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Differential Equations Driven by Rough Paths
  • Language: en
  • Pages: 126

Differential Equations Driven by Rough Paths

  • Type: Book
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  • Published: 2007-04-25
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  • Publisher: Springer

Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory. The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths.

Séminaire de Probabilités XLII
  • Language: en
  • Pages: 457

Séminaire de Probabilités XLII

The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.

Séminaire de Probabilités XXXVII
  • Language: en
  • Pages: 468

Séminaire de Probabilités XXXVII

The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.

Combinatorics and Physics
  • Language: en
  • Pages: 480

Combinatorics and Physics

This book is based on the mini-workshop Renormalization, held in December 2006, and the conference Combinatorics and Physics, held in March 2007. Both meetings took place at the Max-Planck-Institut fur Mathematik in Bonn, Germany. Research papers in the volume provide an overview of applications of combinatorics to various problems, such as applications to Hopf algebras, techniques to renormalization problems in quantum field theory, as well as combinatorial problems appearing in the context of the numerical integration of dynamical systems, in noncommutative geometry and in quantum gravity. In addition, it contains several introductory notes on renormalization Hopf algebras, Wilsonian renormalization and motives.

European Congress of Mathematics
  • Language: en
  • Pages: 906

European Congress of Mathematics

The European Congress of Mathematics, held every four years, has established itself as a major international mathematical event. Following those in Paris, 1992, Budapest, 1996, and Barcelona, 2000, the Fourth European Congress of Mathematics took place in Stockholm, Sweden, June 27 to July 2, 2004, with 913 participants from 65 countries. Apart from seven plenary and thirty three invited lectures, there were six Science Lectures covering the most relevant aspects of mathematics in science and technology. Moreover, twelve projects of the EU Research Training Networks in Mathematics and Information Sciences, as well as Programmes from the European Science Foundation in Physical and Engineering Sciences, were presented. Ten EMS Prizes were awarded to young European mathematicians who have made a particular contribution to the progress of mathematics. Five of the prizewinners were independently chosen by the 4ECM Scientific Committee as plenary or invited speakers. The other five prizewinners gave their lectures in parallel sessions. Most of these contributions are now collected in this volume, providing a permanent record of so much that is best in mathematics today.

LNM
  • Language: en
  • Pages: 526

LNM

  • Type: Book
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  • Published: 2003
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  • Publisher: Unknown

Contents of 1-14 (1966/67-1978/79) in v. 15 (1979/80).

Séminaire de Probabilités XXXVI
  • Language: en
  • Pages: 507

Séminaire de Probabilités XXXVI

  • Type: Book
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  • Published: 2004-10-21
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  • Publisher: Springer

The 36th Sminaire de Probabilits contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.

Current Trends in Potential Theory
  • Language: en
  • Pages: 200

Current Trends in Potential Theory

This is the proceedings volume of two mathematical meetings on Potential Theory organized in Bucharest, Romania, in September 2002 and September 2003. It includes six survey articles and seven selected research papers, covering the main topics of the conferences: geometric aspects in potential theory, Dirichlet structures, stochastic analysis, potential theory, and Markov processes.

A Course on Rough Paths
  • Language: en
  • Pages: 354

A Course on Rough Paths

With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations. Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust t...

Markov Processes and Related Fields
  • Language: en
  • Pages: 484

Markov Processes and Related Fields

  • Type: Book
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  • Published: 2002
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  • Publisher: Unknown

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