Author: Stefan GeissPublisher: American Mathematical Society
ISBN: 1470449358
Category : Mathematics
Languages : en
Pages : 112
Book Description
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Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
Author: Stefan GeissPublisher: American Mathematical Society
ISBN: 1470449358
Category : Mathematics
Languages : en
Pages : 112
Book Description
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Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
Author: Stefan Geiss (Mathematician)Publisher:
ISBN: 9781470467517
Category : Besov spaces
Languages : en
Pages :
Book Description
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
Author: Philipp GrohsPublisher: American Mathematical Society
ISBN: 147045632X
Category : Mathematics
Languages : en
Pages : 106
Book Description
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Backward Stochastic Differential Equations
Author: N El KarouiPublisher: CRC Press
ISBN: 9780582307339
Category : Mathematics
Languages : en
Pages : 236
Book Description
This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
Differentiable Measures and the Malliavin Calculus
Author: Vladimir Igorevich BogachevPublisher: American Mathematical Soc.
ISBN: 082184993X
Category : Mathematics
Languages : en
Pages : 506
Book Description
This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.
Foundations of Computational Mathematics
Author: Ronald A. DeVorePublisher: Cambridge University Press
ISBN: 9780521003490
Category : Mathematics
Languages : en
Pages : 418
Book Description
Collection of papers by leading researchers in computational mathematics, suitable for graduate students and researchers.
Cell Complexes, Poset Topology and the Representation Theory of Algebras Arising in Algebraic Combinatorics and Discrete Geometry
Author: Stuart MargolisPublisher: American Mathematical Society
ISBN: 1470450429
Category : Mathematics
Languages : en
Pages : 135
Book Description
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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Author: Samuel N. CohenPublisher: Springer Nature
ISBN: 3030222853
Category : Mathematics
Languages : en
Pages : 300
Book Description
This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics. This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.
Large Deviations at Saint-Flour
Author: Robert AzencottPublisher: Springer
ISBN: 9783642331992
Category : Mathematics
Languages : en
Pages : 371
Book Description
Contents: Azencott, R. : Large deviations and applications.- Freidlin, Mark I. Semi-linear PDE's and limit theorems for large deviations- Varadhan, Srinivasa R.S.: Large deviations and applications.
On Finite GK-Dimensional Nichols Algebras over Abelian Groups
Author: Nicol s AndruskiewitschPublisher: American Mathematical Society
ISBN: 1470448300
Category : Mathematics
Languages : en
Pages : 125
Book Description
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