Brownian Motion, Obstacles and Random Media


Author: Alain-Sol Sznitman
Publisher: Springer Science & Business Media
ISBN: 3662112817
Category: Mathematics
Page: 357
View: 2252
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This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Dynamics and Randomness II


Author: Alejandro Maass,Servet Martínez,Jaime San Martín
Publisher: Springer Science & Business Media
ISBN: 9781402019906
Category: Mathematics
Page: 228
View: 2481
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This book contains the lectures given at the Second Conference on Dynamics and Randomness held at the Centro de Modelamiento Matemático of the Universidad de Chile, from December 9-13, 2003. This meeting brought together mathematicians, theoretical physicists, theoretical computer scientists, and graduate students interested in fields related to probability theory, ergodic theory, symbolic and topological dynamics. The courses were on: -Some Aspects of Random Fragmentations in Continuous Times; -Metastability of Ageing in Stochastic Dynamics; -Algebraic Systems of Generating Functions and Return Probabilities for Random Walks; -Recurrent Measures and Measure Rigidity; -Stochastic Particle Approximations for Two-Dimensional Navier Stokes Equations; and -Random and Universal Metric Spaces. The intended audience for this book is Ph.D. students on Probability and Ergodic Theory as well as researchers in these areas. The particular interest of this book is the broad areas of problems that it covers. We have chosen six main topics and asked six experts to give an introductory course on the subject touching the latest advances on each problem.

Applied Stochastic Analysis


Author: Weinan E,Tiejun Li,Eric Vanden-Eijnden
Publisher: American Mathematical Soc.
ISBN: 1470449331
Category: Stochastic analysis
Page: 305
View: 9344
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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.

Directed Polymers in Random Environments

École d'Été de Probabilités de Saint-Flour XLVI – 2016
Author: Francis Comets
Publisher: Springer
ISBN: 3319504878
Category: Mathematics
Page: 199
View: 5290
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Analyzing the phase transition from diffusive to localized behavior in a model of directed polymers in a random environment, this volume places particular emphasis on the localization phenomenon. The main questionis: What does the path of a random walk look like if rewards and penalties are spatially randomly distributed?This model, which provides a simplified version of stretched elastic chains pinned by random impurities, has attracted much research activity, but it (and its relatives) still holds many secrets, especially in high dimensions. It has non-gaussian scaling limits and it belongs to the so-called KPZ universality class when the space is one-dimensional. Adopting a Gibbsian approach, using general and powerful tools from probability theory, the discrete model is studied in full generality. Presenting the state-of-the art from different perspectives, and written in the form of a first course on the subject, this monograph is aimed at researchers in probability or statistical physics, but is also accessible to masters and Ph.D. students.

Mathematical Reviews


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Mathematics
Page: N.A
View: 2613
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Annales de l'I.H.P.

Probabilités et statistiques
Author: N.A
Publisher: N.A
ISBN: N.A
Category: Probabilities
Page: N.A
View: 320
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Stochastic Analysis on Large Scale Interacting Systems


Author: Tadahisa Funaki,Hirofumi Osada
Publisher: Mathematical Soc of Japan
ISBN: N.A
Category: Mathematics
Page: 395
View: 9281
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This volume is a collection of 15 research and survey papers written by the speakers from two international conferences held in Japan, The 11th Mathematical Society of Japan International Research Institute's Stochastic Analysis on Large Scale Interacting Systems and Stochastic Analysis and Statistical Mechanics. Topics discussed in the volume cover the hydrodynamic limit, fluctuations, large deviations, spectral gap (Poincare inequality), logarithmic Sobolev inequality, Ornstein-Zernike asymptotics, random environments, determinantal expressions for systems including exclusion processes (stochastic lattice gas, Kawasaki dynamics), zero range processes, interacting Brownian particles, random walks, self-avoiding walks, Ginzburg-Landau model, interface models, Ising model, Widom-Rowlinson model, directed polymers, random matrices, Dyson's model, and more. The material is suitable for graduate students and researchers interested in probability theory, stochastic processes, and statistical mechanics.

