Trends In Stochastic Analysis

Author : Jochen Blath
Publisher : Cambridge University Press
ISBN 13 : 1139476017
Total Pages : 391 pages
Book Rating : 4.10/5 ( download)

DOWNLOAD NOW!

Download or read book Trends in Stochastic Analysis written by Jochen Blath and published by Cambridge University Press. This book was released on 2009-04-09 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are topical surveys of probabilistic tools such as chaining techniques, and of research fields within stochastic analysis, including stochastic dynamics and multifractal analysis. Showcasing the diversity of research activities in the field, this book is essential reading for any student or researcher looking for a guide to modern trends in stochastic analysis and neighbouring fields.

Author : Huaizhong Zhao
Publisher : World Scientific
ISBN 13 : 9814360910
Total Pages : 458 pages
Book Rating : 4.13/5 ( download)

DOWNLOAD NOW!

Download or read book New Trends in Stochastic Analysis and Related Topics written by Huaizhong Zhao and published by World Scientific. This book was released on 2012 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.

Author : M M Rao
Publisher : World Scientific
ISBN 13 : 9814551295
Total Pages : 576 pages
Book Rating : 4.98/5 ( download)

DOWNLOAD NOW!

Download or read book Real and Stochastic Analysis written by M M Rao and published by World Scientific. This book was released on 2013-11-26 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Analysis and its impact on abstract analysis. The book focuses on treating problems in areas that serve as a launching pad for continual research. Contents:Gaussian Measures on Infinite Dimensional Spaces (V I Bogachev)Random Fields and Hypergroups (Herbert Heyer)A Concise Exposition of Large Deviations (F Hiai)Quantum White Noise Calculus and Applications (Un Cig Ji and Nobuaki Obata)Weak Radon–Nikodým Derivatives, Dunford–Schwartz Type Integration, and Cramér and Karhunen Processes (Yûichirô Kakihara)Entropy, SDE–LDP and Fenchel–Legendre–Orlicz Classes (M M Rao)Bispectral Density Estimation in Harmonizable Processes (H Soedjak) Readership: Graduate students and researchers in Probability and Stochastic Analysis. Keywords:Stochastic Measures;Stochastic Differential Equations;RSA-Current TrendsKey Features:The book covers new developments in Stochastic AnalysisThe research works contain detailed exposition to induce new researchers

Author : Alexey Piunovskiy
Publisher : Springer Nature
ISBN 13 : 3030769283
Total Pages : 356 pages
Book Rating : 4.84/5 ( download)

DOWNLOAD NOW!

Download or read book Modern Trends in Controlled Stochastic Processes: written by Alexey Piunovskiy and published by Springer Nature. This book was released on 2021-06-04 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents state-of-the-art solution methods and applications of stochastic optimal control. It is a collection of extended papers discussed at the traditional Liverpool workshop on controlled stochastic processes with participants from both the east and the west. New problems are formulated, and progresses of ongoing research are reported. Topics covered in this book include theoretical results and numerical methods for Markov and semi-Markov decision processes, optimal stopping of Markov processes, stochastic games, problems with partial information, optimal filtering, robust control, Q-learning, and self-organizing algorithms. Real-life case studies and applications, e.g., queueing systems, forest management, control of water resources, marketing science, and healthcare, are presented. Scientific researchers and postgraduate students interested in stochastic optimal control,- as well as practitioners will find this book appealing and a valuable reference. ​

Author : Jochen Blath
Publisher : Cambridge University Press
ISBN 13 : 052171821X
Total Pages : 397 pages
Book Rating : 4.19/5 ( download)

DOWNLOAD NOW!

Download or read book Trends in Stochastic Analysis written by Jochen Blath and published by Cambridge University Press. This book was released on 2009-04-09 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are topical surveys of probabilistic tools such as chaining techniques, and of research fields within stochastic analysis, including stochastic dynamics and multifractal analysis. Showcasing the diversity of research activities in the field, this book is essential reading for any student or researcher looking for a guide to modern trends in stochastic analysis and neighbouring fields.

