Proceedings of RIMS Workshop on Stochastic Analysis and Applications PDF Download

Author:
Publisher:
ISBN:
Category : Stochastic analysis
Languages : en
Pages : 266

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Author:
Publisher: American Mathematical Soc.
ISBN: 0821848216
Category : Mathematics
Languages : en
Pages : 243

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Book Description
This volume contains translations of papers that originally appeared in the Japanese journal Sugaku. The papers range over a variety of topics in probability theory, statistics, and applications. This volume is suitable for graduate students and research mathematicians interested in probability and statistics.

Author: Zhen-qing Chen
Publisher: World Scientific
ISBN: 981459654X
Category : Mathematics
Languages : en
Pages : 618

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This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field.

Author: Nicolas Bouleau
Publisher: Springer Nature
ISBN: 3030885755
Category : Mathematics
Languages : en
Pages : 448

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Book Description
The Mathematics of Errors presents an original, rigorous and systematic approach to the calculus of errors, targeted at both the engineer and the mathematician. Starting from Gauss's original point of view, the book begins as an introduction suitable for graduate students, leading to recent developments in stochastic analysis and Malliavin calculus, including contributions by the author. Later chapters, aimed at a more mature audience, require some familiarity with stochastic calculus and Dirichlet forms. Sensitivity analysis, in particular, plays an important role in the book. Detailed applications in a range of fields, such as engineering, robotics, statistics, financial mathematics, climate science, or quantum mechanics are discussed through concrete examples. Throughout the book, error analysis is presented in a progressive manner, motivated by examples and appealing to the reader’s intuition. By formalizing the intuitive concept of error and richly illustrating its scope for application, this book provides readers with a blueprint to apply advanced mathematics in practical settings. As such, it will be of immediate interest to engineers and scientists, whilst providing mathematicians with an original presentation. Nicolas Bouleau has directed the mathematics center of the Ecole des Ponts ParisTech for more than ten years. He is known for his theory of error propagation in complex models. After a degree in engineering and architecture, he decided to pursue a career in mathematics under the influence of Laurent Schwartz. He has also written on the production of knowledge, sustainable economics and mathematical models in finance. Nicolas Bouleau is a recipient of the Prix Montyon from the French Academy of Sciences.

Author: Nobuaki Obata
Publisher: World Scientific
ISBN: 9812705244
Category : Mathematics
Languages : en
Pages : 447

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Book Description
Infinite-dimensional analysis and quantum probability have undergone significant developments in the last few years and created many applications. This volume includes four expository articles on recent developments in quantum field theory, quantum stochastic differential equations, free probability and quantum white noise calculus, which are targeted also for graduate study. The fourteen research papers deal with most of the current topics, and their interconnections reflect a vivid development in interacting Fock space, infinite-dimensional groups, stochastic independence, non-commutative central limit theorems, stochastic geometry, and so on.

Author: Tohru Ozawa
Publisher:
ISBN:
Category : Differential equations, Nonlinear
Languages : en
Pages : 160

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Author: Taku Matsui
Publisher: World Scientific
ISBN: 9814486507
Category : Science
Languages : en
Pages : 447

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Book Description
Infinite-dimensional analysis and quantum probability have undergone significant developments in the last few years and created many applications. This volume includes four expository articles on recent developments in quantum field theory, quantum stochastic differential equations, free probability and quantum white noise calculus, which are targeted also for graduate study. The fourteen research papers deal with most of the current topics, and their interconnections reflect a vivid development in interacting Fock space, infinite-dimensional groups, stochastic independence, non-commutative central limit theorems, stochastic geometry, and so on.

Author: Takeyuki Hida
Publisher: World Scientific
ISBN: 981449299X
Category : Science
Languages : en
Pages : 237

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Book Description
Contents: The Quantum Filtering Problem as a Dynamical Covariance Condition (L Accardi)CKS-Space in Terms of Growth Functions (N Asai et al.)Large Deviation Principle for Catalytic Processes Associated with Nonlinear Catalytic Noise Equations (I Dôku)The Estimation of Tunneling Time by the Use of Nelson's Quantum Stochastic Process — Towards a Comparison with a Neutron Interference Experiment (T Hashimoto & T Tomomura)Complexity in White Noise Analysis (T Hida)Cauchy Problems in White Noise Analysis and an Application to Finite Dimensional PDEs (U C Ji)Itô Formula for Generalized Lévy Functionals (Y-J Lee & H-H Shih)Rhythmic Contraction and Its Fluctuations in an Amoeboid Organism of the Physarum Plasmodium (T Nakagaki & H Yamada)Quantum Computation and NP-Complete Problems (T Nishino)A Note on Coherent State Representations of White Noise Operators (N Obata)Complexity in Quantum System and Its Application to Brain Function (M Ohya)NP-Complete Problems with Chaotic Dynamics (M Ohya & I V Volovich)Field Fluctuation and Signal Generation in Living Cells (F Oosawa)Stochastic Processes Generated by Functions of the Lévy Laplacian (K Saitô & A H Tsoi)Gaussian Processes and Gaussian Random Fields (S Si) An Approach to Synthesize Filters with Reduced Structures Using a Neural Network (K Suzuki et al.)Study for Modeling the Spontaneous Fluctuation in Biological System (M Yamanoi et al.) Readership: Pure and applied probabilists, functional analysts, mathematical physicists, theoretical physicists and mathematical biologists. Keywords:

Author: Jiro Akahori
Publisher: World Scientific
ISBN: 9814483095
Category : Mathematics
Languages : en
Pages : 410

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This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences

Author: Nicolas Bouleau
Publisher: Springer
ISBN: 3319258206
Category : Mathematics
Languages : en
Pages : 333

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Book Description
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the theory of Dirichlet forms, the authors develop a mathematical tool for a quite general class of random Poisson measures and significantly simplify computations of Malliavin matrices of Poisson functionals. The method gives rise to a new explicit calculus that they illustrate on various examples: it consists in adding a particle and then removing it after computing the gradient. Using this method, one can establish absolute continuity of Poisson functionals such as Lévy areas, solutions of SDEs driven by Poisson measure and, by iteration, obtain regularity of laws. The authors also give applications to error calculus theory. This book will be of interest to researchers and graduate students in the fields of stochastic analysis and finance, and in the domain of statistical physics. Professors preparing courses on these topics will also find it useful. The prerequisite is a knowledge of probability theory.