Abstracts of Papers Presented to the American Mathematical Society


Author: American Mathematical Society
Publisher: N.A
ISBN: N.A
Category: Mathematics
Page: N.A
View: 4884
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The number of sites visited by a random walk on an infinite graph


Author: Lee Randolph Gibson (1976-)
Publisher: N.A
ISBN: N.A
Category:
Page: 178
View: 3997
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Плиска; Бŭльгарски Математически Студии


Author: N.A
Publisher: N.A
ISBN: N.A
Category: Mathematics
Page: N.A
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Wahrscheinlichkeitstheorie und Stochastische Prozesse


Author: Michael Mürmann
Publisher: Springer-Verlag
ISBN: 364238160X
Category: Mathematics
Page: 428
View: 8055
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Dieses Lehrbuch beschäftigt sich mit den zentralen Gebieten einer maßtheoretisch orientierten Wahrscheinlichkeitstheorie im Umfang einer zweisemestrigen Vorlesung. Nach den Grundlagen werden Grenzwertsätze und schwache Konvergenz behandelt. Es folgt die Darstellung und Betrachtung der stochastischen Abhängigkeit durch die bedingte Erwartung, die mit der Radon-Nikodym-Ableitung realisiert wird. Sie wird angewandt auf die Theorie der stochastischen Prozesse, die nach der allgemeinen Konstruktion aus der Untersuchung von Martingalen und Markov-Prozessen besteht. Neu in einem Lehrbuch über allgemeine Wahrscheinlichkeitstheorie ist eine Einführung in die stochastische Analysis von Semimartingalen auf der Grundlage einer geeigneten Stetigkeitsbedingung mit Anwendungen auf die Theorie der Finanzmärkte. Das Buch enthält zahlreiche Übungen, teilweise mit Lösungen. Neben der Theorie vertiefen Anmerkungen, besonders zu mathematischen Modellen für Phänomene der Realität, das Verständnis.​

Gewöhnliche Differentialgleichungen


Author: Vladimir I. Arnold
Publisher: Springer-Verlag
ISBN: 3642564801
Category: Mathematics
Page: 344
View: 968
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nen (die fast unverändert in moderne Lehrbücher der Analysis übernommen wurde) ermöglichten ihm nach seinen eigenen Worten, "in einer halben Vier telstunde" die Flächen beliebiger Figuren zu vergleichen. Newton zeigte, daß die Koeffizienten seiner Reihen proportional zu den sukzessiven Ableitungen der Funktion sind, doch ging er darauf nicht weiter ein, da er zu Recht meinte, daß die Rechnungen in der Analysis bequemer auszuführen sind, wenn man nicht mit höheren Ableitungen arbeitet, sondern die ersten Glieder der Reihenentwicklung ausrechnet. Für Newton diente der Zusammenhang zwischen den Koeffizienten der Reihe und den Ableitungen eher dazu, die Ableitungen zu berechnen als die Reihe aufzustellen. Eine von Newtons wichtigsten Leistungen war seine Theorie des Sonnensy stems, die in den "Mathematischen Prinzipien der Naturlehre" ("Principia") ohne Verwendung der mathematischen Analysis dargestellt ist. Allgemein wird angenommen, daß Newton das allgemeine Gravitationsgesetz mit Hilfe seiner Analysis entdeckt habe. Tatsächlich hat Newton (1680) lediglich be wiesen, daß die Bahnkurven in einem Anziehungsfeld Ellipsen sind, wenn die Anziehungskraft invers proportional zum Abstandsquadrat ist: Auf das Ge setz selbst wurde Newton von Hooke (1635-1703) hingewiesen (vgl. § 8) und es scheint, daß es noch von weiteren Forschern vermutet wurde.

Random Polymers


Author: Frank Hollander
Publisher: Springer Science & Business Media
ISBN: 364200332X
Category: Mathematics
Page: 258
View: 7460
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Polymer chains that interact with themselves and/or their environment display a range of physical and chemical phenomena. This text focuses on the mathematical description of some of these phenomena, offering a mathematical panorama of polymer chains.

