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This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven t...
This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between superprocesses and PDEs. These are notable because almost every important probabilistic question corresponds to a significant analytic problem.
The International Congress on Mathematical Physics is the flagship conference in this exciting field. Convening every three years, it gives a survey on the progress achieved in all branches of mathematical physics. It also provides a superb platform to discuss challenges and new ideas. The present volume collects material from the XVIth ICMP which was held in Prague, August 2009, and features most of the plenary lectures and invited lectures in topical sessions as well as information on other parts of the congress program. This volume provides a broad coverage of the field of mathematical physics, from dominantly mathematical subjects to particle physics, condensed matter, and application of mathematical physics methods in various areas such as astrophysics and ecology, amongst others.
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.
The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.
Most basic information on plant-mealybug interactions during the last decade has come from research on the cassava Manihot esculenta Crantz (Euphorbiaceae) system with two mealybug species, namely Phenacoccus manihoti Matile-Ferrero and Phenacoccus herreni Cox and Williams (Sternorrhyncha: Pseudococcidae). Both these insects cause severe damage to cassava in Africa and South America, respectively. This book reviews these interactions (plant selection by the insects, nutritional requirements
"This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion....This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises." –BULLETIN OF THE L.M.S.
The ultimate mathematics reference book This is a one-of-a-kind reference for anyone with a serious interest in mathematics. Edited by Timothy Gowers, a recipient of the Fields Medal, it presents nearly two hundred entries—written especially for this book by some of the world's leading mathematicians—that introduce basic mathematical tools and vocabulary; trace the development of modern mathematics; explain essential terms and concepts; examine core ideas in major areas of mathematics; describe the achievements of scores of famous mathematicians; explore the impact of mathematics on other disciplines such as biology, finance, and music—and much, much more. Unparalleled in its depth of ...
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.