Author: E. PardouxPublisher:
ISBN:
Category :
Languages : en
Pages : 22
Book Description
Stochastic Volterra Equations with Anticipating Coefficients
Author: E. PardouxThe General Linear Stochastic Volterra Equation with Anticipating Coefficients
Author: Bernt ØksendalPublisher:
ISBN: 9788255310099
Category :
Languages : en
Pages : 19
Book Description
Anticipating Stochastic Volterra Equations
Author: E. AlòsStochastic Partial Differential Equations
Author: Helge HoldenPublisher: Springer Science & Business Media
ISBN: 0387894888
Category : Mathematics
Languages : en
Pages : 312
Book Description
The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy process noise. Applications of the theory are emphasized throughout. The stochastic pressure equation for fluid flow in porous media is treated, as are applications to finance. Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter.
Stochastic Analysis and Related Topics II
Author: Hayri KorezliogluPublisher: Springer
ISBN: 3540465960
Category : Mathematics
Languages : en
Pages : 281
Book Description
The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.
Handbook of Stochastic Analysis and Applications
Author: D. KannanPublisher: CRC Press
ISBN: 1482294702
Category : Mathematics
Languages : en
Pages : 808
Book Description
An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Stochastic Analysis and Mathematical Physics
Author: A.B. CruzeiroPublisher: Springer Science & Business Media
ISBN: 1461201276
Category : Mathematics
Languages : en
Pages : 162
Book Description
This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. It is a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics. Key topics covered include: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, and many others.
Well-posedness of Stochastic Volterra Equations with Non-Lipschitz Coefficients
Author: David ScheffelsQuantum Information IV
Author: Takeyuki HidaPublisher: World Scientific
ISBN: 9789812380203
Category : Science
Languages : en
Pages : 212
Book Description
Annotation. ...study on the Power of Potential fluctuation in living cells...some properties of measure-valued processes with singular branching rate and other papers.
Stochastic Analysis And Applications: Proceedings Of The Fifth Gregynog Symposium
Author: Ian M DaviesPublisher: World Scientific
ISBN: 9814548111
Category :
Languages : en
Pages : 522
Book Description
This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.