Author :
Publisher :
ISBN 13 : 981446760X
Total Pages : pages
Book Rating : 4.05/5 ( download)

DOWNLOAD NOW!

Download or read book Recent Development in Stochastic Dynamics and Stochastic Analysis written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Sergio Albeverio
Publisher : World Scientific
ISBN 13 : 9812561048
Total Pages : 471 pages
Book Rating : 4.46/5 ( download)

DOWNLOAD NOW!

Download or read book Recent Developments in Stochastic Analysis and Related Topics written by Sergio Albeverio and published by World Scientific. This book was released on 2004 with total page 471 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings? (ISTP? / ISI Proceedings)? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences

Author : Sergio Albeverio
Publisher : World Scientific
ISBN 13 : 9814481327
Total Pages : 468 pages
Book Rating : 4.28/5 ( download)

DOWNLOAD NOW!

Download or read book Recent Developments in Stochastic Analysis and Related Topics written by Sergio Albeverio and published by World Scientific. This book was released on 2004-10-21 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field. The proceedings have been selected for coverage in: • Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings) • Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings) • CC Proceedings — Engineering & Physical Sciences Contents:Invariant Gibbs Measures for the 2D Vortex Motion of Fluids (S Albeverio & B Ferrario)Limit Laws for Sums of Random Exponentials (G B Arous et al.)Stochastic Models of Economic Optimization (M-F Chen)Essential Spectrum on Riemannian Manifolds (K D Elworthy & F-Y Wang)Lévy Process on Real Lie Algebras (U Franz)Wick Rotation for Holomorphic Random Fields (H Gottschalk)Stochastic Mollifier and Nash Inequality (R Léandre)Precise Estimations Related to Large Deviations (S Liang)Stochastic Holonomy (I Mitoma)Independence and Product Systems (M Skeide)and other papers Readership: Graduate students, teachers and researchers in stochastic analysis. Keywords:Stochastic Analysis;Infinite Dimensional Analysis;Quantum Probability;Pseudo-Differential Operators;Random Media;Stochastic Finance;Stochastic Partial Differential Equation

Author : Sergio Albeverio
Publisher : American Mathematical Soc.
ISBN 13 : 9780821819593
Total Pages : 348 pages
Book Rating : 4.93/5 ( download)

DOWNLOAD NOW!

Download or read book Stochastic Processes, Physics and Geometry: New Interplays. I written by Sergio Albeverio and published by American Mathematical Soc.. This book was released on 2000 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.

Author : Elworthy K David
Publisher : World Scientific
ISBN 13 : 9814547123
Total Pages : 440 pages
Book Rating : 4.23/5 ( download)

DOWNLOAD NOW!

Download or read book New Trends In Stochastic Analysis: Proceedings Of The Tanaguchi International Symposium written by Elworthy K David and published by World Scientific. This book was released on 1997-05-05 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in semi-automated high-throughput image data collection routines, coupled with a decline in storage costs and an increase in high-performance computing solutions have led to an exponential surge in data collected by biomedical scientists and medical practitioners. Interpreting this raw data is a challenging task, and nowhere is this more evident than in the field of opthalmology. The sheer speed at which data on cataracts, diabetic retinopathy, glaucoma and other eye disorders are collected, makes it impossible for the human observer to directly monitor subtle, yet critical details.This book is a novel and well-timed endeavor to present, in an amalgamated format, computational image modeling methods as applied to various extrinsic scientific problems in ophthalmology. It is self-contained and presents a highly comprehensive array of image modeling algorithms and methodologies relevant to ophthalmologic problems. The book is the first of its kind, bringing eye imaging and multi-dimensional hyperspectral imaging and data fusion of the human eye, into focus.The editors are at the top of their fields and bring a strong multidisciplinary synergy to this visionary volume. Their “inverted-pyramid” approach in presenting the content, and focus on core applications, will appeal to students and practitioners in the field.