Elektronentheorie der Metalle


Author: A. Sommerfeld,H. Bethe
Publisher: Springer-Verlag
ISBN: 3642950027
Category: Science
Page: 290
View: 6333
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Stochastik

Einführung in die Wahrscheinlichkeitstheorie und Statistik
Author: Hans-Otto Georgii
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110359707
Category: Mathematics
Page: 448
View: 7734
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Dieses Lehrbuch gibt eine Einführung in die "Mathematik des Zufalls", bestehend aus den beiden Teilbereichen Wahrscheinlichkeitstheorie und Statistik. Die stochastischen Konzepte, Modelle und Methoden werden durch typische Anwendungsbeispiele motiviert und anschließend systematisch entwickelt. Der dafür notwendige maßtheoretische Rahmen wird gleich zu Beginn auf elementarem Niveau bereitgestellt. Zahlreiche Übungsaufgaben, zum Teil mit Lösungsskizzen, illustrieren und ergänzen den Text. Zielgruppe sind Studierende der Mathematik ab dem dritten Semester, sowie Naturwissenschaftler und Informatiker mit Interesse an den mathematischen Grundlagen der Stochastik. Die 5. Auflage wurde nochmals bearbeitet und maßvoll ergänzt.

Dirichlet Forms and Analysis on Wiener Space


Author: Nicolas Bouleau,Francis Hirsch
Publisher: Walter de Gruyter
ISBN: 311085838X
Category: Mathematics
Page: 335
View: 6080
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The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints. First the authors review the theory of Dirichlet forms, but they observe only functional analytic, potential theoretical and algebraic properties. They do not mention the relation with Markov processes or stochastic calculus as discussed in usual books (e.g. Fukushima’s book). Even on analytic properties, instead of mentioning the Beuring-Deny formula, they discuss “carré du champ” operators introduced by Meyer and Bakry very carefully. Although they discuss when this “carré du champ” operator exists in general situation, the conditions they gave are rather hard to verify, and so they verify them in the case of Ornstein-Uhlenbeck operator in Wiener space later. (It should be noticed that one can easily show the existence of “carré du champ” operator in this case by using Shigekawa’s H-derivative.) In the part on Malliavin calculus, the authors mainly discuss the absolute continuity of the probability law of Wiener functionals. The Dirichlet form corresponds to the first derivative only, and so it is not easy to consider higher order derivatives in this framework. This is the reason why they discuss only the first step of Malliavin calculus. On the other hand, they succeeded to deal with some delicate problems (the absolute continuity of the probability law of the solution to stochastic differential equations with Lipschitz continuous coefficients, the domain of stochastic integrals (Itô-Ramer-Skorokhod integrals), etc.). This book focuses on the abstract structure of Dirichlet forms and Malliavin calculus rather than their applications. However, the authors give a lot of exercises and references and they may help the reader to study other topics which are not discussed in this book. Zentralblatt Math, Reviewer: S.Kusuoka (Hongo)

Einführung in die Statistik der Finanzmärkte


Author: Jürgen Franke,Wolfgang Karl Härdle,Christian Matthias Hafner
Publisher: Springer-Verlag
ISBN: 3642170498
Category: Business & Economics
Page: 428
View: 4195
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance


Author: Eckhard Platen,Nicola Bruti-Liberati
Publisher: Springer Science & Business Media
ISBN: 364213694X
Category: Mathematics
Page: 856
View: 4755
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In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitative methods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding. Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance. Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.

1089 oder das Wunder der Zahlen

eine Reise in die Welt der Mathematik
Author: David J. Acheson
Publisher: N.A
ISBN: 9783866470200
Category:
Page: 189
View: 1518
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Das Buch beginnt mit einem alten Zaubertrick - Man nehme eine 3-stellige Zahl, etwa 782, kehre sie um, ziehe die kleinere von der größeren ab und addiere dazu die Umkehrung. Also - 782 - 287 = 495, dann 495 + 594. Und schon ist man mitten in der Wunderwelt der Mathematik, denn das Ergebnis ist immer - 1089. Mit solchen und vielen weiteren Beispielen aus Alltag, Geschichte und Wissenschaft gelingt es David Acheson, die faszinierende Welt der Mathematik zu erschließen - ein geistreicher Überblick, eine für jeden verständliche Einführung.

Einführung in die kommutative Algebra und algebraische Geometrie


Author: Ernst Kunz
Publisher: Springer-Verlag
ISBN: 3322855260
Category: Mathematics
Page: 239
View: 4065
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