Ecole d'Ete de Probabilites de Saint-Flour XIX - 1989
Author : Donald L. Burkholder
Publisher : Springer
Page : 262 pages
File Size : 45,87 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540463194
Author : Donald L. Burkholder
Publisher : Springer
Page : 262 pages
File Size : 45,87 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540463194
Author : R. M. Dudley
Publisher : Springer
Page : 407 pages
File Size : 50,33 MB
Release : 2006-12-08
Category : Mathematics
ISBN : 3540391096
Author : Donald A. Dawson
Publisher : Springer
Page : 362 pages
File Size : 39,42 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540476083
CONTENTS: D.D. Dawson: Measure-valued Markov Processes.- B. Maisonneuve: Processus de Markov: Naissance, Retournement, Regeneration.- J. Spencer: Nine lectures on Random Graphs.
Author : Mark I. Freidlin
Publisher : Springer
Page : 246 pages
File Size : 35,91 MB
Release : 1992-12-14
Category : Mathematics
ISBN : 9783540562504
CONTENTS: M.I. Freidlin: Semi-linear PDE's and limit theorems for large deviations.- J.F. Le Gall: Some properties of planar Brownian motion.
Author : Eric Carlen
Publisher : Springer Nature
Page : 400 pages
File Size : 38,89 MB
Release :
Category :
ISBN : 3031651952
Author : Harald Niederreiter
Publisher : Springer Science & Business Media
Page : 506 pages
File Size : 27,51 MB
Release : 2006-02-08
Category : Mathematics
ISBN : 3540311866
This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.
Author : Yves Achdou
Publisher : Springer Nature
Page : 316 pages
File Size : 15,3 MB
Release : 2021-01-19
Category : Mathematics
ISBN : 3030598373
This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main features of mean-field game theory, the volume offers an overview of recent developments which explore several important directions: from partial differential equations to stochastic analysis, from the calculus of variations to modeling and aspects related to numerical methods. Arising from the CIME Summer School "Mean Field Games" held in Cetraro in 2019, this book collects together lecture notes prepared by Y. Achdou (with M. Laurière), P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio. These notes will be valuable for researchers and advanced graduate students who wish to approach this theory and explore its connections with several different fields in mathematics.
Author : Cédric Villani
Publisher : Springer Science & Business Media
Page : 970 pages
File Size : 47,67 MB
Release : 2008-10-26
Category : Mathematics
ISBN : 3540710507
At the close of the 1980s, the independent contributions of Yann Brenier, Mike Cullen and John Mather launched a revolution in the venerable field of optimal transport founded by G. Monge in the 18th century, which has made breathtaking forays into various other domains of mathematics ever since. The author presents a broad overview of this area, supplying complete and self-contained proofs of all the fundamental results of the theory of optimal transport at the appropriate level of generality. Thus, the book encompasses the broad spectrum ranging from basic theory to the most recent research results. PhD students or researchers can read the entire book without any prior knowledge of the field. A comprehensive bibliography with notes that extensively discuss the existing literature underlines the book’s value as a most welcome reference text on this subject.
Author : Alano Ancona
Publisher : Springer
Page : 333 pages
File Size : 12,94 MB
Release : 2007-01-05
Category : Mathematics
ISBN : 3540467181
This book contains three lectures each of 10 sessions; the first on Potential Theory on graphs and manifolds, the second on annealing and another algorithms for image reconstruction, the third on Malliavin Calculus.
Author : Mark I. Freidlin
Publisher : Springer
Page : 248 pages
File Size : 14,38 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540474900
CONTENTS: M.I. Freidlin: Semi-linear PDE's and limit theorems for large deviations.- J.F. Le Gall: Some properties of planar Brownian motion.