Stochastic Equations And Differential Geometry

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Stochastic Equations And Differential Geometry

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Author : Ya.I. Belopolskaya
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stochastic Equations And Differential Geometry written by Ya.I. Belopolskaya 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.

'Et moi ..., si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded n- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Ordinary And Stochastic Differential Geometry As A Tool For Mathematical Physics

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Author : Yuri E. Gliklikh
language : en
Publisher:
Release Date : 2014-01-15

Ordinary And Stochastic Differential Geometry As A Tool For Mathematical Physics written by Yuri E. Gliklikh 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.

Stochastic Differential Geometry At Saint Flour

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Author : Alano Ancona
language : en
Publisher: Springer
Release Date : 2012-12-09

Stochastic Differential Geometry At Saint Flour written by Alano Ancona and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-09 with Mathematics categories.

Kunita, H.:Stochastic differential equations and stochastic flows of diffeomorphisms.-Elworthy, D.: Geometric aspects of diffusions on manifolds.-Ancona, A.:Théorie du potential sur les graphs et les variétiés.-Emery, M.:Continuous martingales in differentiable manifolds. ​

Ordinary And Stochastic Differential Geometry As A Tool For Mathematical Physics

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Author : Yuri E. Gliklikh
language : en
Publisher: Springer
Release Date : 1996-08-31

Ordinary And Stochastic Differential Geometry As A Tool For Mathematical Physics written by Yuri E. Gliklikh and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-08-31 with Mathematics categories.

The geometrical methods in modem mathematical physics and the developments in Geometry and Global Analysis motivated by physical problems are being intensively worked out in contemporary mathematics. In particular, during the last decades a new branch of Global Analysis, Stochastic Differential Geometry, was formed to meet the needs of Mathematical Physics. It deals with a lot of various second order differential equations on finite and infinite-dimensional manifolds arising in Physics, and its validity is based on the deep inter-relation between modem Differential Geometry and certain parts of the Theory of Stochastic Processes, discovered not so long ago. The foundation of our topic is presented in the contemporary mathematical literature by a lot of publications devoted to certain parts of the above-mentioned themes and connected with the scope of material of this book. There exist some monographs on Stochastic Differential Equations on Manifolds (e. g. [9,36,38,87]) based on the Stratonovich approach. In [7] there is a detailed description of It6 equations on manifolds in Belopolskaya-Dalecky form. Nelson's book [94] deals with Stochastic Mechanics and mean derivatives on Riemannian Manifolds. The books and survey papers on the Lagrange approach to Hydrodynamics [2,31,73,88], etc. , give good presentations of the use of infinite-dimensional ordinary differential geometry in ideal hydrodynamics. We should also refer here to [89,102], to the previous books by the author [53,64], and to many others.

Stochastic Differential Equations On Manifolds

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Author : Fabrice Blache
language : en
Publisher: Omniscriptum
Release Date : 2018-02-28

Stochastic Differential Equations On Manifolds written by Fabrice Blache and has been published by Omniscriptum this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-28 with categories.

This thesis is devoted to the study of some kind of Backward Stochastic Differential Equations (BSDE for short) with a drift f, whose solutions belong to a Riemannian manifold with connection. It generalizes two well-known problems: the research for martingales with prescribed terminal value, and the existence and uniqueness of solutions to euclidean BSDE with Lipschitz drift, originally studied by E. Pardoux and S. Peng.

New Developments In Differential Geometry

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Author : L. Tamássy
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

New Developments In Differential Geometry written by L. Tamássy 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.

Proceedings of the Colloquium on Differential Geometry, Debrecen, Hungary, July 26-30, 1994

L Vy Processes

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Author : Ole E Barndorff-Nielsen
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

L Vy Processes written by Ole E Barndorff-Nielsen 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.

A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes.

Stochastic Analysis On Manifolds

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Author : Elton P. Hsu
language : en
Publisher: American Mathematical Soc.
Release Date :

Stochastic Analysis On Manifolds written by Elton P. Hsu 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 with Mathematics categories.

Concerned with probability theory, Elton Hsu's study focuses primarily on the relations between Brownian motion on a manifold and analytical aspects of differential geometry. A key theme is the probabilistic interpretation of the curvature of a manifold.

Global Analysis Studies And Applications Ii

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Author : Yurii G. Borisovich
language : en
Publisher: Springer
Release Date : 2006-11-14

Global Analysis Studies And Applications Ii written by Yurii G. Borisovich and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.

Stochastic Calculus In Manifolds

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Author : Michel Emery
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stochastic Calculus In Manifolds written by Michel Emery 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.

Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent. The general theory is presented only towards the end of the book, after the reader has been exposed to two particular instances - martingales and Brownian motions - in manifolds. The book also includes new material on non-confluence of martingales, s.d.e. from one manifold to another, approximation results for martingales, solutions to Stratonovich differential equations. Thus this book will prove very useful to specialists and non-specialists alike, as a self-contained introductory text or as a compact reference.