Feynman Kac Formulae
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Feynman Kac Formulae
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Author : Pierre Del Moral
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Feynman Kac Formulae written by Pierre Del Moral 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.
This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.
Feynman Kac Type Formulae And Gibbs Measures
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Author : József Lörinczi
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2020-01-20
Feynman Kac Type Formulae And Gibbs Measures written by József Lörinczi 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 2020-01-20 with Mathematics categories.
This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. The first volume concentrates on Feynman-Kac-type formulae and Gibbs measures.
Evolution Processes And The Feynman Kac Formula
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Author : Brian Jefferies
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Evolution Processes And The Feynman Kac Formula written by Brian Jefferies 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 2013-03-09 with Mathematics categories.
This book is an outgrowth of ideas originating from 1. Kluvanek. Unfortunately, Professor Kluvanek did not live to contribute to the project of writing up in a systematic form, the circle of ideas to which the present work is devoted. It is more than likely that with his input, the approach and areas of emphasis of the resulting exposition would have been quite different from what we have here. Nevertheless, the stamp of Kluvanek's thought and philosophy (but not necessarily his approval) abounds throughout this book. Although the title gives no indication, integration theory in vector spaces is a cen tral topic of this work. However, the various notions of integration developed here are intimately connected with a specific application-the representation of evolutions by func tional integrals. The representation of a perturbation to the heat semigroup in terms of Wiener measure is known as the Feynman-Kac formula, but the term has a wider meaning in the present work. Traditionally, such representations have been used to obtain analytic information about perturbations to free evolutions as an alternative to arguments with a more operator-theoretic flavour. No applications of this type are given here. It is an un derlying assumption of the presentation of this material that representations of the nature of the Feynman-Kac formula are worth obtaining, and in the process of obtaining them, we may be led to new, possibly fertile mathematical structures-a view largely motivated by the pervasive use of path integrals in quantum physics.
Feynman Kac Type Theorems And Gibbs Measures On Path Space
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Author : József Lörinczi
language : en
Publisher: Walter de Gruyter
Release Date : 2011-08-29
Feynman Kac Type Theorems And Gibbs Measures On Path Space written by József Lörinczi 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 2011-08-29 with Mathematics categories.
This monograph offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. These ideas are then applied principally to a rigorous treatment of some fundamental models of quantum field theory. In this self-contained presentation of the material both beginners and experts are addressed, while putting emphasis on the interdisciplinary character of the subject.
Feynman Kac Formulae
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Author : Pierre del Moral
language : en
Publisher:
Release Date : 2004-03-30
Feynman Kac Formulae written by Pierre del Moral and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-30 with categories.
Backward Stochastic Differential Equations
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Author : N El Karoui
language : en
Publisher: CRC Press
Release Date : 1997-01-17
Backward Stochastic Differential Equations written by N El Karoui and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-01-17 with Mathematics categories.
This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
Feynman Kac Formulas For The Ultra Violet Renormalized Nelson Model
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Author : Oliver Matte
language : en
Publisher:
Release Date : 2018
Feynman Kac Formulas For The Ultra Violet Renormalized Nelson Model written by Oliver Matte and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Mathematical physics categories.
Realization And Modelling In System Theory
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Author : A.C. Ran
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-07
Realization And Modelling In System Theory written by A.C. Ran 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 2013-03-07 with Science categories.
This volume is the first of the three volume publication containing the proceedings of the 1989 International Symposium on the Mathematical Theory of Networks and Systems (MTNS-89), which was held in Amsterdam, The Netherlands, June 19-23, 1989. The International Symposia MTNS focus attention on problems from system and control theory, circuit theory and signal processing, which, in general, require application of sophisticated mathematical tools, such as from function and operator theory, linear algebra and matrix theory, differential and algebraic geometry. The interaction between advanced mathematical methods and practical engineering problems of circuits, systems and control, which is typical for MTNS, turns out to be most effective and is, as these proceedings show, a continuing source of exciting advances. The first volume contains invited papers and a large selection of other symposium presentations on the general theory of deterministic and stochastic systems with an emphasis on realization and modelling. A wide variety of recent results on approximate realization and system identification, stochastic dynamical systems, discrete event systems,- o systems, singular systems and nonstandard models IS presented. Preface vi Also a few papers on applications in hydrology and hydraulics are included. The titles of the two other volumes are: Robust Control of Linear Sys tems and Nonlinear Control (volume 2) and Signal Processing. Scatter ing and Operator Theory. and Numerical Methods (volume 3). The Editors are most grateful to the about 300 reviewers for their help in the refereeing process. The Editors thank Ms. G. Bijleveld and Ms.
Applied Probability And Stochastic Processes
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Author : V. C. Joshua
language : en
Publisher: Springer Nature
Release Date : 2020-08-29
Applied Probability And Stochastic Processes written by V. C. Joshua and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-29 with Mathematics categories.
This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.
Feynman Kac Type Theorems And Gibbs Measures On Path Space
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Author : József Lörinczi
language : en
Publisher: Walter de Gruyter
Release Date : 2015-05-15
Feynman Kac Type Theorems And Gibbs Measures On Path Space written by József Lörinczi 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 2015-05-15 with categories.
This is the second updated and extended edition of the successful book on Feynman-Kac Theory. It offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. Thefirst volume concentrates on Feynman-Kac-type formulae and Gibbs measures.