Stochastic Analysis And Related Topics V
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Stochastic Analysis In Discrete And Continuous Settings
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Author : Nicolas Privault
language : en
Publisher: Springer
Release Date : 2009-07-14
Stochastic Analysis In Discrete And Continuous Settings written by Nicolas Privault and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-07-14 with Mathematics categories.
This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Section 5.7 that requires some background in geometry, and should be accessible to graduate students and researchers having already received a basic training in probability. Prereq- sites are mostly limited to a knowledge of measure theory and probability, namely?-algebras,expectations,andconditionalexpectations.Ashortint- duction to stochastic calculus for continuous and jump processes is given in Chapter 2 using normal martingales, whose predictable quadratic variation is the Lebesgue measure. There already exists several books devoted to stochastic analysis for c- tinuous di?usion processes on Gaussian and Wiener spaces, cf. e.g. [51], [63], [65], [72], [83], [84], [92], [128], [134], [143], [146], [147]. The particular f- ture of this text is to simultaneously consider continuous processes and jump processes in the uni?ed framework of normal martingales.
Classical And Spatial Stochastic Processes
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Author : Rinaldo B. Schinazi
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Classical And Spatial Stochastic Processes written by Rinaldo B. Schinazi 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 book is intended as a text for a first course in stochastic processes at the upper undergraduate or graduate levels, assuming only that the reader has had a serious calculus course-advanced calculus would even be better-as well as a first course in probability (without measure theory). In guiding the student from the simplest classical models to some of the spatial models, currently the object of considerable research, the text is aimed at a broad audience of students in biology, engineering, mathematics, and physics. The first two chapters deal with discrete Markov chains-recurrence and tran sience, random walks, birth and death chains, ruin problem and branching pro cesses-and their stationary distributions. These classical topics are treated with a modem twist: in particular, the coupling technique is introduced in the first chap ter and is used throughout. The third chapter deals with continuous time Markov chains-Poisson process, queues, birth and death chains, stationary distributions. The second half of the book treats spatial processes. This is the main difference between this work and the many others on stochastic processes. Spatial stochas tic processes are (rightly) known as being difficult to analyze. The few existing books on the subject are technically challenging and intended for a mathemat ically sophisticated reader. We picked several interesting models-percolation, cellular automata, branching random walks, contact process on a tree-and con centrated on those properties that can be analyzed using elementary methods.
Probabilistic Analysis And Related Topics
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Author : A. T. Bharucha-Reid
language : en
Publisher: Elsevier
Release Date : 2014-05-10
Probabilistic Analysis And Related Topics written by A. T. Bharucha-Reid and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.
Probabilistic Analysis and Related Topics, Volume 3 focuses on the continuity, integrability, and differentiability of random functions, including operator theory, measure theory, and functional and numerical analysis. The selection first offers information on the qualitative theory of stochastic systems and Langevin equations with multiplicative noise. Discussions focus on phase-space evolution via direct integration, phase-space evolution, linear and nonlinear systems, linearization, and generalizations. The text then ponders on the stability theory of stochastic difference systems and Markov properties for random fields. Topics include Markov property of solutions of stochastic partial differential equations; Markov property for generalized Gaussian random fields; Markov properties for generalized random fields; stochastic stability of nonlinear systems; and linear stochastic systems. The publication examines the method of random contractors and its applications to random nonlinear equations, including integral contractors and applications to random equations; random contractors with random nonlinear majorant functions; and random contractors and application to random nonlinear operator equations. The selection is a valuable reference for mathematicians and researchers interested in the general theory of random functions.
From Classical To Modern Probability
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Author : Pierre Picco
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
From Classical To Modern Probability written by Pierre Picco and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This volume is based on lectures notes for the courses delivered at the Cimpa Summer School: From Classical to Modern Probability, held at Temuco, Chile, be th th tween January 8 and 26 , 2001. This meeting brought together probabilists and graduate students interested in fields like particle systems, percolation, Brownian motion, random structures, potential theory and stochastic processes. We would like to express our gratitude to all the participants of the school as well as the people who contributed to its organization. In particular, to Servet Martinez, and Pablo Ferrari for their scientific advice, and Cesar Burgueiio for all his support and friendship. We want to thank all the professors for their stimulating courses and lectures. Special thanks to those who took the extra work in preparing each chapter of this book. We are also indebted to our sponsors and supporting institutions, whose interest and help was essential to organize this meeting: CIMPA, CNRS, CONI CYT, ECOS, FONDAP Program in Applied Mathematics, French Cooperation, Fundacion Andes, Presidential Fellowship, Universidad de Chile and Universidad de La Frontera. We are grateful to Miss Gladys Cavallone for her excellent work during the preparation of the meeting as well as for the considerable task of unifying the typography of the different chapters of this book.
