New Trends in Stochastic Analysis and Related Topics

A Volume in Honour of Professor K. D. Elworthy
Author: Huaizhong Zhao,Aubrey Truman
Publisher: World Scientific
ISBN: 9814360910
Category: Mathematics
Page: 437
View: 2775

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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.

Stochastic Analysis and Applications 2014

In Honour of Terry Lyons
Author: Dan Crisan,Ben Hambly,Thaleia Zariphopoulou
Publisher: Springer
ISBN: 3319112929
Category: Mathematics
Page: 503
View: 1656

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Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.

Recent Developments in Stochastic Analysis and Related Topics

Proceedings of the First Sino-German Conference on Stochastic Analysis (A Satellite Conference of ICM 2002), Beijing, China, 29 August - 3 September 2002
Author: Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner
Publisher: World Scientific
ISBN: 9789812702241
Category: Mathematics
Page: 452
View: 9449

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This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings- (ISTP- / ISI Proceedings). OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences."

Stochastic analysis and related topics in Kyoto

in honour of Kiyosi Itô
Author: Kiyosi Itō,H. Kunita,Kyōto Daigaku. Sūri Kaiseki Kenkyūjo
Publisher: Mathematical Soc of Japan
ISBN: N.A
Category: Computers
Page: 373
View: 2206

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This volume is a collection of research and survey papers written by invited lecturers at the RIMS international symposium on stochastic analysis and related topics in celebration of Professor Kiyosi Ito's eighty-eighth birthday. Leading stochastic analysts, including his colleagues and former students, attended the symposium and contributed articles to this collection. Readers will find here many new and exciting developments. The symposium consisted of four sections, which arerepresented in this volume: ''Markov Processes'', ''Mathematical Finance'', ''Malliavin Calculus'', and a special session on ''Perspectives in Stochastic Analysis''. Topics covered include quadratic Wiener functionals, representation of martingales, infinite dimensional hypoelliptic semi-group, Orlicznorm equivalence, noises associated with Harris flows, Ito's construction procedure, Stieltjes exponential, stochastic Newton equation, cubic Schroodinger equations, stochastic porous media equation, homogenization on fractals, risk-sensitive portfolio optimization, least square approximation, and more. The book is suitable for graduate students and research mathematicians interested in probability theory and mathematical finance. Information for our distributors: Published for the MathematicalSociety of Japan by Kinokuniya, Tokyo, and distributed worldwide, except in Japan, by the AMS. All commercial channel discounts apply.

Seminar on Stochastic Analysis, Random Fields and Applications VII

Centro Stefano Franscini, Ascona, May 2011
Author: Robert C. Dalang,Marco Dozzi,Francesco Russo
Publisher: Springer Science & Business Media
ISBN: 3034805454
Category: Mathematics
Page: 469
View: 7987

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This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.​

Functional Inequalities Markov Semigroups and Spectral Theory


Author: Fengyu Wang
Publisher: Elsevier
ISBN: 0080532071
Category: Mathematics
Page: 379
View: 9309

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In this book, the functional inequalities are introduced to describe: (i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and the spectral gap; (ii) the semigroup properties: the uniform intergrability, the compactness, the convergence rate, and the existence of density; (iii) the reference measure and the intrinsic metric: the concentration, the isoperimetic inequality, and the transportation cost inequality.

Stochastic Analysis and Related Topics

Proceedings of the ... Oslo-Silivri Workshop on Stochastic Analysis
Author: Lindstrøm Tom,Bernt Karsten Øksendal,Ali Süleyman Üstünel
Publisher: N.A
ISBN: N.A
Category: Stochastic analysis
Page: N.A
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Itô's stochastic calculus and probability theory


Author: Nobuyuki Ikeda
Publisher: Springer Verlag
ISBN: 9784431701866
Category: Mathematics
Page: 422
View: 3107

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Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics. This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here. This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included.

Computational Modeling of Objects Presented in Images

Fundamentals, Methods and Applications
Author: Paolo Di Giamberardino,Daniela Iacoviello,Renato Natal Jorge,João Manuel R. S. Tavares
Publisher: Springer Science & Business Media
ISBN: 3319040391
Category: Technology & Engineering
Page: 314
View: 3497

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This book contains extended versions of selected papers from the 3rd edition of the International Symposium CompIMAGE. These contributions include cover methods of signal and image processing and analysis to tackle problems found in medicine, material science, surveillance, biometric, robotics, defence, satellite data, traffic analysis and architecture, image segmentation, 2D and 3D reconstruction, data acquisition, interpolation and registration, data visualization, motion and deformation analysis and 3D vision.

