stochastic differential equations on manifolds london mathematical society lecture note series

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Stochastic Differential Equations On Manifolds

Author : K. D. Elworthy
ISBN : 9780521287678
Genre : Mathematics
File Size : 32. 6 MB
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A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows and the properties of Brownian motion on Riemannian manifolds.

London Mathematical Society Lecture Note Series

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ISBN : UCAL:B5111466
Genre :
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Stochastic Partial Differential Equations And Related Fields

Author : Andreas Eberle
ISBN : 9783319749297
Genre : Mathematics
File Size : 23. 58 MB
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This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference ''Stochastic Partial Differential Equations and Related Fields'' hosted by the Faculty of Mathematics at Bielefeld University, October 10–14, 2016. The conference, attended by more than 140 participants, including PostDocs and PhD students, was held both to honor Michael Röckner's contributions to the field on the occasion of his 60th birthday and to bring together leading scientists and young researchers to present the current state of the art and promising future developments. Each article introduces a well-described field related to Stochastic Partial Differential Equations and Stochastic Analysis in general. In particular, the longer surveys focus on Dirichlet forms and Potential theory, the analysis of Kolmogorov operators, Fokker–Planck equations in Hilbert spaces, the theory of variational solutions to stochastic partial differential equations, singular stochastic partial differential equations and their applications in mathematical physics, as well as on the theory of regularity structures and paracontrolled distributions. The numerous research surveys make the volume especially useful for graduate students and researchers who wish to start work in the above-mentioned areas, or who want to be informed about the current state of the art.

Covariant Schr Dinger Semigroups On Riemannian Manifolds

Author : Batu Güneysu
ISBN : 9783319689036
Genre : Mathematics
File Size : 78. 58 MB
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This monograph discusses covariant Schrödinger operators and their heat semigroups on noncompact Riemannian manifolds and aims to fill a gap in the literature, given the fact that the existing literature on Schrödinger operators has mainly focused on scalar Schrödinger operators on Euclidean spaces so far. In particular, the book studies operators that act on sections of vector bundles. In addition, these operators are allowed to have unbounded potential terms, possibly with strong local singularities. The results presented here provide the first systematic study of such operators that is sufficiently general to simultaneously treat the natural operators from quantum mechanics, such as magnetic Schrödinger operators with singular electric potentials, and those from geometry, such as squares of Dirac operators that have smooth but endomorphism-valued and possibly unbounded potentials. The book is largely self-contained, making it accessible for graduate and postgraduate students alike. Since it also includes unpublished findings and new proofs of recently published results, it will also be interesting for researchers from geometric analysis, stochastic analysis, spectral theory, and mathematical physics..

Diffusions Markov Processes And Martingales Volume 2 It Calculus

Author : L. C. G. Rogers
ISBN : 0521775930
Genre : Mathematics
File Size : 20. 67 MB
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Now available in paperback for the first time; essential reading for all students of probability theory.

Recent Developments In Stochastic Analysis And Related Topics

Author : Sergio Albeverio
ISBN : 9812702245
Genre : Mathematics
File Size : 43. 92 MB
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This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings- (ISTP- / ISI Proceedings). OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences."

Stochastic Analysis And Applications

Author : Ana Bela Cruzeiro
ISBN : 081763567X
Genre : Mathematics
File Size : 24. 4 MB
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At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu gal). This meeting was made possible with the help of INIC and JNICT, two organizations devoted to the encouragement of scientific research in Portugal. The meeting was interdiciplinary since mathematicians and mathematical physicists from around the world were invited to present their recent works involving probability theory, analysis, geometry and physics, a wide area of cross fertilization in recent years. Portuguese scientific research is expanding fast, these days, faster, some times, than the relevant academic structures. The years to come will be determinant for the orientation of those young Portuguese willing to take an active part in the international scientific community. Lisbon's summer 89 meeting should initiate a new Iberic tradition, attrac tive both for these researchers to be and, of course, for the selected guests. Judging by the quality of contributions collected here, it is not unrealistic to believe that a tradition of "southern randomness" may well be established.

Stochastic Analysis

Author : M. T. Barlow
ISBN : 9780521425339
Genre : Mathematics
File Size : 75. 47 MB
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Papers from the Symposium on stochastic analysis, which took place at the University of Durham in July 1990.

Homogeneous Structures On Riemannian Manifolds

Author : F. Tricerri
ISBN : 9780521274890
Genre : Mathematics
File Size : 41. 56 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.

American Book Publishing Record

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ISBN : STANFORD:36105117254065
Genre : American literature
File Size : 81. 69 MB
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