Well Posed Optimization Problems
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Author : Asen L. Dontchev
language : en
Publisher: Springer
Release Date : 1993-06-14
Well Posed Optimization Problems written by Asen L. Dontchev and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-06-14 with Science categories.
This book presents in a unified way the mathematical theory of well-posedness in optimization. The basic concepts of well-posedness and the links among them are studied, in particular Hadamard and Tykhonov well-posedness. Abstract optimization problems as well as applications to optimal control, calculus of variations and mathematical programming are considered. Both the pure and applied side of these topics are presented. The main subject is often introduced by heuristics, particular cases and examples. Complete proofs are provided. The expected knowledge of the reader does not extend beyond textbook (real and functional) analysis, some topology and differential equations and basic optimization. References are provided for more advanced topics. The book is addressed to mathematicians interested in optimization and related topics, and also to engineers, control theorists, economists and applied scientists who can find here a mathematical justification of practical procedures they encounter.
Stochastic Analysis And Related Topics V
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Author : H. Korezlioglu
language : en
Publisher:
Release Date : 1996-01-01
Stochastic Analysis And Related Topics V written by H. Korezlioglu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-01-01 with categories.
Introduction To Infinite Dimensional Stochastic Analysis
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Author : Zhi-yuan Huang
language : en
Publisher: Springer Science & Business Media
Release Date : 2000
Introduction To Infinite Dimensional Stochastic Analysis written by Zhi-yuan Huang 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 2000 with Mathematics categories.
This book offers a concise introduction to the rapidly expanding field of infinite dimensional stochastic analysis. It treats Malliavin calculus and white noise analysis in a single book, presenting these two different areas in a unified setting of Gaussian probability spaces. Topics include recent results and developments in the areas of quasi-sure analysis, anticipating stochastic calculus, generalised operator theory and applications in quantum physics. A short overview on the foundations of infinite dimensional analysis is given. Audience: This volume will be of interest to researchers and graduate students whose work involves probability theory, stochastic processes, functional analysis, operator theory, mathematics of physics and abstract harmonic analysis.
Schr Dinger Diffusion Processes
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Author : Robert Aebi
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Schr Dinger Diffusion Processes written by Robert Aebi and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
In 1931 Erwin Schrödinger considered the following problem: A huge cloud of independent and identical particles with known dynamics is supposed to be observed at finite initial and final times. What is the "most probable" state of the cloud at intermediate times? The present book provides a general yet comprehensive discourse on Schrödinger's question. Key roles in this investigation are played by conditional diffusion processes, pairs of non-linear integral equations and interacting particles systems. The introductory first chapter gives some historical background, presents the main ideas in a rather simple discrete setting and reveals the meaning of intermediate prediction to quantum mechanics. In order to answer Schrödinger's question, the book takes three distinct approaches, dealt with in separate chapters: transformation by means of a multiplicative functional, projection by means of relative entropy, and variation of a functional associated to pairs of non-linear integral equations. The book presumes a graduate level of knowledge in mathematics or physics and represents a relevant and demanding application of today's advanced probability theory.
Differentiable Measures And The Malliavin Calculus
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Author : Vladimir Igorevich Bogachev
language : en
Publisher: American Mathematical Soc.
Release Date : 2010-07-21
Differentiable Measures And The Malliavin Calculus written by Vladimir Igorevich Bogachev 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 2010-07-21 with Mathematics categories.
This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.
Proceedings Of The Icr 22 International Conference On Innovations In Computing Research
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Author : Kevin Daimi
language : en
Publisher: Springer Nature
Release Date : 2022-08-10
Proceedings Of The Icr 22 International Conference On Innovations In Computing Research written by Kevin Daimi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-08-10 with Technology & Engineering categories.
This book, Proceedings of the ICR ́22 International Conference on Innovations in Computing Research, provides an essential compilation of relevant and cutting-edge academic and industry work on key computer and network security, smart cities, smart energy, IoT, health informatics, biomedical imaging, data science and computer science and engineering education topics. It offers an excellent professional development resource for educators and practitioners on the state-of-the-art in these areas and contributes towards the enhancement of the community outreach and engagement component of the above-mentioned areas. Various techniques, methods, and approaches adopted by experts in these fields are introduced. This book provides detailed explanation of the concepts that are pertinently reinforced by practical examples, and a road map of future trends that are suitable for innovative computing research. It is written by professors, researchers, and industry professionals with long experience in these fields to furnish a rich collection of manuscripts in highly regarded topics that have not been creatively compiled together before. This book can be a valuable resource to university faculty, students to enhance their research work and as a supplement to their courses in these fields, researchers, and industry professionals. Furthermore, it is a valuable tool to experts in these areas to contribute towards their professional development efforts.