Semiclassical Analysis For Diffusions And Stochastic Processes
DOWNLOAD
Download Semiclassical Analysis For Diffusions And Stochastic Processes PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Semiclassical Analysis For Diffusions And Stochastic Processes book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Semiclassical Analysis For Diffusions And Stochastic Processes
DOWNLOAD
Author : Vasily Kolokoltsov
language : en
Publisher:
Release Date : 2014-01-15
Semiclassical Analysis For Diffusions And Stochastic Processes written by Vasily Kolokoltsov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Semiclassical Analysis For Diffusions And Stochastic Processes
DOWNLOAD
Author : Vassili N. Kolokoltsov
language : en
Publisher: Springer
Release Date : 2007-12-03
Semiclassical Analysis For Diffusions And Stochastic Processes written by Vassili N. Kolokoltsov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-03 with Mathematics categories.
The monograph is devoted mainly to the analytical study of the differential, pseudo-differential and stochastic evolution equations describing the transition probabilities of various Markov processes. These include (i) diffusions (in particular,degenerate diffusions), (ii) more general jump-diffusions, especially stable jump-diffusions driven by stable Lévy processes, (iii) complex stochastic Schrödinger equations which correspond to models of quantum open systems. The main results of the book concern the existence, two-sided estimates, path integral representation, and small time and semiclassical asymptotics for the Green functions (or fundamental solutions) of these equations, which represent the transition probability densities of the corresponding random process. The boundary value problem for Hamiltonian systems and some spectral asymptotics ar also discussed. Readers should have an elementary knowledge of probability, complex and functional analysis, and calculus.
Semiclassical Analysis For Diffusions And Stochastic Processes
DOWNLOAD
Author : Vasilii Nikitich Kolokol'tsov
language : en
Publisher:
Release Date : 2000
Semiclassical Analysis For Diffusions And Stochastic Processes written by Vasilii Nikitich Kolokol'tsov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Diffusion processes categories.
A Concise Course On Stochastic Partial Differential Equations
DOWNLOAD
Author : Claudia Prévôt
language : en
Publisher: Springer
Release Date : 2007-05-26
A Concise Course On Stochastic Partial Differential Equations written by Claudia Prévôt and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-26 with Mathematics categories.
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach". A large part of necessary background material is included in appendices.
L Vy Processes And Stochastic Calculus
DOWNLOAD
Author : David Applebaum
language : en
Publisher: Cambridge University Press
Release Date : 2009-04-30
L Vy Processes And Stochastic Calculus written by David Applebaum and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-30 with Mathematics categories.
Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Lévy processes, then leading on to develop the stochastic calculus for Lévy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.
Combinatorial Stochastic Processes
DOWNLOAD
Author : Jim Pitman
language : en
Publisher: Springer
Release Date : 2006-07-21
Combinatorial Stochastic Processes written by Jim Pitman and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-07-21 with Mathematics categories.
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.
Stochastic And Infinite Dimensional Analysis
DOWNLOAD
Author : Christopher C. Bernido
language : en
Publisher: Birkhäuser
Release Date : 2016-08-10
Stochastic And Infinite Dimensional Analysis written by Christopher C. Bernido and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-10 with Mathematics categories.
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
Forward Backward Stochastic Differential Equations And Their Applications
DOWNLOAD
Author : Jin Ma
language : en
Publisher: Springer
Release Date : 2007-04-24
Forward Backward Stochastic Differential Equations And Their Applications written by Jin Ma and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-04-24 with Mathematics categories.
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.
Fluctuation Theory For L Vy Processes
DOWNLOAD
Author : Ronald A. Doney
language : en
Publisher: Springer
Release Date : 2007-04-25
Fluctuation Theory For L Vy Processes written by Ronald A. Doney and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-04-25 with Mathematics categories.
Lévy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, and of course finance, where they include particularly important examples having "heavy tails." Their sample path behaviour poses a variety of challenging and fascinating problems, which are addressed in detail.
Seminar On Stochastic Analysis Random Fields And Applications V
DOWNLOAD
Author : Robert Dalang
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-03-12
Seminar On Stochastic Analysis Random Fields And Applications V written by Robert Dalang 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 2008-03-12 with Mathematics categories.
This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.