Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
Author | : T. E. Govindan |
Publisher | : Springer Nature |
Total Pages | : 321 |
Release | : |
Genre | : |
ISBN | : 3031427912 |
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Author | : T. E. Govindan |
Publisher | : Springer Nature |
Total Pages | : 321 |
Release | : |
Genre | : |
ISBN | : 3031427912 |
Author | : V. C. Joshua |
Publisher | : Springer Nature |
Total Pages | : 521 |
Release | : 2020-08-29 |
Genre | : Mathematics |
ISBN | : 9811559511 |
This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.
Author | : Giuseppe Da Prato |
Publisher | : Cambridge University Press |
Total Pages | : 397 |
Release | : 2002-07-25 |
Genre | : Mathematics |
ISBN | : 1139433431 |
State of the art treatment of a subject which has applications in mathematical physics, biology and finance. Includes discussion of applications to control theory. There are numerous notes and references that point to further reading. Coverage of some essential background material helps to make the book self contained.
Author | : T. E. Govindan |
Publisher | : Springer |
Total Pages | : 421 |
Release | : 2016-11-11 |
Genre | : Mathematics |
ISBN | : 3319456849 |
This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces. The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use. This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Author | : Anna Karczewska |
Publisher | : |
Total Pages | : 112 |
Release | : 2007 |
Genre | : Volterra equations |
ISBN | : |
Author | : American Mathematical Society |
Publisher | : |
Total Pages | : 492 |
Release | : 1987 |
Genre | : Mathematics |
ISBN | : |
Author | : Klaus-Jochen Engel |
Publisher | : Springer Science & Business Media |
Total Pages | : 609 |
Release | : 2006-04-06 |
Genre | : Mathematics |
ISBN | : 0387226427 |
This book explores the theory of strongly continuous one-parameter semigroups of linear operators. A special feature of the text is an unusually wide range of applications such as to ordinary and partial differential operators, to delay and Volterra equations, and to control theory. Also, the book places an emphasis on philosophical motivation and the historical background.
Author | : Wolfgang Arendt |
Publisher | : Springer Science & Business Media |
Total Pages | : 526 |
Release | : 2013-11-11 |
Genre | : Mathematics |
ISBN | : 3034850751 |
Linear evolution equations in Banach spaces have seen important developments in the last two decades. This is due to the many different applications in the theory of partial differential equations, probability theory, mathematical physics, and other areas, and also to the development of new techniques. One important technique is given by the Laplace transform. It played an important role in the early development of semigroup theory, as can be seen in the pioneering monograph by Rille and Phillips [HP57]. But many new results and concepts have come from Laplace transform techniques in the last 15 years. In contrast to the classical theory, one particular feature of this method is that functions with values in a Banach space have to be considered. The aim of this book is to present the theory of linear evolution equations in a systematic way by using the methods of vector-valued Laplace transforms. It is simple to describe the basic idea relating these two subjects. Let A be a closed linear operator on a Banach space X. The Cauchy problern defined by A is the initial value problern (t 2 0), (CP) {u'(t) = Au(t) u(O) = x, where x E X is a given initial value. If u is an exponentially bounded, continuous function, then we may consider the Laplace transform 00 u(>. ) = 1 e-). . tu(t) dt of u for large real>. .
Author | : Mou-Hsiung Chang |
Publisher | : Cambridge University Press |
Total Pages | : 425 |
Release | : 2015-02-19 |
Genre | : Language Arts & Disciplines |
ISBN | : 110706919X |
This book provides a systematic, self-contained treatment of the theory of quantum probability and quantum Markov processes for graduate students and researchers. Building a framework that parallels the development of classical probability, it aims to help readers up the steep learning curve of the quantum theory.