Author: Samy TindelPublisher:
ISBN:
Category :
Languages : en
Pages : 51
Book Description
On Space-time Regularity for the Stochastic Heat Equation on Lie Groups
Author: Samy TindelStochastic Equations in Infinite Dimensions
Author: Giuseppe Da PratoPublisher: Cambridge University Press
ISBN: 1107055849
Category : Mathematics
Languages : en
Pages : 513
Book Description
Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.
Stochastic Partial Differential Equations and Applications
Author: Giuseppe Da PratoPublisher: CRC Press
ISBN: 9780203910177
Category : Mathematics
Languages : en
Pages : 480
Book Description
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
Seminar on Stochastic Analysis, Random Fields and Applications III
Author: Robert C. DalangPublisher: Birkhäuser
ISBN: 3034882092
Category : Mathematics
Languages : en
Pages : 310
Book Description
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
Probability on Compact Lie Groups
Author: David ApplebaumPublisher: Springer
ISBN: 3319078429
Category : Mathematics
Languages : en
Pages : 236
Book Description
Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with respect to signal processing). The author gives a comprehensive introduction to some of the principle areas of study, with an emphasis on applicability. The most important topics presented are: the study of measures via the non-commutative Fourier transform, existence and regularity of densities, properties of random walks and convolution semigroups of measures and the statistical problem of deconvolution. The emphasis on compact (rather than general) Lie groups helps readers to get acquainted with what is widely seen as a difficult field but which is also justified by the wealth of interesting results at this level and the importance of these groups for applications. The book is primarily aimed at researchers working in probability, stochastic analysis and harmonic analysis on groups. It will also be of interest to mathematicians working in Lie theory and physicists, statisticians and engineers who are working on related applications. A background in first year graduate level measure theoretic probability and functional analysis is essential; a background in Lie groups and representation theory is certainly helpful but the first two chapters also offer orientation in these subjects.
Communications on Stochastic Analysis
Author: Discrete and Continuous Dynamical Systems
Author: A Weak Space-time Formulation for the Linear Stochastic Heat Equation
Author: The Regularity of Solutions to the Heat Equation Over Group-valued Path Space
Author: Zhenchun GuoInfinite Dimensional Stochastic Analysis
Author: Philippe ClémentPublisher:
ISBN:
Category : Science
Languages : en
Pages : 304
Book Description