Stochastic Analysis, Path Integration, and Dynamics
Author : David Elworthy
Publisher :
Page : pages
File Size : 28,17 MB
Release : 1989
Category :
ISBN : 9780470212707
Author : David Elworthy
Publisher :
Page : pages
File Size : 28,17 MB
Release : 1989
Category :
ISBN : 9780470212707
Author : K. D. Elworthy
Publisher : Longman
Page : 286 pages
File Size : 17,43 MB
Release : 1989
Category : Mathematics
ISBN :
Author : K. D. Elworthy
Publisher : Longman Scientific and Technical
Page : 0 pages
File Size : 17,95 MB
Release : 1989
Category : Integrals, Path
ISBN : 9780470212707
Subtitled, Emanations from `Summer Stochastics' Warwick 1987. Written by probabalists and mathematical physicists, the articles cover a wide variety of topics, providing an account of new approaches and techniques and demonstration of the interaction between geometric ideas probability and analysis. No index. Annotation copyrighted by Book News, Inc., Portland, OR
Author : Horacio S. Wio
Publisher : World Scientific
Page : 174 pages
File Size : 16,65 MB
Release : 2013
Category : Mathematics
ISBN : 9814449040
This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920''s, corresponding to a sum over random trajectories, anticipating by two decades Feynman''s famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950''s. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations.
Author : Ioannis A. Kougioumtzoglou
Publisher : Springer Nature
Page : 233 pages
File Size : 45,80 MB
Release :
Category :
ISBN : 3031578635
Author : Fred Espen Benth
Publisher : Springer Science & Business Media
Page : 672 pages
File Size : 13,77 MB
Release : 2007-04-24
Category : Mathematics
ISBN : 3540708472
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest developments within the exciting and fast growing field of stochastic analysis. This volume combines both papers from the invited speakers and contributions by the presenting lecturers. In addition, it includes the Memoirs that Kiyoshi Ito wrote for this occasion.
Author : Jinqiao Duan
Publisher : World Scientific
Page : 306 pages
File Size : 13,42 MB
Release : 2010-02-08
Category : Mathematics
ISBN : 981446760X
Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.
Author : Jinqiao Duan
Publisher : Cambridge University Press
Page : 313 pages
File Size : 50,25 MB
Release : 2015-04-13
Category : Mathematics
ISBN : 1107075394
An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.
Author : Weinan E
Publisher : American Mathematical Soc.
Page : 305 pages
File Size : 11,37 MB
Release : 2021-09-22
Category : Education
ISBN : 1470465698
This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications (e.g., the connection with differential equations, numerical methods, path integrals, random fields, statistical physics, chemical kinetics, and rare events). The book strikes a nice balance between mathematical formalism and intuitive arguments, a style that is most suited for applied mathematicians. Readers can learn both the rigorous treatment of stochastic analysis as well as practical applications in modeling and simulation. Numerous exercises nicely supplement the main exposition.
Author : H. Körezlioglu
Publisher : Springer Science & Business Media
Page : 372 pages
File Size : 14,86 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 1461203732
This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two main lectures given at the third Silivri meeting in 1990: 1. "Infinitely divisible random measures and superprocesses" by D.A. Dawson, 2. "Dirichlet forms on infinite dimensional spaces and appli cations" by M. Rockner. The second part consists of recent research papers all related to Stochastic Analysis, motivated by stochastic partial differ ential equations, Markov fields, the Malliavin calculus and the Feynman path integrals. We would herewith like to thank the ENST for its material support for the above mentioned meeting as well as for the ini tial preparation of this volume and to our friend and colleague Erhan Qmlar whose help and encouragement for the realization of this volume have been essential. H. Korezlioglu A.S. Ustiinel INFINITELY DIVISIBLE RANDOM MEASURES AND SUPERPROCESSES DONALD A. DAWSON 1. Introduction.