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Author: Jeremy J. Becnel Publisher: CRC Press ISBN: 1000328287 Category : Mathematics Languages : en Pages : 266
Book Description
Over the past six decades, several extremely important fields in mathematics have been developed. Among these are Itô calculus, Gaussian measures on Banach spaces, Malliavan calculus, and white noise distribution theory. These subjects have many applications, ranging from finance and economics to physics and biology. Unfortunately, the background information required to conduct research in these subjects presents a tremendous roadblock. The background material primarily stems from an abstract subject known as infinite dimensional topological vector spaces. While this information forms the backdrop for these subjects, the books and papers written about topological vector spaces were never truly written for researchers studying infinite dimensional analysis. Thus, the literature for topological vector spaces is dense and difficult to digest, much of it being written prior to the 1960s. Tools for Infinite Dimensional Analysis aims to address these problems by providing an introduction to the background material for infinite dimensional analysis that is friendly in style and accessible to graduate students and researchers studying the above-mentioned subjects. It will save current and future researchers countless hours and promote research in these areas by removing an obstacle in the path to beginning study in areas of infinite dimensional analysis. Features Focused approach to the subject matter Suitable for graduate students as well as researchers Detailed proofs of primary results
Author: Jeremy J. Becnel Publisher: CRC Press ISBN: 1000328287 Category : Mathematics Languages : en Pages : 266
Book Description
Over the past six decades, several extremely important fields in mathematics have been developed. Among these are Itô calculus, Gaussian measures on Banach spaces, Malliavan calculus, and white noise distribution theory. These subjects have many applications, ranging from finance and economics to physics and biology. Unfortunately, the background information required to conduct research in these subjects presents a tremendous roadblock. The background material primarily stems from an abstract subject known as infinite dimensional topological vector spaces. While this information forms the backdrop for these subjects, the books and papers written about topological vector spaces were never truly written for researchers studying infinite dimensional analysis. Thus, the literature for topological vector spaces is dense and difficult to digest, much of it being written prior to the 1960s. Tools for Infinite Dimensional Analysis aims to address these problems by providing an introduction to the background material for infinite dimensional analysis that is friendly in style and accessible to graduate students and researchers studying the above-mentioned subjects. It will save current and future researchers countless hours and promote research in these areas by removing an obstacle in the path to beginning study in areas of infinite dimensional analysis. Features Focused approach to the subject matter Suitable for graduate students as well as researchers Detailed proofs of primary results
Author: Giuseppe Da Prato Publisher: Springer Science & Business Media ISBN: 3540290214 Category : Mathematics Languages : en Pages : 217
Book Description
Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.
Author: Hui-Hsiung Kuo Publisher: World Scientific ISBN: 9812779558 Category : Mathematics Languages : en Pages : 257
Book Description
This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of articles by experts to highlight the latest developments in white noise theory, infinite dimensional transforms, quantum probability, stochastic partial differential equations, and applications to mathematical finance. Included in this volume are expository papers which will help increase communication between researchers working in these areas. The tools and techniques presented here will be of great value to research mathematicians, graduate students and applied mathematicians. Sample Chapter(s). Complex White Noise and the Infinite Dimensional Unitary Group (425 KB). Contents: Complex White Noise and the Infinite Dimensional Unitary Group (T Hida); Complex It Formulas (M Redfern); White Noise Analysis: Background and a Recent Application (J Becnel & A N Sengupta); Probability Measures with Sub-Additive Principal SzegAOCoJacobi Parameters (A Stan); Donsker''s Functional Calculus and Related Questions (P-L Chow & J Potthoff); Stochastic Analysis of Tidal Dynamics Equation (U Manna et al.); Adapted Solutions to the Backward Stochastic NavierOCoStokes Equations in 3D (P Sundar & H Yin); Spaces of Test and Generalized Functions of Arcsine White Noise Formulas (A Barhoumi et al.); An Infinite Dimensional Fourier-Mehler Transform and the L(r)vy Laplacian (K Saito & K Sakabe); The Heat Operator in Infinite Dimensions (B C Hall); Quantum Stochastic Dilation of Symmetric Covariant Completely Positive Semigroups with Unbounded Generator (D Goswami & K B Sinha); White Noise Analysis in the Theory of Three-Manifold Quantum Invariants (A Hahn); A New Explicit Formula for the Solution of the BlackOCoMertonOCoScholes Equation (J A Goldstein et al.); Volatility Models of the Yield Curve (V Goodman). Readership: Graduate-level researchers in stochastic analysis, mathematical physics and financial mathematic
Author: Palle Jorgensen Publisher: World Scientific ISBN: 9811225796 Category : Mathematics Languages : en Pages : 253
Book Description
The purpose of this book is to make available to beginning graduate students, and to others, some core areas of analysis which serve as prerequisites for new developments in pure and applied areas. We begin with a presentation (Chapters 1 and 2) of a selection of topics from the theory of operators in Hilbert space, algebras of operators, and their corresponding spectral theory. This is a systematic presentation of interrelated topics from infinite-dimensional and non-commutative analysis; again, with view to applications. Chapter 3 covers a study of representations of the canonical commutation relations (CCRs); with emphasis on the requirements of infinite-dimensional calculus of variations, often referred to as Ito and Malliavin calculus, Chapters 4-6. This further connects to key areas in quantum physics.
