Potential Analysis Of Stable Processes And Its Extensions
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Potential Analysis Of Stable Processes And Its Extensions
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Author : Krzysztof Bogdan
language : en
Publisher: Springer
Release Date : 2010-04-29
Potential Analysis Of Stable Processes And Its Extensions written by Krzysztof Bogdan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-04-29 with Mathematics categories.
Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Brownian motions (including the relativistic process) and Feynman–Kac semigroups generated by certain Schrödinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case. This is the first book devoted to the probabilistic potential theory of stable stochastic processes, and, from the analytical point of view, of the fractional Laplacian. The introduction is accessible to non-specialists and provides a general presentation of the fundamental objects of the theory. Besides recent and deep scientific results the book also provides a didactic approach to its topic, as all chapters have been tested on a wide audience, including young mathematicians at a CNRS/HARP Workshop, Angers 2006. The reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties.
Potential Analysis Of Stable Processes And Its Extensions
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Author : Krzysztof Bogdan
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-07-14
Potential Analysis Of Stable Processes And Its Extensions written by Krzysztof Bogdan 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 2009-07-14 with Mathematics categories.
Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Brownian motions (including the relativistic process) and Feynman–Kac semigroups generated by certain Schrödinger operators. The authors focus on classes of stable and related processes that contain the Brownian motion as a special case. This is the first book devoted to the probabilistic potential theory of stable stochastic processes, and, from the analytical point of view, of the fractional Laplacian. The introduction is accessible to non-specialists and provides a general presentation of the fundamental objects of the theory. Besides recent and deep scientific results the book also provides a didactic approach to its topic, as all chapters have been tested on a wide audience, including young mathematicians at a CNRS/HARP Workshop, Angers 2006. The reader will gain insight into the modern theory of stable and related processes and their potential analysis with a theoretical motivation for the study of their fine properties.
Semigroups Of Operators Theory And Applications
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Author : Jacek Banasiak
language : en
Publisher: Springer
Release Date : 2014-11-20
Semigroups Of Operators Theory And Applications written by Jacek Banasiak and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-20 with Mathematics categories.
Many results, both from semi group theory itself and from the applied sciences, are phrased in discipline-specific languages and hence are hardly known to a broader community. This volume contains a selection of lectures presented at a conference that was organised as a forum for all mathematicians using semi group theory to learn what is happening outside their own field of research. The collection will help to establish a number of new links between various sub-disciplines of semigroup theory, stochastic processes, differential equations and the applied fields. The theory of semigroups of operators is a well-developed branch of functional analysis. Its foundations were laid at the beginning of the 20th century, while the fundamental generation theorem of Hille and Yosida dates back to the forties. The theory was, from the very beginning, designed as a universal language for partial differential equations and stochastic processes, but at the same time it started to live as an independent branch of operator theory. Nowadays, it still has the same distinctive flavour: it develops rapidly by posing new ‘internal’ questions and in answering them, discovering new methods that can be used in applications. On the other hand, it is influenced by questions from PDEs and stochastic processes as well as from applied sciences such as mathematical biology and optimal control, and thus it continually gathers a new momentum. Researchers and postgraduate students working in operator theory, partial differential equations, probability and stochastic processes, analytical methods in biology and other natural sciences, optimization and optimal control will find this volume useful.
The Use Of Ultraproducts In Commutative Algebra
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Author : Hans Schoutens
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-31
The Use Of Ultraproducts In Commutative Algebra written by Hans Schoutens 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 2010-07-31 with Mathematics categories.
Exploring ultraproducts of Noetherian local rings from an algebraic perspective, this volume illustrates the many ways they can be used in commutative algebra. The text includes an introduction to tight closure in characteristic zero, a survey of flatness criteria, and more.
S Minaire De Probabilit S Xliii
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Author : Catherine Donati Martin
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-10-28
S Minaire De Probabilit S Xliii written by Catherine Donati Martin 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 2010-10-28 with Mathematics categories.
This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.
S Minaire De Probabilit S Xlviii
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Author : Catherine Donati-Martin
language : en
Publisher: Springer
Release Date : 2016-11-17
S Minaire De Probabilit S Xlviii written by Catherine Donati-Martin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-17 with Mathematics categories.
In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.
The Analysis Of Fractional Differential Equations
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Author : Kai Diethelm
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-09-03
The Analysis Of Fractional Differential Equations written by Kai Diethelm 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 2010-09-03 with Mathematics categories.
Fractional calculus was first developed by pure mathematicians in the middle of the 19th century. Some 100 years later, engineers and physicists have found applications for these concepts in their areas. However there has traditionally been little interaction between these two communities. In particular, typical mathematical works provide extensive findings on aspects with comparatively little significance in applications, and the engineering literature often lacks mathematical detail and precision. This book bridges the gap between the two communities. It concentrates on the class of fractional derivatives most important in applications, the Caputo operators, and provides a self-contained, thorough and mathematically rigorous study of their properties and of the corresponding differential equations. The text is a useful tool for mathematicians and researchers from the applied sciences alike. It can also be used as a basis for teaching graduate courses on fractional differential equations.
Basic Theory
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Author : Anatoly Kochubei
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2019-02-19
Basic Theory written by Anatoly Kochubei 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 2019-02-19 with Mathematics categories.
This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This first volume collects authoritative chapters covering the mathematical theory of fractional calculus, including fractional-order operators, integral transforms and equations, special functions, calculus of variations, and probabilistic and other aspects.
Morrey And Campanato Meet Besov Lizorkin And Triebel
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Author : Wen Yuan
language : en
Publisher: Springer
Release Date : 2010-09-02
Morrey And Campanato Meet Besov Lizorkin And Triebel written by Wen Yuan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09-02 with Mathematics categories.
During the last 60 years the theory of function spaces has been a subject of growing interest and increasing diversity. Based on three formally different developments, namely, the theory of Besov and Triebel-Lizorkin spaces, the theory of Morrey and Campanato spaces and the theory of Q spaces, the authors develop a unified framework for all of these spaces. As a byproduct, the authors provide a completion of the theory of Triebel-Lizorkin spaces when p = ∞.
Computational Approach To Riemann Surfaces
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Author : Alexander I. Bobenko TU Berlin
language : en
Publisher: Springer
Release Date : 2011-02-03
Computational Approach To Riemann Surfaces written by Alexander I. Bobenko TU Berlin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-03 with Mathematics categories.
This volume offers a well-structured overview of existent computational approaches to Riemann surfaces and those currently in development. The authors of the contributions represent the groups providing publically available numerical codes in this field. Thus this volume illustrates which software tools are available and how they can be used in practice. In addition examples for solutions to partial differential equations and in surface theory are presented. The intended audience of this book is twofold. It can be used as a textbook for a graduate course in numerics of Riemann surfaces, in which case the standard undergraduate background, i.e., calculus and linear algebra, is required. In particular, no knowledge of the theory of Riemann surfaces is expected; the necessary background in this theory is contained in the Introduction chapter. At the same time, this book is also intended for specialists in geometry and mathematical physics applying the theory of Riemann surfaces in their research. It is the first book on numerics of Riemann surfaces that reflects the progress made in this field during the last decade, and it contains original results. There are a growing number of applications that involve the evaluation of concrete characteristics of models analytically described in terms of Riemann surfaces. Many problem settings and computations in this volume are motivated by such concrete applications in geometry and mathematical physics.