Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
|
Your cart is empty |
|||
Showing 1 - 4 of 4 matches in All Departments
Multiparameter processes extend the existing one-parameter theory of random processes in an elegant way, and have found connections to diverse disciplines such as probability theory, real and functional analysis, group theory, analytic number theory, and group renormalization in mathematical physics, to name a few. This book lays the foundation of aspects of the rapidly developing subject of random fields, and is designed for a second graduate course in probability and beyond. Its intended audience is pure, as well as applied, mathematicians.
Multiparameter processes extend the existing one-parameter theory of random processes in an elegant way, and have found connections to diverse disciplines such as probability theory, real and functional analysis, group theory, analytic number theory, and group renormalization in mathematical physics, to name a few.This book lays the foundation of aspects of the rapidly developing subject of random fields, and is designed for a second graduate course in probability and beyond. Its intended audience is pure, as well as applied, mathematicians.
This volume presents the lecture notes from two courses given by Davar Khoshnevisan and Rene Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis. Rene Schilling's notes are an expanded version of his course on Levy and Levy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the Levy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated Levy-Ito decomposition. On the other, it identifies the infinitesimal generator of the Levy process as a pseudo-differential operator whose symbol is the characteristic exponent of the process, making it possible to study the properties of Feller processes as space inhomogeneous processes that locally behave like Levy processes. The presentation is self-contained, and includes dedicated chapters that review Markov processes, operator semigroups, random measures, etc. In turn, Davar Khoshnevisan's course investigates selected problems in the field of stochastic partial differential equations of parabolic type. More precisely, the main objective is to establish an Invariance Principle for those equations in a rather general setting, and to deduce, as an application, comparison-type results. The framework in which these problems are addressed goes beyond the classical setting, in the sense that the driving noise is assumed to be a multiplicative space-time white noise on a group, and the underlying elliptic operator corresponds to a generator of a Levy process on that group. This implies that stochastic integration with respect to the above noise, as well as the existence and uniqueness of a solution for the corresponding equation, become relevant in their own right. These aspects are also developed and supplemented by a wealth of illustrative examples.
In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic partial differential equations. This monograph contains an up-to-date compilation of many of those lectures. Particular emphasis is paid to showcasing central ideas and displaying some of the many deep connections between the mentioned disciplines, all the time keeping a realistic pace for the student of the subject.
|
You may like...
Validity and Validation in Social…
Bruno D. Zumbo, Eric K.H. Chan
Hardcover
R3,502
Discovery Miles 35 020
The Politics and Policy of Wellbeing…
Ian Bache, Louise Reardon
Hardcover
R2,730
Discovery Miles 27 300
'Honour' Killing and Violence - Theory…
Aisha K Gill, C. Strange, …
Hardcover
R3,677
Discovery Miles 36 770
|