Invariant Manifolds For Stochastic Pde With Fractional Brownian Motion
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New Trends in Stochastic Analysis and Related Topics
| Author | : Huaizhong Zhao |
| Publisher | : World Scientific |
| Total Pages | : 458 |
| Release | : 2012 |
| Genre | : Mathematics |
| ISBN | : 9814360910 |
The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.
Continuous and Distributed Systems II
| Author | : Viktor A. Sadovnichiy |
| Publisher | : Springer |
| Total Pages | : 395 |
| Release | : 2015-06-04 |
| Genre | : Technology & Engineering |
| ISBN | : 331919075X |
As in the previous volume on the topic, the authors close the gap between abstract mathematical approaches, such as applied methods of modern algebra and analysis, fundamental and computational mechanics, nonautonomous and stochastic dynamical systems, on the one hand and practical applications in nonlinear mechanics, optimization, decision making theory and control theory on the other. Readers will also benefit from the presentation of modern mathematical modeling methods for the numerical solution of complicated engineering problems in biochemistry, geophysics, biology and climatology. This compilation will be of interest to mathematicians and engineers working at the interface of these fields. It presents selected works of the joint seminar series of Lomonosov Moscow State University and the Institute for Applied System Analysis at National Technical University of Ukraine “Kyiv Polytechnic Institute”. The authors come from Brazil, Germany, France, Mexico, Spain, Poland, Russia, Ukraine and the USA.
Effective Dynamics of Stochastic Partial Differential Equations
| Author | : Jinqiao Duan |
| Publisher | : Elsevier |
| Total Pages | : 283 |
| Release | : 2014-03-06 |
| Genre | : Mathematics |
| ISBN | : 0128012692 |
Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations. The authors' experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension. - New techniques for extracting effective dynamics of infinite dimensional dynamical systems under uncertainty - Accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations - Solutions or hints to all Exercises
Probability and Partial Differential Equations in Modern Applied Mathematics
| Author | : Edward C. Waymire |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 265 |
| Release | : 2010-06-14 |
| Genre | : Mathematics |
| ISBN | : 038729371X |
"Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.
Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics
| Author | : Wilfried Grecksch |
| Publisher | : World Scientific |
| Total Pages | : 261 |
| Release | : 2020-04-22 |
| Genre | : Science |
| ISBN | : 9811209804 |
This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.The topics presented in this volume are:This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.
HJM Interest Rate Models with Fractional Brownian Motions
| Author | : Alberto Ohashi |
| Publisher | : |
| Total Pages | : 32 |
| Release | : 2007 |
| Genre | : Brownian motion processes |
| ISBN | : |
Applied Stochastic Differential Equations
| Author | : Simo Särkkä |
| Publisher | : Cambridge University Press |
| Total Pages | : 327 |
| Release | : 2019-05-02 |
| Genre | : Business & Economics |
| ISBN | : 1316510085 |
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Brownian Motion
| Author | : Peter Mörters |
| Publisher | : Cambridge University Press |
| Total Pages | : |
| Release | : 2010-03-25 |
| Genre | : Mathematics |
| ISBN | : 1139486578 |
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