Stochastic Analysis and Mathematical Physics

ANESTOC ’98 Proceedings of the Third International Workshop
Author: Rolando Rebolledo
Publisher: Springer Science & Business Media
ISBN: 9780817641856
Category: Mathematics
Page: 166
View: 7927

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The seminar on Stochastic Analysis and Mathematical Physics started in 1984 at the Catholic University of Chile in Santiago and has been an on going research activity. Since 1995, the group has organized international workshops as a way of promoting a broader dialogue among experts in the areas of classical and quantum stochastic analysis, mathematical physics and physics. This volume, consisting primarily of contributions to the Third Inter national Workshop on Stochastic Analysis and Mathematical Physics (in Spanish ANESTOC), held in Santiago, Chile, in October 1998, focuses on an analysis of quantum dynamics and related problems in probability the ory. Various articles investigate quantum dynamical semigroups and new results on q-deformed oscillator algebras, while others examine the appli cation of classical stochastic processes in quantum modeling. As in previous workshops, the topic of quantum flows and semigroups occupied an important place. In her paper, R. Carbone uses a spectral type analysis to obtain exponential rates of convergence towards the equilibrium of a quantum dynamical semigroup in the £2 sense. The method is illus trated with a quantum extension of a classical birth and death process. Quantum extensions of classical Markov processes lead to subtle problems of domains. This is in particular illustrated by F. Fagnola, who presents a pathological example of a semigroup for which the largest * -subalgebra (of the von Neumann algebra of bounded linear operators of £2 (lR+, IC)), con tained in the domain of its infinitesimal generator, is not a-weakly dense.

Lectures on Formal Methods and Performance Analysis

First EEF/Euro Summer School on Trends in Computer Science Berg en Dal, The Netherlands, July 3-7, 2000. Revised Lectures
Author: Ed Brinksma,Holger Hermanns
Publisher: Springer Science & Business Media
ISBN: 3540424792
Category: Computers
Page: 429
View: 2849

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Traditionally, models and methods for the analysis of the functional correctness of reactive systems and those for the analysis of their performance (and dependability) aspects have been studied by different research communities. However, in modern systems the difference between their functional features and their performance properties has become blurred. During the last decade, this trend has motivated and increased interest in combining insights from the field of formal methods, traditionally focussed on functionality, with techniques from performance modeling and analysis. The 11 chapters in this book present the state of the art of research and tool development for the promising integrated approach towards modeling and analysis of functional and performance aspects of reactive systems.

Stochastic Models, Statistics and Their Applications

Wrocław, Poland, February 2015
Author: Ansgar Steland,Ewaryst Rafajłowicz,Krzysztof Szajowski
Publisher: Springer
ISBN: 3319138812
Category: Mathematics
Page: 492
View: 3415

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This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

Pseudo-Differential Operators: Analysis, Applications and Computations


Author: Luigi Rodino,M. W. Wong,Hongmei Zhu
Publisher: Springer Science & Business Media
ISBN: 9783034800495
Category: Mathematics
Page: 308
View: 8536

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This volume consists of eighteen peer-reviewed papers related to lectures on pseudo-differential operators presented at the meeting of the ISAAC Group in Pseudo-Differential Operators (IGPDO) held at Imperial College London on July 13-18, 2009. Featured in this volume are the analysis, applications and computations of pseudo-differential operators in mathematics, physics and signal analysis. This volume is a useful complement to the volumes “Advances in Pseudo-Differential Operators”, “Pseudo-Differential Operators and Related Topics”, “Modern Trends in Pseudo-Differential Operators”, “New Developments in Pseudo-Differential Operators” and “Pseudo-Differential Operators: Complex Analysis and Partial Differential Equations” published in the same series in, respectively, 2004, 2006, 2007, 2009 and 2010.

Stochastic processes, mathematics and physics

proceedings of the 1st BiBos-Symposium, held in Bielefeld, West Germany, September 10-15, 1984
Author: Philippe Blanchard,Bielefeld-Bochum Research Center Stochastics
Publisher: Springer
ISBN: N.A
Category: Mathematics
Page: 257
View: 1799

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