Geometry Of Random Motion
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Geometry Of Random Motion
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Author : Mark A. Pinsky
language : en
Publisher: American Mathematical Soc.
Release Date : 1988
Geometry Of Random Motion written by Mark A. Pinsky 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 1988 with Mathematics categories.
In July 1987, an AMS-IMS-SIAM Joint Summer Research Conference on Geometry of Random Motion was held at Cornell University. The initial impetus for the meeting came from the desire to further explore the now-classical connection between diffusion processes and second-order (hypo)elliptic differential operators. To accomplish this goal, the conference brought together leading researchers with varied backgrounds and interests: probabilists who have proved results in geometry, geometers who have used probabilistic methods, and probabilists who have studied diffusion processes. Focusing on the interplay between probability and differential geometry, this volume examines diffusion processes on various geometric structures, such as Riemannian manifolds, Lie groups, and symmetric spaces. Some of the articles specifically address analysis on manifolds, while others center on (nongeometric) stochastic analysis. The majority of the articles deal simultaneously with probabilistic and geometric techniques. Requiring a knowledge of the modern theory of diffusion processes, this book will appeal to mathematicians, mathematical physicists, and other researchers interested in Brownian motion, diffusion processes, Laplace-Beltrami operators, and the geometric applications of these concepts. The book provides a detailed view of the leading edge of research in this rapidly moving field.
Geometry Of Random Motion
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Author : Richard Durrett
language : en
Publisher: American Mathematical Soc.
Release Date : 1988
Geometry Of Random Motion written by Richard Durrett 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 1988 with Mathematics categories.
The Geometry Of Random Fields
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Author : Robert J. Adler
language : en
Publisher: SIAM
Release Date : 2010-01-28
The Geometry Of Random Fields written by Robert J. Adler and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-28 with Mathematics categories.
An important treatment of the geometric properties of sets generated by random fields, including a comprehensive treatment of the mathematical basics of random fields in general. It is a standard reference for all researchers with an interest in random fields, whether they be theoreticians or come from applied areas.
Chaos
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Author : Richard Kautz
language : en
Publisher: Oxford University Press
Release Date : 2011
Chaos written by Richard Kautz and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
One CD-ROM disc in pocket.
Diffusion Processes And Related Problems In Analysis Volume I
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Author : Pinsky
language : en
Publisher: Birkhäuser
Release Date : 2013-05-14
Diffusion Processes And Related Problems In Analysis Volume I written by Pinsky and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-14 with Mathematics categories.
During the week of October 23-27,1989, Northwestern University hosted an international conference on the theme "Diffusion Processes and Related Problems in Analysis." This was attended by 105 partici pants representing 14 different countries. The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen tary sources from Northwestern University. The purpose of this meeting was to bring together workers in vari ous parts of probability theory, mathematical physics, and partial dif ferential equations. Previous efforts in this direction were represented by the 1987 AMS Summer Research Conference "Geometry of Random Motion" co-sponsored with Rick Durrett, the proceedings of which ap peared as volume 73 in the AMS series "Contemporary Mathematics." The present effort is intended to extend beyond the strictly geometric theme and to include problems of large deviations, stochastic flows, and other areas of stochastic analysis in which diffusion processes play a leading role.
Random Motions In Markov And Semi Markov Random Environments 1
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Author : Anatoliy Pogorui
language : en
Publisher: John Wiley & Sons
Release Date : 2021-03-16
Random Motions In Markov And Semi Markov Random Environments 1 written by Anatoliy Pogorui 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 2021-03-16 with Mathematics categories.
This book is the first of two volumes on random motions in Markov and semi-Markov random environments. This first volume focuses on homogenous random motions. This volume consists of two parts, the first describing the basic concepts and methods that have been developed for random evolutions. These methods are the foundational tools used in both volumes, and this description includes many results in potential operators. Some techniques to find closed-form expressions in relevant applications are also presented. The second part deals with asymptotic results and presents a variety of applications, including random motion with different types of boundaries, the reliability of storage systems and solutions of partial differential equations with constant coefficients, using commutative algebra techniques. It also presents an alternative formulation to the Black-Scholes formula in finance, fading evolutions and telegraph processes, including jump telegraph processes and the estimation of the number of level crossings for telegraph processes.
