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Stochastic Partial Differential Equations with Lévy Noise
Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.
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
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.
Stochastic Optimal Control in Infinite Dimension
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliograph...
Stochastic Processes, Physics and Geometry: New Interplays. I
A selection of 21 contributions from invited speakers treat advanced topics at the interface between mathematics and physics. Most are high-level research papers, but some overview their topics, among which are growth and saturation in random media, the maximal dissipativity of the Dirichlet operator corresponding to the Burgers equation, the square of the self-intersection local time of Brownian motion, the spectral theory of sparse potentials, and diffusions on simple configuration spaces. Additional short contributions pay tribute to Swiss-born physicist Albeverio. A second volume presents selected volunteer papers. There is no index. Annotation copyrighted by Book News, Inc., Portland, OR
Stochastic Analysis: A Series of Lectures
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential eq...
Purity, Spectra and Localisation
A unified, coherent account of the algebraic aspects and uses of the Ziegler spectrum. It may be used as an introductory graduate-level text, providing relevant background material and a wealth of illustrated examples. An extensive index and thorough referencing also make this book an ideal reference.
Invariant Probabilities of Transition Functions
The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest in the theory of transition functions, and are studied in this book. The results obtained are useful in ergodic theory and the theory of dynamical systems, which, in turn, can be applied in various other areas (like number theory). They are illustrated using transition functions defined by flows, semiflows, and one-parameter convolution semigroups of probability measures. In this book, all results on transition probabilities that have been published by the author between 2004 and 2008 are extended ...
SPDE in Hydrodynamics: Recent Progress and Prospects
Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 2005 reflected in this volume, the first, due to Sergio Albeverio describes deterministic and stochastic models of hydrodynamics. In the second course, Franco Flandoli starts from 3D Navier-Stokes equations and ends with turbulence. Finally, Yakov Sinai, in the 3rd course, describes some rigorous mathematical results for multidimensional Navier-Stokes systems and some recent results on the one-dimensional Burgers equation with random forcing.
Evolution Equations, Semigroups and Functional Analysis
Brunello Terreni (1953-2000) was a researcher and teacher with vision and dedication. The present volume is dedicated to the memory of Brunello Terreni. His mathematical interests are reflected in 20 expository articles written by distinguished mathematicians. The unifying theme of the articles is "evolution equations and functional analysis", which is presented in various and diverse forms: parabolic equations, semigroups, stochastic evolution, optimal control, existence, uniqueness and regularity of solutions, inverse problems as well as applications. Contributors: P. Acquistapace, V. Barbu, A. Briani, L. Boccardo, P. Colli Franzone, G. Da Prato, D. Donatelli, A. Favini, M. Fuhrmann, M. Grasselli, R. Illner, H. Koch, R. Labbas, H. Lange, I. Lasiecka, A. Lorenzi, A. Lunardi, P. Marcati, R. Nagel, G. Nickel, V. Pata, M. M. Porzio, B. Ruf, G. Savaré, R. Schnaubelt, E. Sinestrari, H. Tanabe, H. Teismann, E. Terraneo, R. Triggiani, A. Yagi
