markov processes and related problems of analysis london mathematical society lecture note series

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London Mathematical Society Lecture Note Series

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ISBN : UCAL:B5111463
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File Size : 81. 29 MB
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Markov Processes And Related Problems Of Analysis

Author : Evgeniĭ Borisovich Dynkin
ISBN : 9780521285124
Genre : Mathematics
File Size : 81. 49 MB
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The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has made many profound contributions to the subject and in this volume are collected several of his most important expository and survey articles. The content of these articles has not been covered in any monograph as yet. This account is accessible to graduate students in mathematics and operations research and will be welcomed by all those interested in stochastic processes and their applications.

Non Autonomous Kato Classes And Feynman Kac Propagators

Author : Archil Gulisashvili
ISBN : 9789812774606
Genre : Mathematics
File Size : 90. 2 MB
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This book aims to present the overall existing tsunami hazard in the Caribbean Sea region, a region which is typically only associated with hurricanes. It initially presents an overview of all of the existing tsunami-causing factors found in the region: earthquakes, sub-aerial and submarine landslides, and submarine explosions. This is followed by field evidence of recent and pre-historic tsunami events, which gives credibility to all of this effort. The next section is a description of the tsunami hazard mitigation efforts being carried out locally and in collaboration with national and international programs. The final part is dedicated to the presentation of related recent research results.

It S Stochastic Calculus And Probability Theory

Author : Nobuyuki Ikeda
ISBN : 9784431685326
Genre : Mathematics
File Size : 64. 98 MB
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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.

Lond Mathematical Society Lecture Note Series 81 Skew Fields

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London Mathematical Society Lecture Note Series

Author : Saad H. Mohamed
ISBN : UCAL:B5111473
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File Size : 67. 65 MB
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Homogeneous Structures On Riemannian Manifolds

Author : F. Tricerri
ISBN : 9780521274890
Genre : Mathematics
File Size : 32. 4 MB
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The central theme of this book is the theorem of Ambrose and Singer, which gives for a connected, complete and simply connected Riemannian manifold a necessary and sufficient condition for it to be homogeneous. This is a local condition which has to be satisfied at all points, and in this way it is a generalization of E. Cartan's method for symmetric spaces. The main aim of the authors is to use this theorem and representation theory to give a classification of homogeneous Riemannian structures on a manifold. There are eight classes, and some of these are discussed in detail. Using the constructive proof of Ambrose and Singer many examples are discussed with special attention to the natural correspondence between the homogeneous structure and the groups acting transitively and effectively as isometrics on the manifold.

Bulletin New Series Of The American Mathematical Society

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ISBN : UCSD:31822006033138
Genre : Mathematics
File Size : 72. 54 MB
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Semigroups Boundary Value Problems And Markov Processes

Author : Kazuaki Taira
ISBN : 9783662436967
Genre : Mathematics
File Size : 57. 74 MB
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A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it 'dies' at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.

Analysis And Geometry Of Markov Diffusion Operators

Author : Dominique Bakry
ISBN : 9783319002279
Genre : Mathematics
File Size : 68. 45 MB
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The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in order to study convergence to equilibrium, spectral bounds, functional inequalities such as Poincaré, Sobolev or logarithmic Sobolev inequalities, and various bounds on solutions of evolution equations. At the same time, it covers a large class of evolution and partial differential equations. The book is intended to serve as an introduction to the subject and to be accessible for beginning and advanced scientists and non-specialists. Simultaneously, it covers a wide range of results and techniques from the early developments in the mid-eighties to the latest achievements. As such, students and researchers interested in the modern aspects of Markov diffusion operators and semigroups and their connections to analytic functional inequalities, probabilistic convergence to equilibrium and geometric curvature will find it especially useful. Selected chapters can also be used for advanced courses on the topic.

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