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Author: Janos Englander Publisher: Springer Science & Business Media ISBN: 1461462401 Category : Mathematics Languages : en Pages : 129
Book Description
Sergei Kuznetsov is one of the top experts on measure valued branching processes (also known as “superprocesses”) and their connection to nonlinear partial differential operators. His research interests range from stochastic processes and partial differential equations to mathematical statistics, time series analysis and statistical software; he has over 90 papers published in international research journals. His most well known contribution to probability theory is the "Kuznetsov-measure." A conference honoring his 60th birthday has been organized at Boulder, Colorado in the summer of 2010, with the participation of Sergei Kuznetsov’s mentor and major co-author, Eugene Dynkin. The conference focused on topics related to superprocesses, branching diffusions and nonlinear partial differential equations. In particular, connections to the so-called “Kuznetsov-measure” were emphasized. Leading experts in the field as well as young researchers contributed to the conference. The meeting was organized by J. Englander and B. Rider (U. of Colorado).
Author: Janos Englander Publisher: Springer Science & Business Media ISBN: 1461462401 Category : Mathematics Languages : en Pages : 129
Book Description
Sergei Kuznetsov is one of the top experts on measure valued branching processes (also known as “superprocesses”) and their connection to nonlinear partial differential operators. His research interests range from stochastic processes and partial differential equations to mathematical statistics, time series analysis and statistical software; he has over 90 papers published in international research journals. His most well known contribution to probability theory is the "Kuznetsov-measure." A conference honoring his 60th birthday has been organized at Boulder, Colorado in the summer of 2010, with the participation of Sergei Kuznetsov’s mentor and major co-author, Eugene Dynkin. The conference focused on topics related to superprocesses, branching diffusions and nonlinear partial differential equations. In particular, connections to the so-called “Kuznetsov-measure” were emphasized. Leading experts in the field as well as young researchers contributed to the conference. The meeting was organized by J. Englander and B. Rider (U. of Colorado).
Author: Massimo Cicognani Publisher: Springer Science & Business Media ISBN: 1461463483 Category : Mathematics Languages : en Pages : 391
Book Description
This collection of original articles and surveys, emerging from a 2011 conference in Bertinoro, Italy, addresses recent advances in linear and nonlinear aspects of the theory of partial differential equations (PDEs). Phase space analysis methods, also known as microlocal analysis, have continued to yield striking results over the past years and are now one of the main tools of investigation of PDEs. Their role in many applications to physics, including quantum and spectral theory, is equally important. Key topics addressed in this volume include: *general theory of pseudodifferential operators *Hardy-type inequalities *linear and non-linear hyperbolic equations and systems *Schrödinger equations *water-wave equations *Euler-Poisson systems *Navier-Stokes equations *heat and parabolic equations Various levels of graduate students, along with researchers in PDEs and related fields, will find this book to be an excellent resource. Contributors T. Alazard P.I. Naumkin J.-M. Bony F. Nicola N. Burq T. Nishitani C. Cazacu T. Okaji J.-Y. Chemin M. Paicu E. Cordero A. Parmeggiani R. Danchin V. Petkov I. Gallagher M. Reissig T. Gramchev L. Robbiano N. Hayashi L. Rodino J. Huang M. Ruzhanky D. Lannes J.-C. Saut F. Linares N. Visciglia P.B. Mucha P. Zhang C. Mullaert E. Zuazua T. Narazaki C. Zuily
Author: Luigi Accardi Publisher: Springer Science & Business Media ISBN: 9401008426 Category : Mathematics Languages : en Pages : 455
Book Description
Recent Developments in Infinite-Dimensional Analysis and Quantum Probability is dedicated to Professor Takeyuki Hida on the occasion of his 70th birthday. The book is more than a collection of articles. In fact, in it the reader will find a consistent editorial work, devoted to attempting to obtain a unitary picture from the different contributions and to give a comprehensive account of important recent developments in contemporary white noise analysis and some of its applications. For this reason, not only the latest results, but also motivations, explanations and connections with previous work have been included. The wealth of applications, from number theory to signal processing, from optimal filtering to information theory, from the statistics of stationary flows to quantum cable equations, show the power of white noise analysis as a tool. Beyond these, the authors emphasize its connections with practically all branches of contemporary probability, including stochastic geometry, the structure theory of stationary Gaussian processes, Neumann boundary value problems, and large deviations.
