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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:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences
The authors give a self-contained exposition of the theory of stochastic evolution equations. Elements of infinite dimensional analysis, martingale theory in Hilbert spaces, stochastic integrals, stochastic convolutions are applied. Existence and uniqueness theorems for stochastic evolution equations in Hilbert spaces in the sense of the semigroup theory, the theory of evolution operators, and monotonous operators in rigged Hilbert spaces are discussed. Relationships between the different concepts are demonstrated. The results are used to concrete stochastic partial differential equations like parabolic and hyperbolic Ito equations and random constitutive equations of elastic viscoplastic materials. Furthermore, stochastic evolution equations in rigged Hilbert spaces are approximated by time discretization methods.
We introduce the theory of chemical reaction networks and their relation to stochastic Petri nets — important ways of modeling population biology and many other fields. We explain how techniques from quantum mechanics can be used to study these models. This relies on a profound and still mysterious analogy between quantum theory and probability theory, which we explore in detail. We also give a tour of key results concerning chemical reaction networks and Petri nets.
This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the last fifty years, grew out of a workshop held at the Technical University of Berlin, 15–19 August, 2016. This volume contains ten research articles authored by several of Varadhan's former PhD students or close collaborators. The topics of the contributions are more or less closely linked with some of Varadhan's deepest interests over the decades: large deviations, Markov processes, interacting particle systems, motions in random media and homogenization, reaction-diffusion equations, and directed last-passage percolation. The articles present original research on some of the most discussed current questions at the boundary between analysis and probability, with an impact on understanding phenomena in physics. This collection will be of great value to researchers with an interest in models of probability-based statistical mechanics.
Durch rund 280 Jahre bis zur Zerstörung im Türkenkrieg von 1529 lag das Wiener Bürgerspital vor den Stadtmauern am Wienfluss. Diese wichtigste Versorgungs- und Krankenanstalt der Burger war über die Funktion hinaus für das soziale Gefüge der Stadt von großer Bedeutung. Das äußerte sich in zahlreichen frommen Stiftungen, die diese Institution auch zu einem bedeutenden Wirtschaftsfaktor werden ließen. Das Archiv des Bürgerspitals, das im Wiener Stadt- und Landesarchiv verwahrt wird, reicht bis zu den Anfängen im 13. Jahrhundert zurück. Den Kern aus dem genannten Zeitraum bilden rund 850 Originalurkunden sowie zahlreiche weitere Dokumente, die in zeitnaher kopialer Überlieferung vorliegen, vereinzelt auch in neuzeitlichen Abschriften. Die vorliegenden Regesten, die ein umfangreiches Namensmaterial für prosopographische und topographische Untersuchungen bereitstellen, sollen als Behelf für Forschung die Benutzung dieses außerordentlichen Quellenmaterials erleichtern, das nicht nur einen generellen Einblick in die Vorstellungen des späteren Mittelalters gibt, sondern auch die alltägliche Lebenswelt begreifbar und darstellbar macht.
Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.
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This book is devoted to a theory of gradient ?ows in spaces which are not nec- sarily endowed with a natural linear or di?erentiable structure. It is made of two parts, the ?rst one concerning gradient ?ows in metric spaces and the second one 2 1 devoted to gradient ?ows in the L -Wasserstein space of probability measures on p a separable Hilbert space X (we consider the L -Wasserstein distance, p? (1,?), as well). The two parts have some connections, due to the fact that the Wasserstein space of probability measures provides an important model to which the “metric” theory applies, but the book is conceived in such a way that the two parts can be read independently, the ?rst one by the reader more interested to Non-Smooth Analysis and Analysis in Metric Spaces, and the second one by the reader more oriented to theapplications in Partial Di?erential Equations, Measure Theory and Probability.