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Probabilistic Methods in Fluids
This volume contains recent research papers presented at the international workshop on OC Probabilistic Methods in FluidsOCO held in Swansea. The central problems considered were turbulence and the NavierOCoStokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial differential equations, jump processes and random dynamical systems. The volume provides a snapshot of current studies in a field where the applications range from the design of aircraft through the mathematics of finance to the study of fluids in porous media."
Seminar on Stochastic Analysis, Random Fields and Applications IV
This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance.
Functional Integration
The idea of the workshop on Functional Integration, Theory and Applications, held in Louvain-Ia-Neuve from November 6 to 9 1979, was to put in close and informal contact, during a few days, active workers in the field. There is no doubt now that functional integration is a tool that is being applied in all branches of modern physics. Since the earlier works of Dirac and Feynman enormous progress has been made, but unfortunately we lack still a unifying and rigo rous mathematical framework to account for all the situations in which one is interested. We are then in presence of a rapid ly changing field in which new achievements, proposals, and points of view are the normal pattern. Considering this state of affairs we have decided to order the articles starting from the more fundamental and ambitious from the point of view of mathematical rigour, followed by ar ticles in which the main interest is the application to con crete physical situations. It is obvious that this ordering should not be taken too seriously since in many cases there will be an interplay of both objects.
Stochastic Partial Differential Equations and Applications
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
New Trends in Stochastic Analysis and Related Topics
The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehe...
Stochastic Analysis and Applications to Finance
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to kn...
Stochastic Partial Differential Equations and Applications - VII
Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this boo
Ideas and Methods in Mathematical Analysis, Stochastics, and Applications: Volume 1
A collection of essays by many of the closest co-workers of Raphael Høegh-Krohn.
Recent Developments in Quantum Mechanics
Proceedings of the Brasov Conference, Poiana Brasov 1989, Romania
Dissipative Lattice Dynamical Systems
There is an extensive literature in the form of papers (but no books) on lattice dynamical systems. The book focuses on dissipative lattice dynamical systems and their attractors of various forms such as autonomous, nonautonomous and random. The existence of such attractors is established by showing that the corresponding dynamical system has an appropriate kind of absorbing set and is asymptotically compact in some way.There is now a very large literature on lattice dynamical systems, especially on attractors of all kinds in such systems. We cannot hope to do justice to all of them here. Instead, we have focused on key areas of representative types of lattice systems and various types of attractors. Our selection is biased by our own interests, in particular to those dealing with biological applications. One of the important results is the approximation of Heaviside switching functions in LDS by sigmoidal functions.Nevertheless, we believe that this book will provide the reader with a solid introduction to the field, its main results and the methods that are used to obtain them.