Author: L. Accardi Publisher: World Scientific ISBN: 9789810211400 Category : Science Languages : en Pages : 390
Book Description
Quantum Probability and Related Topics is a series of volumes based on material discussed at the various QP conferences. It aims to provide an update on the rapidly growing field of classical probability, quantum physics and functional analysis.
Author: Jeremy J. Becnel Publisher: CRC Press ISBN: 1000328260 Category : Mathematics Languages : en Pages : 289
Book Description
Over the past six decades, several extremely important fields in mathematics have been developed. Among these are Itô calculus, Gaussian measures on Banach spaces, Malliavan calculus, and white noise distribution theory. These subjects have many applications, ranging from finance and economics to physics and biology. Unfortunately, the background information required to conduct research in these subjects presents a tremendous roadblock. The background material primarily stems from an abstract subject known as infinite dimensional topological vector spaces. While this information forms the backdrop for these subjects, the books and papers written about topological vector spaces were never truly written for researchers studying infinite dimensional analysis. Thus, the literature for topological vector spaces is dense and difficult to digest, much of it being written prior to the 1960s. Tools for Infinite Dimensional Analysis aims to address these problems by providing an introduction to the background material for infinite dimensional analysis that is friendly in style and accessible to graduate students and researchers studying the above-mentioned subjects. It will save current and future researchers countless hours and promote research in these areas by removing an obstacle in the path to beginning study in areas of infinite dimensional analysis. Features Focused approach to the subject matter Suitable for graduate students as well as researchers Detailed proofs of primary results
Author: Jonathan Borwein Publisher: Springer Science & Business Media ISBN: 0387282718 Category : Mathematics Languages : en Pages : 368
Book Description
Borwein is an authority in the area of mathematical optimization, and his book makes an important contribution to variational analysis Provides a good introduction to the topic
Author: Raymond C. Fabec Publisher: CRC Press ISBN: 1351990217 Category : Mathematics Languages : en Pages : 448
Book Description
Infinite dimensional representation theory blossomed in the latter half of the twentieth century, developing in part with quantum mechanics and becoming one of the mainstays of modern mathematics. Fundamentals of Infinite Dimensional Representation Theory provides an accessible account of the topics in analytic group representation theory and operator algebras from which much of the subject has evolved. It presents new and old results in a coherent and natural manner and studies a number of tools useful in various areas of this diversely applied subject. From Borel spaces and selection theorems to Mackey's theory of induction, measures on homogeneous spaces, and the theory of left Hilbert algebras, the author's self-contained treatment allows readers to choose from a wide variety of topics and pursue them independently according to their needs. Beyond serving as both a general reference and as a text for those requiring a background in group-operator algebra representation theory, for careful readers, this monograph helps reveal not only the subject's utility, but also its inherent beauty.
Author: Michael I. Gil' Publisher: Springer Science & Business Media ISBN: 9780792382218 Category : Mathematics Languages : en Pages : 386
Book Description
The aim of Stability of Finite and Infinite Dimensional Systems is to provide new tools for specialists in control system theory, stability theory of ordinary and partial differential equations, and differential-delay equations. Stability of Finite and Infinite Dimensional Systems is the first book that gives a systematic exposition of the approach to stability analysis which is based on estimates for matrix-valued and operator-valued functions, allowing us to investigate various classes of finite and infinite dimensional systems from the unified viewpoint. This book contains solutions to the problems connected with the Aizerman and generalized Aizerman conjectures and presents fundamental results by A. Yu. Levin for the stability of nonautonomous systems having variable real characteristic roots. Stability of Finite and Infinite Dimensional Systems is intended not only for specialists in stability theory, but for anyone interested in various applications who has had at least a first-year graduate-level course in analysis.
Author: Hector O. Fattorini Publisher: Cambridge University Press ISBN: 9780521451253 Category : Computers Languages : en Pages : 828
Book Description
Treats optimal problems for systems described by ODEs and PDEs, using an approach that unifies finite and infinite dimensional nonlinear programming.
Author: Jeremy J. Becnel
Author: Jeremy J. Becnel
Author: Giuseppe Da Prato
Author: Hui-Hsiung Kuo
Author: Palle Jorgensen
Author: L. Accardi
Author: Jeremy J. Becnel
Author: Jonathan Borwein
Author: Raymond C. Fabec
Author: Michael I. Gil'
Author: Hector O. Fattorini