Author : Daniel W. Stroock
Publisher : Cambridge University Press
Page : 216 pages
File Size : 11,98 MB
Release : 2008-04-28
Category : Mathematics
ISBN : 0521886511
Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem.
Author : Peter Kotelenez
Publisher : Springer Science & Business Media
Page : 452 pages
File Size : 38,25 MB
Release : 2007-12-05
Category : Mathematics
ISBN : 0387743170
Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. Coverage first describes the transition from the microscopic equations to the mesoscopic equations. It then covers a general system for the positions of the large particles.
Author : Denis Talay
Publisher : Springer
Page : 0 pages
File Size : 28,22 MB
Release : 1996-07-12
Category : Mathematics
ISBN : 9783540613978
The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.
Author : Andreas Eberle
Publisher :
Page : 284 pages
File Size : 49,49 MB
Release : 1999-11-17
Category : Mathematics
ISBN :
This volume constitutes the thoroughly refereed post-workshop proceedings of an international workshop on fuzzy logic in Artificial Intelligence held in Negoya, Japan during IJCAI '97. The 17 revised full papers presented have gone through two rounds of reviewing and revision. Three papers by leading authorities in the area are devoted to the general relevance of fuzzy logic and fuzzy sets to AI. The remaining papers address various relevant issues ranging from theory to application in areas like knowledge representation, induction, logic programming, robotics, pattern recognition, etc.
Author : Simo Särkkä
Publisher : Cambridge University Press
Page : 327 pages
File Size : 44,19 MB
Release : 2019-05-02
Category : 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.
Author : Cédric Bernardin
Publisher : Springer
Page : 400 pages
File Size : 15,32 MB
Release : 2022-06-01
Category : Mathematics
ISBN : 9783030697860
This book includes the joint proceedings of the International Conference on Particle Systems and PDEs VI, VII and VIII. Particle Systems and PDEs VI was held in Nice, France, in November/December 2017, Particle Systems and PDEs VII was held in Palermo, Italy, in November 2018, and Particle Systems and PDEs VIII was held in Lisbon, Portugal, in December 2019. Most of the papers are dealing with mathematical problems motivated by different applications in physics, engineering, economics, chemistry and biology. They illustrate methods and topics in the study of particle systems and PDEs and their relation. The book is recommended to probabilists, analysts and to those mathematicians in general, whose work focuses on topics in mathematical physics, stochastic processes and differential equations, as well as to those physicists who work in statistical mechanics and kinetic theory.
Author : Robert C. Dalang
Publisher : Springer Science & Business Media
Page : 230 pages
File Size : 38,57 MB
Release : 2009
Category : Mathematics
ISBN : 3540859934
This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.
Author : Hiroshi Kunita
Publisher : Cambridge University Press
Page : 364 pages
File Size : 49,3 MB
Release : 1990
Category : Mathematics
ISBN : 9780521599252
The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and through the former to study the properties of stochastic flows.The classical theory was initiated by K. Itô and since then has been much developed. Professor Kunita's approach here is to regard the stochastic differential equation as a dynamical system driven by a random vector field, including thereby Itô's theory as a special case. The book can be used with advanced courses on probability theory or for self-study.
Author : Daniel W. Stroock
Publisher : Cambridge University Press
Page : 550 pages
File Size : 31,62 MB
Release : 2010-12-31
Category : Mathematics
ISBN : 1139494619
This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.
Author : Patrícia Gonçalves
Publisher : Springer
Page : 0 pages
File Size : 42,92 MB
Release : 2018-12-31
Category : Science
ISBN : 9783319996882
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations V, which was held at the University of Minho, Braga, Portugal, from the 28th to 30th November 2016. It includes papers on mathematical problems motivated by various applications in physics, engineering, economics, chemistry, and biology. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, providing a venue for them to present their latest findings and discuss their areas of expertise. Further, it was intended to introduce a vast and varied public, including young researchers, to the subject of interacting particle systems, its underlying motivation, and its relation to partial differential equations. The book appeals to probabilists, analysts and also to mathematicians in general whose work focuses on topics in mathematical physics, stochastic processes and differential equations, as well as to physicists working in the area of statistical mechanics and kinetic theory.
