Theory Of Generalized Dirichlet Forms And Its Applications In Analysis And Stochasticse
DOWNLOAD
Download Theory Of Generalized Dirichlet Forms And Its Applications In Analysis And Stochasticse PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Theory Of Generalized Dirichlet Forms And Its Applications In Analysis And Stochasticse 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
The Theory Of Generalized Dirichlet Forms And Its Applications In Analysis And Stochastics
DOWNLOAD
Author : Wilhelm Stannat
language : en
Publisher: American Mathematical Soc.
Release Date : 1999
The Theory Of Generalized Dirichlet Forms And Its Applications In Analysis And Stochastics written by Wilhelm Stannat 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 1999 with Mathematics categories.
This text explores the theory of generalized Dirichlet Forms along with its applications for analysis and stochastics. Examples are provided.
Theory Of Generalized Dirichlet Forms And Its Applications In Analysis And Stochasticse
DOWNLOAD
Author : Wilhelm Stannat
language : en
Publisher:
Release Date : 2014-09-11
Theory Of Generalized Dirichlet Forms And Its Applications In Analysis And Stochasticse written by Wilhelm Stannat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-11 with Dirichlet forms categories.
This text explores the theory of generalized Dirichlet Forms along with its applications for analysis and stochastics. Examples are provided.
Hyperfinite Dirichlet Forms And Stochastic Processes
DOWNLOAD
Author : Sergio Albeverio
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-05-27
Hyperfinite Dirichlet Forms And Stochastic Processes written by Sergio Albeverio 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 2011-05-27 with Mathematics categories.
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.
Festschrift Masatoshi Fukushima In Honor Of Masatoshi Fukushima S Sanju
DOWNLOAD
Author : Zhen-qing Chen
language : en
Publisher: World Scientific
Release Date : 2014-11-27
Festschrift Masatoshi Fukushima In Honor Of Masatoshi Fukushima S Sanju written by Zhen-qing Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-27 with Mathematics categories.
This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field.
Analytic Theory Of It Stochastic Differential Equations With Non Smooth Coefficients
DOWNLOAD
Author : Haesung Lee
language : en
Publisher: Springer Nature
Release Date : 2022-08-27
Analytic Theory Of It Stochastic Differential Equations With Non Smooth Coefficients written by Haesung Lee and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-08-27 with Mathematics categories.
This book provides analytic tools to describe local and global behavior of solutions to Itô-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and locally integrable drift. Regularity theory of partial differential equations is applied to construct such solutions and to obtain strong Feller properties, irreducibility, Krylov-type estimates, moment inequalities, various types of non-explosion criteria, and long time behavior, e.g., transience, recurrence, and convergence to stationarity. The approach is based on the realization of the transition semigroup associated with the solution of a stochastic differential equation as a strongly continuous semigroup in the Lp-space with respect to a weight that plays the role of a sub-stationary or stationary density. This way we obtain in particular a rigorous functional analytic description of the generator of the solution of a stochastic differential equation and its full domain. The existence of such a weight is shown under broad assumptions on the coefficients. A remarkable fact is that although the weight may not be unique, many important results are independent of it. Given such a weight and semigroup, one can construct and further analyze in detail a weak solution to the stochastic differential equation combining variational techniques, regularity theory for partial differential equations, potential, and generalized Dirichlet form theory. Under classical-like or various other criteria for non-explosion we obtain as one of our main applications the existence of a pathwise unique and strong solution with an infinite lifetime. These results substantially supplement the classical case of locally Lipschitz or monotone coefficients.We further treat other types of uniqueness and non-uniqueness questions, such as uniqueness and non-uniqueness of the mentioned weights and uniqueness in law, in a certain sense, of the solution.
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.
Semi Dirichlet Forms And Markov Processes
DOWNLOAD
Author : Yoichi Oshima
language : en
Publisher: Walter de Gruyter
Release Date : 2013-04-30
Semi Dirichlet Forms And Markov Processes written by Yoichi Oshima 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 2013-04-30 with Mathematics categories.
This book deals with analytic treatments of Markov processes. Symmetric Dirichlet forms and their associated Markov processes are important and powerful tools in the theory of Markov processes and their applications. The theory is well studied and used in various fields. In this monograph, we intend to generalize the theory to non-symmetric and time dependent semi-Dirichlet forms. By this generalization, we can cover the wide class of Markov processes and analytic theory which do not possess the dual Markov processes. In particular, under the semi-Dirichlet form setting, the stochastic calculus is not well established yet. In this monograph, we intend to give an introduction to such calculus. Furthermore, basic examples different from the symmetric cases are given. The text is written for graduate students, but also researchers.
Lectures On Probability Theory And Statistics
DOWNLOAD
Author : Sergio Albeverio
language : en
Publisher: Springer Science & Business Media
Release Date : 2003-07-14
Lectures On Probability Theory And Statistics written by Sergio Albeverio 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 2003-07-14 with Mathematics categories.
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.
Stochastic Processes Physics And Geometry New Interplays Ii
DOWNLOAD
Author : Sergio Albeverio
language : en
Publisher: American Mathematical Soc.
Release Date : 2000
Stochastic Processes Physics And Geometry New Interplays Ii written by Sergio Albeverio 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 2000 with Mathematics categories.
The second of two volumes with selected treatments of the conference theme, Infinite Dimensional (Stochastic) Analysis and Quantum Physics, which positions scientists at the interface of mathematics and physics. The 57 papers discuss such topics as the valuation of bonds and options under floating interest rate, the loop group factorization of biorthogonal wavelet bases, asymptotic properties of the maximal sub-interval of a Poisson process, generalized configuration spaces for quantum systems, Sobolev spaces and the capacity theory of path spaces, representing coherent state in white noise calculus, and the analytic quantum information manifold. There is no index. The first volume contains contributions of invited speakers. Annotation copyrighted by Book News, Inc., Portland, OR
Stochastic Pde S And Kolmogorov Equations In Infinite Dimensions
DOWNLOAD
Author : N.V. Krylov
language : en
Publisher: Springer
Release Date : 2006-11-15
Stochastic Pde S And Kolmogorov Equations In Infinite Dimensions written by N.V. Krylov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-15 with Mathematics categories.
Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical Finance. These equations can be studied both by probabilistic and by analytic methods, using such tools as Gaussian measures, Dirichlet Forms, and stochastic calculus. The following courses have been delivered: N.V. Krylov presented Kolmogorov equations coming from finite-dimensional equations, giving existence, uniqueness and regularity results. M. Röckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LP-analysis of the corresponding diffusion operators with respect to suitably chosen measures. J. Zabczyk started from classical results of L. Gross, on the heat equation in infinite dimension, and discussed some recent results.