Diffusion Processes And Related Problems In Analysis Volume Ii PDF Download
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Author | : V. Wihstutz |
Publisher | : Springer Science & Business Media |
Total Pages | : 344 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461203899 |
Download Diffusion Processes and Related Problems in Analysis, Volume II Book in PDF, ePub and Kindle
During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by the University of North Carolina at Charlotte. Originally conceived as a regional conference for researchers in the Southeastern United States, the conference eventually drew participation from both coasts of the U. S. and from abroad. This broad-based par ticipation reflects a growing interest in the viewpoint of stochastic flows, particularly in probability theory and more generally in mathematics as a whole. While the theory of deterministic flows can be considered classical, the stochastic counterpart has only been developed in the past decade, through the efforts of Harris, Kunita, Elworthy, Baxendale and others. Much of this work was done in close connection with the theory of diffusion processes, where dynamical systems implicitly enter probability theory by means of stochastic differential equations. In this regard, the Charlotte conference served as a natural outgrowth of the Conference on Diffusion Processes, held at Northwestern University, Evanston Illinois in October 1989, the proceedings of which has now been published as Volume I of the current series. Due to this natural flow of ideas, and with the assistance and support of the Editorial Board, it was decided to organize the present two-volume effort.
Author | : Mark A. Pinsky |
Publisher | : |
Total Pages | : 364 |
Release | : 2011-09-26 |
Genre | : |
ISBN | : 9781461203902 |
Download Diffusion Processes and Related Problems in Analysis Book in PDF, ePub and Kindle
Author | : Mark A. Pinsky |
Publisher | : Birkhauser |
Total Pages | : 368 |
Release | : 1990 |
Genre | : Mathematics |
ISBN | : |
Download Diffusion Processes and Related Problems in Analysis Book in PDF, ePub and Kindle
Author | : |
Publisher | : |
Total Pages | : 519 |
Release | : 1990 |
Genre | : Diffusion processes |
ISBN | : |
Download Diffusion Processes and Related Problems in Analysis, Volume I Book in PDF, ePub and Kindle
Author | : Luigi M. Ricciardi |
Publisher | : Springer Science & Business Media |
Total Pages | : 207 |
Release | : 2013-03-13 |
Genre | : Mathematics |
ISBN | : 364293059X |
Download Diffusion Processes and Related Topics in Biology Book in PDF, ePub and Kindle
These notes are based on a one-quarter course given at the Department of Biophysics and Theoretical Biology of the University of Chicago in 1916. The course was directed to graduate students in the Division of Biological Sciences with interests in population biology and neurobiology. Only a slight acquaintance with probability and differential equations is required of the reader. Exercises are interwoven with the text to encourage the reader to play a more active role and thus facilitate his digestion of the material. One aim of these notes is to provide a heuristic approach, using as little mathematics as possible, to certain aspects of the theory of stochastic processes that are being increasingly employed in some of the population biol ogy and neurobiology literature. While the subject may be classical, the nov elty here lies in the approach and point of view, particularly in the applica tions such as the approach to the neuronal firing problem and its related dif fusion approximations. It is a pleasure to thank Professors Richard C. Lewontin and Arnold J.F. Siegert for their interest and support, and Mrs. Angell Pasley for her excellent and careful typing. I . PRELIMINARIES 1. Terminology and Examples Consider an experiment specified by: a) the experiment's outcomes, ~, forming the space S; b) certain subsets of S (called events) and by the probabilities of these events.
Author | : Pinsky |
Publisher | : Birkhäuser |
Total Pages | : 521 |
Release | : 2012-02-17 |
Genre | : Mathematics |
ISBN | : 9781468405668 |
Download Diffusion Processes and Related Problems in Analysis, Volume I Book in PDF, ePub and Kindle
During the week of October 23-27,1989, Northwestern University hosted an international conference on the theme "Diffusion Processes and Related Problems in Analysis." This was attended by 105 partici pants representing 14 different countries. The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen tary sources from Northwestern University. The purpose of this meeting was to bring together workers in vari ous parts of probability theory, mathematical physics, and partial dif ferential equations. Previous efforts in this direction were represented by the 1987 AMS Summer Research Conference "Geometry of Random Motion" co-sponsored with Rick Durrett, the proceedings of which ap peared as volume 73 in the AMS series "Contemporary Mathematics." The present effort is intended to extend beyond the strictly geometric theme and to include problems of large deviations, stochastic flows, and other areas of stochastic analysis in which diffusion processes play a leading role.
