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 : 31. 98 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.

Stochastic Partial Differential Equations And Related Fields

Author : Andreas Eberle
ISBN : 9783319749297
Genre : Mathematics
File Size : 80. 42 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.

Ordinary And Stochastic Differential Geometry As A Tool For Mathematical Physics

Author : Yuri E. Gliklikh
ISBN : 9789401586344
Genre : Mathematics
File Size : 28. 39 MB
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The geometrical methods in modem mathematical physics and the developments in Geometry and Global Analysis motivated by physical problems are being intensively worked out in contemporary mathematics. In particular, during the last decades a new branch of Global Analysis, Stochastic Differential Geometry, was formed to meet the needs of Mathematical Physics. It deals with a lot of various second order differential equations on finite and infinite-dimensional manifolds arising in Physics, and its validity is based on the deep inter-relation between modem Differential Geometry and certain parts of the Theory of Stochastic Processes, discovered not so long ago. The foundation of our topic is presented in the contemporary mathematical literature by a lot of publications devoted to certain parts of the above-mentioned themes and connected with the scope of material of this book. There exist some monographs on Stochastic Differential Equations on Manifolds (e. g. [9,36,38,87]) based on the Stratonovich approach. In [7] there is a detailed description of It6 equations on manifolds in Belopolskaya-Dalecky form. Nelson's book [94] deals with Stochastic Mechanics and mean derivatives on Riemannian Manifolds. The books and survey papers on the Lagrange approach to Hydrodynamics [2,31,73,88], etc. , give good presentations of the use of infinite-dimensional ordinary differential geometry in ideal hydrodynamics. We should also refer here to [89,102], to the previous books by the author [53,64], and to many others.

Stochastic Partial Differential Equations

Author : Alison Etheridge
ISBN : 0521483190
Genre : Mathematics
File Size : 84. 57 MB
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Stochastic partial differential equations can be used in many areas of science to model complex systems evolving over time. This book assembles together some of the world's best known authorities on stochastic partial differential equations. Subjects include the stochastic Navier-Stokes equation, critical branching systems, population models, statistical dynamics, and ergodic properties of Markov semigroups. For all workers on stochastic partial differential equations, this book will have much to offer.

London Mathematical Society Lecture Note Series

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ISBN : UCAL:B5111463
Genre :
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Diffusions Markov Processes And Martingales Volume 2 It Calculus

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

Stochastic Analysis And Applications

Author : Ana Bela Cruzeiro
ISBN : 081763567X
Genre : Mathematics
File Size : 63. 3 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
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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 : 73. 88 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

Author : Bowker Editorial Staff
ISBN : UOM:39015058392831
Genre : United States
File Size : 51. 15 MB
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