Stochastic Processes Selected Papers On Hiroshi Tanaka
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Stochastic Processes Selected Papers On Hiroshi Tanaka
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Author : Makoto Maejima
language : en
Publisher: World Scientific
Release Date : 2002-03-28
Stochastic Processes Selected Papers On Hiroshi Tanaka written by Makoto Maejima and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-03-28 with Mathematics categories.
Hiroshi Tanaka is noted for his discovery of the “Tanaka formula”, which is a generalization of the Itô formula in stochastic analysis. This important book is a selection of his brilliant works on stochastic processes and related topics. It contains Tanaka's papers on (i) Brownian motion and stochastic differential equations (additive functionals of Brownian paths and stochastic differential equations with reflecting boundaries), (ii) the probabilistic treatment of nonlinear equations (Boltzmann equation, propagation of chaos and McKean-Vlasov limit), and (iii) stochastic processes in random environments (especially limit theorems on the stochastic processes in one-dimensional random environments and their refinements). The book also includes essays by Henry McKean, Marc Yor, Shinzo Watanabe and Hiroshi Tanaka on Tanaka's works.
Fractional Deterministic And Stochastic Calculus
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Author : Giacomo Ascione
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2023-12-31
Fractional Deterministic And Stochastic Calculus written by Giacomo Ascione 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 2023-12-31 with Mathematics categories.
Fractional calculus has emerged as a powerful and effective mathematical tool in the study of several phenomena in science and engineering. This text addressed to researchers, graduate students, and practitioners combines deterministic fractional calculus with the analysis of the fractional Brownian motion and its associated fractional stochastic calculus and includes examples, exercises, and problems that focus on computational aspects.
Brownian Motion
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Author : René L. Schilling
language : en
Publisher: Walter de Gruyter
Release Date : 2012-05-29
Brownian Motion written by René L. Schilling and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-29 with Mathematics categories.
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
Active Particles Volume 4
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Author : José Antonio Carrillo
language : en
Publisher: Springer Nature
Release Date : 2024-12-12
Active Particles Volume 4 written by José Antonio Carrillo and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-12-12 with Mathematics categories.
This edited volume collects nine surveys that present the state-of-the-art in modeling, qualitative analysis, and simulation of active particles, focusing on specific applications in the natural sciences. As in the preceding Active Particles volumes, it blends diverse applications that demonstrate the interdisciplinary nature of the subject and the various mathematical tools available. Contributions were selected with the aim of covering a variety of viewpoints, from modeling the interactions in collective dynamics of animals and in population dynamics; through neural-networks, semi-supervised learning, and Monte Carlo methods in optimization; to kinetic and continuum theories with applications to aggregations and birth-and-death processes. Mathematicians and other members of the scientific community interested in active matter and its many applications will find this volume to be a timely, authoritative, and valuable resource.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2003
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
Books In Print 2004 2005
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Author : Ed Bowker Staff
language : en
Publisher: R. R. Bowker
Release Date : 2004
Books In Print 2004 2005 written by Ed Bowker Staff and has been published by R. R. Bowker this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Reference categories.
Selected Papers
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Author : Gishirō Maruyama
language : en
Publisher:
Release Date : 1988
Selected Papers written by Gishirō Maruyama and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Mathematics categories.
Stochastic Processes In Quantum Physics
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Author : Masao Nagasawa
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Stochastic Processes In Quantum Physics written by Masao Nagasawa 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.
"Stochastic Processes in Quantum Physics" addresses the question 'What is the mathematics needed for describing the movement of quantum particles', and shows that it is the theory of stochastic (in particular Markov) processes and that a relativistic quantum particle has pure-jump sample paths while sample paths of a non-relativistic quantum particle are continuous. Together with known techniques, some new stochastic methods are applied in solving the equation of motion and the equation of dynamics of relativistic quantum particles. The problem of the origin of universes is discussed as an application of the theory. The text is almost self-contained and requires only an elementary knowledge of probability theory at the graduate level, and some selected chapters can be used as (sub-)textbooks for advanced courses on stochastic processes, quantum theory and theoretical chemistry.
Books In Print Supplement
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Author :
language : en
Publisher:
Release Date : 2002
Books In Print Supplement written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with American literature categories.
Contents Of Contemporary Mathematical Journals
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Author :
language : en
Publisher:
Release Date : 1974
Contents Of Contemporary Mathematical Journals written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with categories.