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A Minicourse on Stochastic Partial Differential Equations
  • Language: en
  • Pages: 230

A Minicourse on Stochastic Partial Differential Equations

This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.

Analysis of Stochastic Partial Differential Equations
  • Language: en
  • Pages: 127

Analysis of Stochastic Partial Differential Equations

The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging open problems. There is also a great deal of interest in this topic because it has deep applications in disciplines that range from applied mathematics, statistical mechanics, and theoretical physics, to theoretical neuroscience, theory of complex chemical reactions [including polymer science], fluid dynamics, and mathematical finance. The stochastic PDEs that are studied in this book are similar to the familiar PDE for heat in a thin rod, but with the additional restriction that the external forcing density is a two-parameter stochastic process, or what is more commonly...

Sequential Stochastic Optimization
  • Language: en
  • Pages: 348

Sequential Stochastic Optimization

Sequential Stochastic Optimization provides mathematicians andapplied researchers with a well-developed framework in whichstochastic optimization problems can be formulated and solved.Offering much material that is either new or has never beforeappeared in book form, it lucidly presents a unified theory ofoptimal stopping and optimal sequential control of stochasticprocesses. This book has been carefully organized so that littleprior knowledge of the subject is assumed; its only prerequisitesare a standard graduate course in probability theory and somefamiliarity with discrete-parameter martingales. Major topics covered in Sequential Stochastic Optimization include: * Fundamental notions, such as essential supremum, stopping points,accessibility, martingales and supermartingales indexed by INd * Conditions which ensure the integrability of certain suprema ofpartial sums of arrays of independent random variables * The general theory of optimal stopping for processes indexed byInd * Structural properties of information flows * Sequential sampling and the theory of optimal sequential control * Multi-armed bandits, Markov chains and optimal switching betweenrandom walks

Stochastic Partial Differential Equations and Related Fields
  • Language: en
  • Pages: 565

Stochastic Partial Differential Equations and Related Fields

  • Type: Book
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  • Published: 2018-07-03
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  • Publisher: Springer

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 Equ...

Topics in Spatial Stochastic Processes
  • Language: en
  • Pages: 268

Topics in Spatial Stochastic Processes

The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.

The Scaling Limit of the Correlation of Holes on the Triangular Lattice with Periodic Boundary Conditions
  • Language: en
  • Pages: 118

The Scaling Limit of the Correlation of Holes on the Triangular Lattice with Periodic Boundary Conditions

The author defines the correlation of holes on the triangular lattice under periodic boundary conditions and studies its asymptotics as the distances between the holes grow to infinity. He proves that the joint correlation of an arbitrary collection of triangular holes of even side-lengths (in lattice spacing units) satisfies, for large separations between the holes, a Coulomb law and a superposition principle that perfectly parallel the laws of two dimensional electrostatics, with physical charges corresponding to holes, and their magnitude to the difference between the number of right-pointing and left-pointing unit triangles in each hole. The author details this parallel by indicating tha...

Non-Divergence Equations Structured on Hormander Vector Fields: Heat Kernels and Harnack Inequalities
  • Language: en
  • Pages: 136

Non-Divergence Equations Structured on Hormander Vector Fields: Heat Kernels and Harnack Inequalities

"March 2010, Volume 204, number 961 (end of volume)."

Topological Automorphic Forms
  • Language: en
  • Pages: 167

Topological Automorphic Forms

The authors apply a theorem of J. Lurie to produce cohomology theories associated to certain Shimura varieties of type $U(1,n-1)$. These cohomology theories of topological automorphic forms ($\mathit{TAF}$) are related to Shimura varieties in the same way that $\mathit{TMF}$ is related to the moduli space of elliptic curves.

Composition Operators on Hardy-Orlicz Spaces
  • Language: en
  • Pages: 87

Composition Operators on Hardy-Orlicz Spaces

"The authors investigate composition operators on Hardy-Orlicz spaces when the Orlicz function Psi grows rapidly: compactness, weak compactness, to be p-summing, order bounded, ... , and show how these notions behave according to the growth of Psi. They introduce an adapted version of Carleson measure. They construct various examples showing that their results are essentially sharp. In the last part, they study the case of Bergman-Orlicz spaces."--Publisher's description.

Unitary Invariants in Multivariable Operator Theory
  • Language: en
  • Pages: 105

Unitary Invariants in Multivariable Operator Theory

This paper concerns unitary invariants for $n$-tuples $T:=(T_1,\ldots, T_n)$ of (not necessarily commuting) bounded linear operators on Hilbert spaces. The author introduces a notion of joint numerical radius and works out its basic properties. Multivariable versions of Berger's dilation theorem, Berger-Kato-Stampfli mapping theorem, and Schwarz's lemma from complex analysis are obtained. The author studies the joint (spatial) numerical range of $T$ in connection with several unitary invariants for $n$-tuples of operators such as: right joint spectrum, joint numerical radius, euclidean operator radius, and joint spectral radius. He also proves an analogue of Toeplitz-Hausdorff theorem on the convexity of the spatial numerical range of an operator on a Hilbert space, for the joint numerical range of operators in the noncommutative analytic Toeplitz algebra $F_n^\infty$.