Infinite Dimensional Analysis Operators In Hilbert Space Stochastic Calculus Via Representations And Duality Theory
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Infinite Dimensional Analysis Operators In Hilbert Space Stochastic Calculus Via Representations And Duality Theory
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Author : Palle Jorgensen
language : en
Publisher: World Scientific
Release Date : 2021-01-15
Infinite Dimensional Analysis Operators In Hilbert Space Stochastic Calculus Via Representations And Duality Theory written by Palle Jorgensen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-01-15 with Mathematics categories.
The purpose of this book is to make available to beginning graduate students, and to others, some core areas of analysis which serve as prerequisites for new developments in pure and applied areas. We begin with a presentation (Chapters 1 and 2) of a selection of topics from the theory of operators in Hilbert space, algebras of operators, and their corresponding spectral theory. This is a systematic presentation of interrelated topics from infinite-dimensional and non-commutative analysis; again, with view to applications. Chapter 3 covers a study of representations of the canonical commutation relations (CCRs); with emphasis on the requirements of infinite-dimensional calculus of variations, often referred to as Ito and Malliavin calculus, Chapters 4-6. This further connects to key areas in quantum physics.
Infinite Dimensional Analysis
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Author : Palle E. T. Jørgensen
language : en
Publisher:
Release Date : 2021
Infinite Dimensional Analysis written by Palle E. T. Jørgensen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with Electronic books categories.
Equations Involving Malliavin Calculus Operators
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Author : Tijana Levajković
language : en
Publisher: Springer
Release Date : 2017-08-31
Equations Involving Malliavin Calculus Operators written by Tijana Levajković and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-31 with Mathematics categories.
This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems. The material is new and the presentation is reader-friendly. A major contribution of the book is the development of generalized Malliavin calculus in the framework of white noise analysis, based on chaos expansion representation of stochastic processes and its application for solving several classes of stochastic differential equations with singular data involving the main operators of Malliavin calculus. In addition, applications in optimal control and numerical approximations are discussed. The book is divided into four chapters. The first, entitled White Noise Analysis and Chaos Expansions, includes notation and provides the reader with the theoretical background needed to understand the subsequent chapters. In Chapter 2, Generalized Operators of Malliavin Calculus, the Malliavin derivative operator, the Skorokhod integral and the Ornstein-Uhlenbeck operator are introduced in terms of chaos expansions. The main properties of the operators, which are known in the literature for the square integrable processes, are proven using the chaos expansion approach and extended for generalized and test stochastic processes. Chapter 3, Equations involving Malliavin Calculus operators, is devoted to the study of several types of stochastic differential equations that involve the operators of Malliavin calculus, introduced in the previous chapter. Fractional versions of these operators are also discussed. Finally, in Chapter 4, Applications and Numerical Approximations are discussed. Specifically, we consider the stochastic linear quadratic optimal control problem with different forms of noise disturbances, operator differential algebraic equations arising in fluid dynamics, stationary equations and fractional versions of the equations studied – applications never covered in the extant literature. Moreover, numerical validations of the method are provided for specific problems."
Stochastic Partial Differential Equations And Applications
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Author : Giuseppe Da Prato
language : en
Publisher: Springer
Release Date : 2006-11-15
Stochastic Partial Differential Equations And Applications written by Giuseppe Da Prato and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-15 with Mathematics categories.
Nuclear Science Abstracts
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Author :
language : en
Publisher:
Release Date : 1975
Nuclear Science Abstracts written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Nuclear energy categories.
NSA is a comprehensive collection of international nuclear science and technology literature for the period 1948 through 1976, pre-dating the prestigious INIS database, which began in 1970. NSA existed as a printed product (Volumes 1-33) initially, created by DOE's predecessor, the U.S. Atomic Energy Commission (AEC). NSA includes citations to scientific and technical reports from the AEC, the U.S. Energy Research and Development Administration and its contractors, plus other agencies and international organizations, universities, and industrial and research organizations. References to books, conference proceedings, papers, patents, dissertations, engineering drawings, and journal articles from worldwide sources are also included. Abstracts and full text are provided if available.
History Of Humanity
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Author : UNESCO
language : en
Publisher: UNESCO Publishing
Release Date : 2008-12-31
History Of Humanity written by UNESCO and has been published by UNESCO Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-31 with Political Science categories.
This is the seventh and final volume in this comprehensive guide to the history of world cultures throughout historical times.
Linear Transformations In Hilbert Space And Their Applications To Analysis
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Author : Marshall Harvey Stone
language : en
Publisher: American Mathematical Soc.
Release Date : 1932-12-31
Linear Transformations In Hilbert Space And Their Applications To Analysis written by Marshall Harvey Stone 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 1932-12-31 with Mathematics categories.
Index To Theses With Abstracts Accepted For Higher Degrees By The Universities Of Great Britain And Ireland And The Council For National Academic Awards
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Author :
language : en
Publisher:
Release Date : 2006
Index To Theses With Abstracts Accepted For Higher Degrees By The Universities Of Great Britain And Ireland And The Council For National Academic Awards written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Dissertations, Academic categories.
Quantum Independent Increment Processes I
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Author : David Applebaum
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-02-18
Quantum Independent Increment Processes I written by David Applebaum 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 2005-02-18 with Mathematics categories.
This volume is the first of two volumes containing the revised and completed notes lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This school was held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald during the period March 9 – 22, 2003, and supported by the Volkswagen Foundation. The school gave an introduction to current research on quantum independent increment processes aimed at graduate students and non-specialists working in classical and quantum probability, operator algebras, and mathematical physics. The present first volume contains the following lectures: "Lévy Processes in Euclidean Spaces and Groups" by David Applebaum, "Locally Compact Quantum Groups" by Johan Kustermans, "Quantum Stochastic Analysis" by J. Martin Lindsay, and "Dilations, Cocycles and Product Systems" by B.V. Rajarama Bhat.
Scientific And Technical Aerospace Reports
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Author :
language : en
Publisher:
Release Date : 1994
Scientific And Technical Aerospace Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Aeronautics categories.