Differentiability Of Six Operators On Nonsmooth Functions And P Variation
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Differentiability Of Six Operators On Nonsmooth Functions And P Variation
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Author : R. M. Dudley
language : en
Publisher: Springer
Release Date : 2006-12-08
Differentiability Of Six Operators On Nonsmooth Functions And P Variation written by R. M. Dudley and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-12-08 with Mathematics categories.
The book is about differentiability of six operators on functions or pairs of functions: composition (f of g), integration (of f dg), multiplication and convolution of two functions, both varying, and the product integral and inverse operators for one function. The operators are differentiable with respect to p-variation norms with optimal remainder bounds. Thus the functions as arguments of the operators can be nonsmooth, possibly discontinuous, but four of the six operators turn out to be analytic (holomorphic) for some p-variation norms. The reader will need to know basic real analysis, including Riemann and Lebesgue integration. The book is intended for analysts, statisticians and probabilists. Analysts and statisticians have each studied the differentiability of some of the operators from different viewpoints, and this volume seeks to unify and expand their results.
Differentiability Of Six Operators On Nonsmooth Functions And P Variation
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Author : R. M. Dudley
language : en
Publisher:
Release Date : 2014-01-15
Differentiability Of Six Operators On Nonsmooth Functions And P Variation written by R. M. Dudley 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.
Ecole D Ete De Probabilites De Saint Flour
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Author : J. Bertoin
language : en
Publisher: Springer Science & Business Media
Release Date : 1999-11-17
Ecole D Ete De Probabilites De Saint Flour written by J. Bertoin 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 1999-11-17 with Mathematics categories.
Lecture Notes in Mathematics This series reports on new developments in mathematical research and teaching - quickly, informally and at a high level. The type of material considered for publication includes 1. Research monographs 2. Lectures on a new field or presentations of a new angle in a classical field 3. Summer schools and intensive courses on topics of current research Texts which are out of print but still in demand may also be considered. The timeliness of a manuscript is sometimes more important than its form, which might be preliminary or tentative. Details of the editorial policy can be found on the inside front-cover of a current volume. Manuscripts should be submitted in camera-ready form according to Springer-Verlag's specification: technical instructions will be sent on request. TEX macros may be found at: http://www.springer.de/math/authors/b-tex.html Select the version of TEX you use and then click on "Monographs". A subject index should be included. We recommend contacting the publisher or the series editors at an early stage of your project. Addresses are given on the inside back-cover.
L Vy Processes
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Author : Ole E Barndorff-Nielsen
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
L Vy Processes written by Ole E Barndorff-Nielsen 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.
A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes.
Brownian Motion
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Author : René L. Schilling
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2014-06-18
Brownian Motion written by René L. Schilling and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-18 with Mathematics categories.
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
Monomialization Of Morphisms From 3 Folds To Surfaces
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Author : Steven D. Cutkosky
language : en
Publisher: Springer
Release Date : 2004-10-13
Monomialization Of Morphisms From 3 Folds To Surfaces written by Steven D. Cutkosky and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-10-13 with Mathematics categories.
A morphism of algebraic varieties (over a field characteristic 0) is monomial if it can locally be represented in e'tale neighborhoods by a pure monomial mappings. The book gives proof that a dominant morphism from a nonsingular 3-fold X to a surface S can be monomialized by performing sequences of blowups of nonsingular subvarieties of X and S. The construction is very explicit and uses techniques from resolution of singularities. A research monograph in algebraic geometry, it addresses researchers and graduate students.
Moduli Of Families Of Curves For Conformal And Quasiconformal Mappings
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Author : Alexander Vasilʹev
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-07-23
Moduli Of Families Of Curves For Conformal And Quasiconformal Mappings written by Alexander Vasilʹev 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 2002-07-23 with Mathematics categories.
The monograph is concerned with the modulus of families of curves on Riemann surfaces and its applications to extremal problems for conformal, quasiconformal mappings, and the extension of the modulus onto Teichmller spaces. The main part of the monograph deals with extremal problems for compact classes of univalent conformal and quasiconformal mappings. Many of them are grouped around two-point distortion theorems. Montel's functions and functions with fixed angular derivatives are also considered. The last portion of problems is directed to the extension of the modulus varying the complex structure of the underlying Riemann surface that sheds some new light on the metric problems of Teichmller spaces.
Manis Valuations And Pr Fer Extensions I
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Author : Manfred Knebusch
language : en
Publisher: Springer
Release Date : 2004-10-19
Manis Valuations And Pr Fer Extensions I written by Manfred Knebusch and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-10-19 with Mathematics categories.
The present book is devoted to a study of relative Prüfer rings and Manis valuations, with an eye to application in real and p-adic geometry. If one wants to expand on the usual algebraic geometry over a non-algebraically closed base field, e.g. a real closed field or p-adically closed field, one typically meets lots of valuation domains. Usually they are not discrete and hence not noetherian. Thus, for a further develomemt of real algebraic and real analytic geometry in particular, and certainly also rigid analytic and p-adic geometry, new chapters of commutative algebra are needed, often of a non-noetherian nature. The present volume presents one such chapter.
Cooperative Decision Making In Common Pool Situations
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Author : Holger I. Meinhardt
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Cooperative Decision Making In Common Pool Situations written by Holger I. Meinhardt 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 Business & Economics categories.
The monograph gives a theoretical explanation of observed cooperative behavior in common pool situations. The incentives for cooperative decision making are investigated by means of a cooperative game theoretical framework. In a first step core existence results are worked out. Whereas general core existence results provide us with an answer for mutual cooperation, nothing can be said how strong these incentives and how stable these cooperative agreements are. To clarify these questions the convexity property for common pool TU-games in scrutinized in a second step. It is proved that the convexity property holds for a large subclass of symmetrical as well as asymmetrical cooperative common pool games. Core existence and the convexity results provide us with a theoretical explanation to bridge the gap between the observation in field studies for cooperation and the noncooperative prediction that the common pool resource will be overused and perhaps endangered.
Quilts Central Extensions Braid Actions And Finite Groups
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Author : Timothy M. Hsu
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-05-06
Quilts Central Extensions Braid Actions And Finite Groups written by Timothy M. Hsu 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 2000-05-06 with Mathematics categories.
Quilts are 2-complexes used to analyze actions and subgroups of the 3-string braid group and similar groups. This monograph establishes the fundamentals of quilts and discusses connections with central extensions, braid actions, and finite groups. Most results have not previously appeared in a widely available form, and many results appear in print for the first time. This monograph is accessible to graduate students, as a substantial amount of background material is included. The methods and results may be relevant to researchers interested in infinite groups, moonshine, central extensions, triangle groups, dessins d'enfants, and monodromy actions of braid groups.