Author: Zenghu Li Publisher: Springer Nature ISBN: 3662669102 Category : Mathematics Languages : en Pages : 481
Book Description
This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein–Uhlenbeck type processes. Measure-valued branching processes arise as high density limits of branching particle systems. The first part of the book gives an analytic construction of a special class of such processes, the Dawson–Watanabe superprocesses, which includes the finite-dimensional continuous-state branching process as an example. Under natural assumptions, it is shown that the superprocesses have Borel right realizations. Transformations are then used to derive the existence and regularity of several different forms of the superprocesses. This technique simplifies the constructions and gives useful new perspectives. Martingale problems of superprocesses are discussed under Feller type assumptions. The second part investigates immigration structures associated with the measure-valued branching processes. The structures are formulated by skew convolution semigroups, which are characterized in terms of infinitely divisible probability entrance laws. A theory of stochastic equations for one-dimensional continuous-state branching processes with or without immigration is developed, which plays a key role in the construction of measure flows of those processes. The third part of the book studies a class of Ornstein-Uhlenbeck type processes in Hilbert spaces defined by generalized Mehler semigroups, which arise naturally in fluctuation limit theorems of the immigration superprocesses. This volume is aimed at researchers in measure-valued processes, branching processes, stochastic analysis, biological and genetic models, and graduate students in probability theory and stochastic processes.
Author: Evgeniĭ Borisovich Dynkin Publisher: American Mathematical Soc. ISBN: 082183682X Category : Mathematics Languages : en Pages : 130
Book Description
This book is devoted to the applications of probability theory to the theory of nonlinear partial differential equations. More precisely, it is shown that all positive solutions for a class of nonlinear elliptic equations in a domain are described in terms of their traces on the boundary of the domain. The main probabilistic tool is the theory of superdiffusions, which describes a random evolution of a cloud of particles. A substantial enhancement of this theory is presented that will be of interest to anyone who works on applications of probabilistic methods to mathematical analysis. The book is suitable for graduate students and research mathematicians interested in probability theory and its applications to differential equations. Also of interest by this author is Diffusions, Superdiffusions and Partial Differential Equations in the AMS series, Colloquium Publications.
Author: Henri Berestycki Publisher: American Mathematical Soc. ISBN: 0821841904 Category : Mathematics Languages : en Pages : 522
Book Description
In celebration of Haim Brezis's 60th birthday, a conference was held at the Ecole Polytechnique in Paris, with a program testifying to Brezis's wide-ranging influence on nonlinear analysis and partial differential equations. The articles in this volume are primarily from that conference. They present a rare view of the state of the art of many aspects of nonlinear PDEs, as well as describe new directions that are being opened up in this field. The articles, written by mathematicians at the center of current developments, provide somewhat more personal views of the important developments and challenges.
Author: Jie Xiong Publisher: World Scientific ISBN: 9814452378 Category : Mathematics Languages : en Pages : 177
Book Description
The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such SPDEs. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear SPDEs.
Author: Jean-Francois Le Gall Publisher: Birkhäuser ISBN: 3034886837 Category : Mathematics Languages : en Pages : 170
Book Description
This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between superprocesses and PDEs. These are notable because almost every important probabilistic question corresponds to a significant analytic problem.
Author: Robert Dalang Publisher: Springer Science & Business Media ISBN: 3764384581 Category : Mathematics Languages : en Pages : 518
Book Description
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.
Author: Janos Englander
Author: Janos Englander
Author: Janos Englander
Author: Massimo Cicognani
Author: Luigi Accardi
Author: Zenghu Li
Author: Evgeniĭ Borisovich Dynkin
Author: Henri Berestycki
Author: Jie Xiong
Author: Jean-Francois Le Gall
Author: Robert Dalang