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New Trends In Stochastic Analysis: Proceedings Of The Tanaguchi International Symposium

New Trends In Stochastic Analysis: Proceedings Of The Tanaguchi International Symposium
Author: K David Elworthy
Publisher: World Scientific
Total Pages: 442
Release: 1997-05-05
Genre:
ISBN: 9814547123
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The Taniguchi International workshop on 'New Trends in Stochastic Analysis' was held at Charingworth Manor, Gloucestershire, England from September 21-27, 1994. The workshop was followed by a symposium held with the Mathematics Research Centre of the University of Warwick from Sep 28 to Oct 1. In these meetings several of the new directions that stochastic analysis is taking were discussed, ranging from analysis on fractals to analysis on loop spaces.This volume contains articles by 15 participants, reflecting this range of topics. Amongst them are discussed: Sobolev and logrithmic Sobolev inequalities for Markov semigroups, asymptotics for heat equations on the exterior of convex domains, 2 D stochastic Ising models, reaction diffusion equations with noise and new approaches to infinite dimensional stochastic analysis including a Malliavin type calculus for equations driven by 'rough signals'.

New Trends in Stochastic Analysis

New Trends in Stochastic Analysis
Author: K. D. Elworthy
Publisher: World Scientific Publishing Company Incorporated
Total Pages: 429
Release: 1997
Genre: Mathematics
ISBN: 9789810228675
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New Trends in Stochastic Analysis

New Trends in Stochastic Analysis
Author: K. David Elworthy
Publisher:
Total Pages: 442
Release: 1997
Genre: MATHEMATICS
ISBN: 9789814530491
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Stochastic Analysis

Stochastic Analysis
Author:
Publisher:
Total Pages: 488
Release: 1984
Genre:
ISBN:
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Proceedings of the International Conference on Stochastic Analysis and Applications

Proceedings of the International Conference on Stochastic Analysis and Applications
Author: Sergio Albeverio
Publisher: Springer Science & Business Media
Total Pages: 364
Release: 2004-07-28
Genre: Mathematics
ISBN: 9781402024672
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Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject. This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.

Stochastic Flows and Jump-Diffusions

Stochastic Flows and Jump-Diffusions
Author: Hiroshi Kunita
Publisher: Springer
Total Pages: 352
Release: 2019-03-26
Genre: Mathematics
ISBN: 9811338019
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This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.

New Trends in Stochastic Analysis and Related Topics

New Trends in Stochastic Analysis and Related Topics
Author: Huaizhong Zhao
Publisher: World Scientific
Total Pages: 458
Release: 2012
Genre: Mathematics
ISBN: 9814360910
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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.

Itô’s Stochastic Calculus and Probability Theory

Itô’s Stochastic Calculus and Probability Theory
Author: Nobuyuki Ikeda
Publisher: Springer Science & Business Media
Total Pages: 425
Release: 2012-12-06
Genre: Mathematics
ISBN: 4431685324
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Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics. This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here. This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included.

Wolf Prize in Mathematics

Wolf Prize in Mathematics
Author: Shiing-Shen Chern
Publisher: World Scientific
Total Pages: 780
Release: 2000
Genre: Mathematics
ISBN: 9789810239459
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This invaluable book features bibliographies, important papers, and speeches (for example at international congresses) of Wolf Prize winners. This is the first time that lectures by some Wolf Prize winners have been published together. Since the work of the Wolf laureates covers a wide spectrum, much of the mathematics of the twentieth century comes to life in this book.

Perspectives on Quantization

Perspectives on Quantization
Author: Lewis A. Coburn
Publisher: American Mathematical Soc.
Total Pages: 210
Release: 1998
Genre: Mathematics
ISBN: 082180684X
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This book presents the proceedings of a 1996 Joint Summer Research Conference sponsored by AMS-IMS-SIAM on "Quantization" held at Mount Holyoke College (Northampton, MA). The purpose of this conference was to bring together researchers focusing on various mathematical aspects of quantization. In the early work of Weyl and von Neumann at the beginning of the quantum era, the setting for this enterprise was operators on Hilbert space. This setting has been expanded, especially over the past decade, to involve C*-algebras - noncommutative differential geometry and noncommutative harmonic analysis - as well as more general algebras and infinite-dimensional manifolds. The applications now include quantum field theory, notable conformal and topological field theories related to quantization of moduli spaces, and constructive quantum field theory of supersymmetric models and condensed matter physics (the fractional quantum Hall effect in particular). The spectrum of research interests which significantly intersects the topic of quantization is unusually broad including, for example, pseudodifferential analysis, the representation theory of Lie groups and algebras (including infinite-dimensional ones), operator algebras and algebraic deformation theory. The papers in this collection originated with talks by the authors at the conference and represent a strong cross-section of the interests described above.