Author | : Pinsky |
Publisher | : Birkhäuser |
Total Pages | : 544 |
Release | : 1991-04-01 |
Genre | : Mathematics |
ISBN | : 9780817635169 |
Download Diffusion Processes and Related Problems in Analysis, Volume I Book in PDF, ePub and Kindle
During the week of October 23-27,1989, Northwestern University hosted an international conference on the theme "Diffusion Processes and Related Problems in Analysis." This was attended by 105 partici pants representing 14 different countries. The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen tary sources from Northwestern University. The purpose of this meeting was to bring together workers in vari ous parts of probability theory, mathematical physics, and partial dif ferential equations. Previous efforts in this direction were represented by the 1987 AMS Summer Research Conference "Geometry of Random Motion" co-sponsored with Rick Durrett, the proceedings of which ap peared as volume 73 in the AMS series "Contemporary Mathematics." The present effort is intended to extend beyond the strictly geometric theme and to include problems of large deviations, stochastic flows, and other areas of stochastic analysis in which diffusion processes play a leading role.
Author | : Pinsky |
Publisher | : Birkhäuser |
Total Pages | : 0 |
Release | : 2013-05-14 |
Genre | : Mathematics |
ISBN | : 9781468405644 |
Download Diffusion Processes and Related Problems in Analysis, Volume I Book in PDF, ePub and Kindle
During the week of October 23-27,1989, Northwestern University hosted an international conference on the theme "Diffusion Processes and Related Problems in Analysis." This was attended by 105 partici pants representing 14 different countries. The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen tary sources from Northwestern University. The purpose of this meeting was to bring together workers in vari ous parts of probability theory, mathematical physics, and partial dif ferential equations. Previous efforts in this direction were represented by the 1987 AMS Summer Research Conference "Geometry of Random Motion" co-sponsored with Rick Durrett, the proceedings of which ap peared as volume 73 in the AMS series "Contemporary Mathematics." The present effort is intended to extend beyond the strictly geometric theme and to include problems of large deviations, stochastic flows, and other areas of stochastic analysis in which diffusion processes play a leading role.
Author | : Gopinath Kallianpur |
Publisher | : OUP Oxford |
Total Pages | : 368 |
Release | : 2014-01-09 |
Genre | : Mathematics |
ISBN | : 0191004529 |
Download Stochastic Analysis and Diffusion Processes Book in PDF, ePub and Kindle
Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. The breadth and power of Stochastic Analysis, and probabilistic behavior of diffusion processes are told without compromising on the mathematical details. Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. The book proceeds to construct stochastic integrals, establish the Itô formula, and discuss its applications. Next, attention is focused on stochastic differential equations (SDEs) which arise in modeling physical phenomena, perturbed by random forces. Diffusion processes are solutions of SDEs and form the main theme of this book. The Stroock-Varadhan martingale problem, the connection between diffusion processes and partial differential equations, Gaussian solutions of SDEs, and Markov processes with jumps are presented in successive chapters. The book culminates with a careful treatment of important research topics such as invariant measures, ergodic behavior, and large deviation principle for diffusions. Examples are given throughout the book to illustrate concepts and results. In addition, exercises are given at the end of each chapter that will help the reader to understand the concepts better. The book is written for graduate students, young researchers and applied scientists who are interested in stochastic processes and their applications. The reader is assumed to be familiar with probability theory at graduate level. The book can be used as a text for a graduate course on Stochastic Analysis.
Author | : Mark A. Pinsky |
Publisher | : |
Total Pages | : 519 |
Release | : 1990 |
Genre | : Diffusion processes |
ISBN | : 9783764335168 |
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