Methods In Infinite Dimensional Analysis
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Author : Yu.M. Berezansky
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Spectral Methods In Infinite Dimensional Analysis written by Yu.M. Berezansky and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.
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.
Infinite Dimensional Analysis
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Author : Charalambos D. Aliprantis
language : en
Publisher:
Release Date : 2014-01-15
Infinite Dimensional Analysis written by Charalambos D. Aliprantis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Infinite Dimensional Dirac Operators And Supersymmetric Quantum Fields
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Author : Asao Arai
language : en
Publisher: Springer Nature
Release Date : 2022-10-18
Infinite Dimensional Dirac Operators And Supersymmetric Quantum Fields written by Asao Arai and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-18 with Science categories.
This book explains the mathematical structures of supersymmetric quantum field theory (SQFT) from the viewpoints of functional and infinite-dimensional analysis. The main mathematical objects are infinite-dimensional Dirac operators on the abstract Boson–Fermion Fock space. The target audience consists of graduate students and researchers who are interested in mathematical analysis of quantum fields, including supersymmetric ones, and infinite-dimensional analysis. The major topics are the clarification of general mathematical structures that some models in the SQFT have in common, and the mathematically rigorous analysis of them. The importance and the relevance of the subject are that in physics literature, supersymmetric quantum field models are only formally (heuristically) considered and hence may be ill-defined mathematically. From a mathematical point of view, however, they suggest new aspects related to infinite-dimensional geometry and analysis. Therefore, it is important to show the mathematical existence of such models first and then study them in detail. The book shows that the theory of the abstract Boson–Fermion Fock space serves this purpose. The analysis developed in the book also provides a good example of infinite-dimensional analysis from the functional analysis point of view, including a theory of infinite-dimensional Dirac operators and Laplacians.