Random Motions In Markov And Semi Markov Random Environments 2
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Author : Anatoliy Pogorui
language : en
Publisher: John Wiley & Sons
Release Date : 2021-03-16
Random Motions In Markov And Semi Markov Random Environments 2 written by Anatoliy Pogorui 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 2021-03-16 with Mathematics categories.
This book is the second of two volumes on random motions in Markov and semi-Markov random environments. This second volume focuses on high-dimensional random motions. This volume consists of two parts. The first expands many of the results found in Volume 1 to higher dimensions. It presents new results on the random motion of the realistic three-dimensional case, which has so far been barely mentioned in the literature, and deals with the interaction of particles in Markov and semi-Markov media, which has, in contrast, been a topic of intense study. The second part contains applications of Markov and semi-Markov motions in mathematical finance. It includes applications of telegraph processes in modeling stock price dynamics and investigates the pricing of variance, volatility, covariance and correlation swaps with Markov volatility and the same pricing swaps with semi-Markov volatilities.
Diffusion Processes And Related Problems In Analysis Volume I
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Author : Pinsky
language : en
Publisher: Birkhäuser
Release Date : 2012-02-17
Diffusion Processes And Related Problems In Analysis Volume I written by Pinsky and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-02-17 with Mathematics categories.
During the week of October 23-27,1989, Northwestern University hosted an international conference on the theme "Diffusion Processes and Related Problems in Analysis." This was attended by 105 partici pants representing 14 different countries. The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen tary sources from Northwestern University. The purpose of this meeting was to bring together workers in vari ous parts of probability theory, mathematical physics, and partial dif ferential equations. Previous efforts in this direction were represented by the 1987 AMS Summer Research Conference "Geometry of Random Motion" co-sponsored with Rick Durrett, the proceedings of which ap peared as volume 73 in the AMS series "Contemporary Mathematics." The present effort is intended to extend beyond the strictly geometric theme and to include problems of large deviations, stochastic flows, and other areas of stochastic analysis in which diffusion processes play a leading role.
Stochastic And Integral Geometry
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Author : Rolf Schneider
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-08
Stochastic And Integral Geometry written by Rolf Schneider 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 2008-09-08 with Mathematics categories.
Stochastic geometry deals with models for random geometric structures. Its early beginnings are found in playful geometric probability questions, and it has vigorously developed during recent decades, when an increasing number of real-world applications in various sciences required solid mathematical foundations. Integral geometry studies geometric mean values with respect to invariant measures and is, therefore, the appropriate tool for the investigation of random geometric structures that exhibit invariance under translations or motions. Stochastic and Integral Geometry provides the mathematically oriented reader with a rigorous and detailed introduction to the basic stationary models used in stochastic geometry – random sets, point processes, random mosaics – and to the integral geometry that is needed for their investigation. The interplay between both disciplines is demonstrated by various fundamental results. A chapter on selected problems about geometric probabilities and an outlook to non-stationary models are included, and much additional information is given in the section notes.
Topics In Modern Differential Geometry
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Author : Stefan Haesen
language : en
Publisher: Springer
Release Date : 2016-12-21
Topics In Modern Differential Geometry written by Stefan Haesen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-21 with Mathematics categories.
A variety of introductory articles is provided on a wide range of topics, including variational problems on curves and surfaces with anisotropic curvature. Experts in the fields of Riemannian, Lorentzian and contact geometry present state-of-the-art reviews of their topics. The contributions are written on a graduate level and contain extended bibliographies. The ten chapters are the result of various doctoral courses which were held in 2009 and 2010 at universities in Leuven, Serbia, Romania and Spain.