Approximation Theorems Of Wong Zakai Type For Stochastic Differential Equations In Infinite Dimensions

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Approximation Theorems Of Wong Zakai Type For Stochastic Differential Equations In Infinite Dimensions

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Author : Krystyna Twardowska
language : en
Publisher:
Release Date : 1993

Approximation Theorems Of Wong Zakai Type For Stochastic Differential Equations In Infinite Dimensions written by Krystyna Twardowska and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Approximation theory categories.

Probabilistic Models For Nonlinear Partial Differential Equations

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Author : Carl Graham
language : en
Publisher: Springer
Release Date : 2006-11-13

Probabilistic Models For Nonlinear Partial Differential Equations written by Carl Graham and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-13 with Mathematics categories.

The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.

Stochastic Partial Differential Equations And Applications

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Author : Giuseppe Da Prato
language : en
Publisher: CRC Press
Release Date : 2002-04-05

Stochastic Partial Differential Equations And Applications written by Giuseppe Da Prato and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-04-05 with Mathematics categories.

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.

Stochastic Differential And Difference Equations

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Author : Imre Csiszar
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stochastic Differential And Difference Equations written by Imre Csiszar 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.

General Stochastic Measures

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Author : Vadym M. Radchenko
language : en
Publisher: John Wiley & Sons
Release Date : 2022-09-21

General Stochastic Measures written by Vadym M. Radchenko and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-09-21 with Mathematics categories.

This book is devoted to the study of stochastic measures (SMs). An SM is a sigma-additive in probability random function, defined on a sigma-algebra of sets. SMs can be generated by the increments of random processes from many important classes such as square-integrable martingales and fractional Brownian motion, as well as alpha-stable processes. SMs include many well-known stochastic integrators as partial cases. General Stochastic Measures provides a comprehensive theoretical overview of SMs, including the basic properties of the integrals of real functions with respect to SMs. A number of results concerning the Besov regularity of SMs are presented, along with equations driven by SMs, types of solution approximation and the averaging principle. Integrals in the Hilbert space and symmetric integrals of random functions are also addressed. The results from this book are applicable to a wide range of stochastic processes, making it a useful reference text for researchers and postgraduate or postdoctoral students who specialize in stochastic analysis.

Real And Stochastic Analysis

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Author : M. M. Rao
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Real And Stochastic Analysis written by M. M. Rao 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.

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 Transport In Upper Ocean Dynamics

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Author : Bertrand Chapron
language : en
Publisher: Springer Nature
Release Date : 2022-12-13

Stochastic Transport In Upper Ocean Dynamics written by Bertrand Chapron and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-13 with Mathematics categories.

This open access proceedings volume brings selected, peer-reviewed contributions presented at the Stochastic Transport in Upper Ocean Dynamics (STUOD) 2021 Workshop, held virtually and in person at the Imperial College London, UK, September 20–23, 2021. The STUOD project is supported by an ERC Synergy Grant, and led by Imperial College London, the National Institute for Research in Computer Science and Automatic Control (INRIA) and the French Research Institute for Exploitation of the Sea (IFREMER). The project aims to deliver new capabilities for assessing variability and uncertainty in upper ocean dynamics. It will provide decision makers a means of quantifying the effects of local patterns of sea level rise, heat uptake, carbon storage and change of oxygen content and pH in the ocean. Its multimodal monitoring will enhance the scientific understanding of marine debris transport, tracking of oil spills and accumulation of plastic in the sea. All topics of these proceedings are essential to the scientific foundations of oceanography which has a vital role in climate science. Studies convened in this volume focus on a range of fundamental areas, including: Observations at a high resolution of upper ocean properties such as temperature, salinity, topography, wind, waves and velocity; Large scale numerical simulations; Data-based stochastic equations for upper ocean dynamics that quantify simulation error; Stochastic data assimilation to reduce uncertainty. These fundamental subjects in modern science and technology are urgently required in order to meet the challenges of climate change faced today by human society. This proceedings volume represents a lasting legacy of crucial scientific expertise to help meet this ongoing challenge, for the benefit of academics and professionals in pure and applied mathematics, computational science, data analysis, data assimilation and oceanography.

Stability Of Stochastic Differential Equations Driven By General Semimartingales

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Author : Leszek Słomiński
language : en
Publisher:
Release Date : 1996

Stability Of Stochastic Differential Equations Driven By General Semimartingales written by Leszek Słomiński and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Semimartingales (Mathematics) categories.

Topological And Approximation Methods Of Degree Theory Of Set Valued Maps

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Author : Wojciech Kryszewski
language : en
Publisher:
Release Date : 1994

Topological And Approximation Methods Of Degree Theory Of Set Valued Maps written by Wojciech Kryszewski and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Approximation theory categories.

Finite And Infinite Dimensional Analysis In Honor Of Leonard Gross

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Author : Hui-Hsiung Kuo
language : en
Publisher: American Mathematical Soc.
Release Date : 2003

Finite And Infinite Dimensional Analysis In Honor Of Leonard Gross written by Hui-Hsiung Kuo and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.

This book contains the proceedings of the special session in honor of Leonard Gross held at the annual Joint Mathematics Meetings in New Orleans (LA). The speakers were specialists in a variety of fields, and many were Professor Gross's former Ph.D. students and their descendants. Papers in this volume present results from several areas of mathematics. They illustrate applications of powerful ideas that originated in Gross's work and permeate diverse fields. Topics include stochastic partial differential equations, white noise analysis, Brownian motion, Segal-Bargmann analysis, heat kernels, and some applications. The volume should be useful to graduate students and researchers. It provides perspective on current activity and on central ideas and techniques in the topics covered.