Real and Stochastic Analysis

Author: M. M. Rao
Publisher: Springer Science & Business Media
ISBN: 1461220548
Format: PDF, ePub, Mobi
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As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus the interplay between real (functional) analysis and stochastic analysis show their mutual benefits and advance the subjects. The presentation of each article, given as a chapter, is in a research-expository style covering the respective topics in depth. In fact, most of the details are included so that each work is essentially self contained and thus will be of use both for advanced graduate students and other researchers interested in the areas considered. Moreover, numerous new problems for future research are suggested in each chapter. The presented articles contain a substantial number of new results as well as unified and simplified accounts of previously known ones. A large part of the material cov ered is on stochastic differential equations on various structures, together with some applications. Although Brownian motion plays a key role, (semi-) martingale theory is important for a considerable extent. Moreover, noncommutative analysis and probabil ity have a prominent role in some chapters, with new ideas and results. A more detailed outline of each of the articles appears in the introduction and outline to assist readers in selecting and starting their work. All chapters have been reviewed.

New Trends in Stochastic Analysis and Related Topics

Author: Huaizhong Zhao
Publisher: World Scientific
ISBN: 9814360910
Format: PDF, ePub, Docs
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The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.

Hypercomplex Analysis New Perspectives and Applications

Author: Swanhild Bernstein
Publisher: Springer
ISBN: 3319087711
Format: PDF, Mobi
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Hypercomplex analysis is the extension of complex analysis to higher dimensions where the concept of a holomorphic function is substituted by the concept of a monogenic function. In recent decades this theory has come to the forefront of higher dimensional analysis. There are several approaches to this: quaternionic analysis which merely uses quaternions, Clifford analysis which relies on Clifford algebras, and generalizations of complex variables to higher dimensions such as split-complex variables. This book includes a selection of papers presented at the session on quaternionic and hypercomplex analysis at the ISAAC conference 2013 in Krakow, Poland. The topics covered represent new perspectives and current trends in hypercomplex analysis and applications to mathematical physics, image analysis and processing, and mechanics.

Stochastic Processes Finance and Control

Author: Robert J. Elliot
Publisher: World Scientific
ISBN: 9814383309
Format: PDF, ePub, Mobi
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This Festschrift is dedicated to Robert J Elliott on the occasion of his 70th birthday It brings together a collection of chapters by distinguished and eminent scholars in the fields of stochastic processes, filtering and control, as well as their applications to mathematical finance It presents cutting edge developments in these fields and is a valuable source of references for researchers, graduate students and market practitioners in mathematical finance and financial engineering Topics include the theory of stochastic processes, differential and stochastic games, mathematical finance, filtering and control.

Modern Problems of Stochastic Analysis and Statistics

Author: Vladimir Panov
Publisher: Springer
ISBN: 331965313X
Format: PDF, ePub, Docs
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This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.

The New Palgrave Dictionary of Economics

Author: NA NA
Publisher: Springer
ISBN: 1349588024
Format: PDF, ePub
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The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.

Stochastic Analysis and Applications to Finance

Author: Tusheng Zhang
Publisher: World Scientific
ISBN: 9814383570
Format: PDF, ePub
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A collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. It covers the topics ranging from Markov processes, backward stochastic differential equations, stochastic partial differential equations, and stochastic control, to risk measure and risk theory.