Dirichlet Forms And Analysis On Wiener Space
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Dirichlet Forms And Analysis On Wiener Space
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Author : Nicolas Bouleau
language : de
Publisher: Walter de Gruyter
Release Date : 2010-10-13
Dirichlet Forms And Analysis On Wiener Space written by Nicolas Bouleau and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-13 with Mathematics categories.
The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints. First the authors review the theory of Dirichlet forms, but they observe only functional analytic, potential theoretical and algebraic properties. They do not mention the relation with Markov processes or stochastic calculus as discussed in usual books (e.g. Fukushima’s book). Even on analytic properties, instead of mentioning the Beuring-Deny formula, they discuss “carré du champ” operators introduced by Meyer and Bakry very carefully. Although they discuss when this “carré du champ” operator exists in general situation, the conditions they gave are rather hard to verify, and so they verify them in the case of Ornstein-Uhlenbeck operator in Wiener space later. (It should be noticed that one can easily show the existence of “carré du champ” operator in this case by using Shigekawa’s H-derivative.) In the part on Malliavin calculus, the authors mainly discuss the absolute continuity of the probability law of Wiener functionals. The Dirichlet form corresponds to the first derivative only, and so it is not easy to consider higher order derivatives in this framework. This is the reason why they discuss only the first step of Malliavin calculus. On the other hand, they succeeded to deal with some delicate problems (the absolute continuity of the probability law of the solution to stochastic differential equations with Lipschitz continuous coefficients, the domain of stochastic integrals (Itô-Ramer-Skorokhod integrals), etc.). This book focuses on the abstract structure of Dirichlet forms and Malliavin calculus rather than their applications. However, the authors give a lot of exercises and references and they may help the reader to study other topics which are not discussed in this book. Zentralblatt Math, Reviewer: S.Kusuoka (Hongo)
Dirichlet Forms And Stochastic Processes
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Author : Zhiming Ma
language : en
Publisher: Walter de Gruyter
Release Date : 2011-06-24
Dirichlet Forms And Stochastic Processes written by Zhiming Ma and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-24 with Mathematics categories.
The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications.
Transformation Of Measure On Wiener Space
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Author : A.Süleyman Üstünel
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Transformation Of Measure On Wiener Space written by A.Süleyman Üstünel 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 unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and researchers that can be used for courses and seminars.
Probability Theory
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Author : Louis H. Y. Chen
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2015-03-30
Probability Theory written by Louis H. Y. Chen 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 2015-03-30 with Mathematics categories.
No detailed description available for "Probability Theory".
The Mathematics Of Errors
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Author : Nicolas Bouleau
language : en
Publisher: Springer Nature
Release Date : 2022-02-23
The Mathematics Of Errors written by Nicolas Bouleau and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-23 with Mathematics categories.
The Mathematics of Errors presents an original, rigorous and systematic approach to the calculus of errors, targeted at both the engineer and the mathematician. Starting from Gauss's original point of view, the book begins as an introduction suitable for graduate students, leading to recent developments in stochastic analysis and Malliavin calculus, including contributions by the author. Later chapters, aimed at a more mature audience, require some familiarity with stochastic calculus and Dirichlet forms. Sensitivity analysis, in particular, plays an important role in the book. Detailed applications in a range of fields, such as engineering, robotics, statistics, financial mathematics, climate science, or quantum mechanics are discussed through concrete examples. Throughout the book, error analysis is presented in a progressive manner, motivated by examples and appealing to the reader’s intuition. By formalizing the intuitive concept of error and richly illustrating its scope for application, this book provides readers with a blueprint to apply advanced mathematics in practical settings. As such, it will be of immediate interest to engineers and scientists, whilst providing mathematicians with an original presentation. Nicolas Bouleau has directed the mathematics center of the Ecole des Ponts ParisTech for more than ten years. He is known for his theory of error propagation in complex models. After a degree in engineering and architecture, he decided to pursue a career in mathematics under the influence of Laurent Schwartz. He has also written on the production of knowledge, sustainable economics and mathematical models in finance. Nicolas Bouleau is a recipient of the Prix Montyon from the French Academy of Sciences.
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.
Generalized Functionals Of Brownian Motion And Their Applications
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Author : Nasir Uddin Ahmed
language : en
Publisher: World Scientific
Release Date : 2012
Generalized Functionals Of Brownian Motion And Their Applications written by Nasir Uddin Ahmed and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process OCo covering the classical WienerOCoIto class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the WienerOCoSobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology. The monograph develops the notions of compactness and weak compactness on these abstract Fock spaces and their duals, clearly demonstrating their nontrivial applications to stochastic differential equations in finite and infinite dimensional Hilbert spaces, optimization and optimal control problems. Readers will find the book an interesting and easy read as materials are presented in a systematic manner with a complete analysis of classical and generalized functionals of scalar Brownian motion, Gaussian random fields and their vector versions in the increasing order of generality. It starts with abstract Fourier analysis on the Wiener measure space where a striking similarity of the celebrated RieszOCoFischer theorem for separable Hilbert spaces and the space of WienerOCoIto functionals is drawn out, thus providing a clear insight into the subject.
Partial Differential Operators And Mathematical Physics
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Author : Michael Demuth
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Partial Differential Operators And Mathematical Physics written by Michael Demuth and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The book contains the contributions to the conference on "Partial Differential Equations" held in Holzhau (Germany) in July 1994, where outstanding specialists from analysis, geometry and mathematical physics reviewed recent progress and new interactions in these areas. Topics of special interest at the conference and which now form the core of this volume are hyperbolic operators, spectral theory for elliptic operators, eta-invariant, singular configura- tions and asymptotics, Bergman-kernel, attractors of non-autonomous evolution equations, pseudo-differential boundary value problems, Mellin pseudo- differential operators, approximation and stability problems for elliptic operators, and operator determinants. In spectral theory adiabatic and semiclassical limits, Dirichlet decoupling and domain perturbations, capacity of obstacles, limiting absorption problems, N-body scattering, and number of bound states are considered. Schrödinger operators are studied with magnetic fields, with random and with many-body potentials, and for nonlinear problems. In semigroup theory the Feller property, errors for product formulas, fractional powers of generators, and functional integration for relativistic semigroups are analyzed.
Arbitrage Credit And Informational Risks
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Author : Ying Jiao
language : en
Publisher: World Scientific
Release Date : 2014-03-27
Arbitrage Credit And Informational Risks written by Ying Jiao and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-27 with Mathematics categories.
This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into three parts which treat each of these topics.
Surveys In Stochastic Processes
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Author : Jochen Blath
language : en
Publisher: European Mathematical Society
Release Date : 2011
Surveys In Stochastic Processes written by Jochen Blath and has been published by European Mathematical Society this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
The 33rd Bernoulli Society Conference on Stochastic Processes and Their Applications was held in Berlin from July 27 to July 31, 2009. It brought together more than 600 researchers from 49 countries to discuss recent progress in the mathematical research related to stochastic processes, with applications ranging from biology to statistical mechanics, finance and climatology. This book collects survey articles highlighting new trends and focal points in the area written by plenary speakers of the conference, all of them outstanding international experts. A particular aim of this collection is to inspire young scientists to pursue research goals in the wide range of fields represented in this volume.