Malliavin Calculus and Stochastic Analysis

Author: Frederi Viens
Publisher: Springer Science & Business Media
ISBN: 1461459060
Format: PDF, Mobi
Download Now
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.

Stochastic PDEs and Dynamics

Author: Boling Guo
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110493888
Format: PDF, ePub, Docs
Download Now
This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce theoretical framework for random attractors. With rigorous mathematical deduction, the book is an essential reference to mathematicians and physicists in nonlinear science. Contents: Preliminaries The stochastic integral and Itô formula OU processes and SDEs Random attractors Applications Bibliography Index

Random Fragmentation and Coagulation Processes

Author: Jean Bertoin
Publisher: Cambridge University Press
ISBN: 1139459155
Format: PDF, ePub
Download Now
Fragmentation and coagulation are two natural phenomena that can be observed in many sciences and at a great variety of scales - from, for example, DNA fragmentation to formation of planets by accretion. This book, by the author of the acclaimed Lévy Processes, is the first comprehensive theoretical account of mathematical models for situations where either phenomenon occurs randomly and repeatedly as time passes. This self-contained treatment develops the models in a way that makes recent developments in the field accessible. Each chapter ends with a comments section in which important aspects not discussed in the main part of the text (often because the discussion would have been too technical and/or lengthy) are addressed and precise references are given. Written for readers with a solid background in probability, its careful exposition allows graduate students, as well as working mathematicians, to approach the material with confidence.

Control and Nonlinearity

Author: Jean-Michel Coron
Publisher: American Mathematical Soc.
ISBN: 0821849182
Format: PDF, ePub, Mobi
Download Now
This book presents methods to study the controllability and the stabilization of nonlinear control systems in finite and infinite dimensions. The emphasis is put on specific phenomena due to nonlinearities. In particular, many examples are given where nonlinearities turn out to be essential to get controllability or stabilization. Various methods are presented to study the controllability or to construct stabilizing feedback laws. The power of these methods is illustrated by numerous examples coming from such areas as celestial mechanics, fluid mechanics, and quantum mechanics. The book is addressed to graduate students in mathematics or control theory, and to mathematicians or engineers with an interest in nonlinear control systems governed by ordinary or partial differential equations.

Differentiable Measures and the Malliavin Calculus

Author: Vladimir Igorevich Bogachev
Publisher: American Mathematical Soc.
ISBN: 082184993X
Format: PDF
Download Now
This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.

Encyclopedia of Nonlinear Science

Author: Alwyn Scott
Publisher: Routledge
ISBN: 1135455589
Format: PDF, Kindle
Download Now
In 438 alphabetically-arranged essays, this work provides a useful overview of the core mathematical background for nonlinear science, as well as its applications to key problems in ecology and biological systems, chemical reaction-diffusion problems, geophysics, economics, electrical and mechanical oscillations in engineering systems, lasers and nonlinear optics, fluid mechanics and turbulence, and condensed matter physics, among others.