On Mesoscopic Equilibrium for Linear Statistics in Dyson`s Brownian Motion, Maurice Duits, Kurt Johansson

Автор: Karatzas
Название: Brownian Motion and Stochastic Calculus
ISBN: 0387976558 ISBN-13(EAN): 9780387976556
Издательство: Springer
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Цена: 46540.00 T
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Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.

Автор: Rene L. Schilling, Lothar Partzsch
Название: Brownian Motion: An Introduction to Stochastic Processes
ISBN: 3110307294 ISBN-13(EAN): 9783110307290
Издательство: Walter de Gruyter
Цена: 42450.00 T
Наличие на складе: Нет в наличии.
Описание: Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.

Автор: Sellitto, Antonio, Cimmelli, Vito Antonio, Jou, Da
Название: Mesoscopic Theories of Heat Transport in Nanosystems
ISBN: 3319272055 ISBN-13(EAN): 9783319272054
Издательство: Springer
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Цена: 79190.00 T
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Описание: This book presents generalized heat-conduction laws which, from a mesoscopic perspective, are relevant to new applications (especially in nanoscale heat transfer, nanoscale thermoelectric phenomena, and in diffusive-to-ballistic regime) and at the same time keep up with the pace of current microscopic research.

Автор: Daniel Waltner
Название: Semiclassical Approach to Mesoscopic Systems
ISBN: 3642440614 ISBN-13(EAN): 9783642440618
Издательство: Springer
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Цена: 130590.00 T
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Описание: This up-to-date, clearly-written volume describes mesoscopic systems with classically chaotic dynamics using semiclassical methods which combine elements of classical dynamics and quantum interference effects.

Автор: Takashi Suzuki
Название: Mean Field Theories and Dual Variation - Mathematical Structures of the Mesoscopic Model
ISBN: 946239153X ISBN-13(EAN): 9789462391536
Издательство: Springer
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Цена: 88500.00 T
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Описание: The aim of this book is to formulate the variational and hierarchical aspects of the equations that arise in the mean field theory from macroscopic profiles to microscopic principles, from dynamics to equilibrium, and from biological models to models that arise from chemistry and physics.

Автор: Harrison
Название: Brownian Models of Performance and Control
ISBN: 1107018390 ISBN-13(EAN): 9781107018396
Издательство: Cambridge Academ
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Цена: 48570.00 T
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Описание: This book from one of the field`s leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. Aimed at non-mathematicians who build and analyze stochastic models, it contains many concrete formulas and worked examples.

Автор: Alain-Sol Sznitman
Название: Brownian Motion, Obstacles and Random Media
ISBN: 3642084206 ISBN-13(EAN): 9783642084201
Издательство: Springer
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Цена: 79190.00 T
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Описание: This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Автор: Francesca Biagini; Yaozhong Hu; Bernt ?ksendal; Tu
Название: Stochastic Calculus for Fractional Brownian Motion and Applications
ISBN: 1849969949 ISBN-13(EAN): 9781849969949
Издательство: Springer
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Цена: 79190.00 T
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Описание: The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory.

Автор: Corinne Berzin; Alain Latour; Jos? R. Le?n
Название: Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
ISBN: 3319078747 ISBN-13(EAN): 9783319078748
Издательство: Springer
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Цена: 79190.00 T
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Описание: The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations.Concerning the proofs of the limit theorems, the "Fourth Moment Theorem" is systematically used, as it produces rapid and helpful proofs that can serve as models for the future.

Автор: T.P. Speed; T. Hida
Название: Brownian Motion
ISBN: 1461260329 ISBN-13(EAN): 9781461260325
Издательство: Springer
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Цена: 81050.00 T
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Описание: Following the publication of the Japanese edition of this book, several inter- esting developments took place in the area. Speed v Preface The physical phenomenon described by Robert Brown was the complex and erratic motion of grains of pollen suspended in a liquid.

Автор: Alain-Sol Sznitman
Название: Brownian Motion, Obstacles and Random Media
ISBN: 3540645543 ISBN-13(EAN): 9783540645542
Издательство: Springer
Рейтинг:
Цена: 79190.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Автор: H. Kesten; R. Durrett
Название: Random Walks, Brownian Motion, and Interacting Particle Systems
ISBN: 0817635092 ISBN-13(EAN): 9780817635091
Издательство: Springer
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Цена: 139750.00 T
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Описание: This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on probability theory for the last 30 years and most likely will have for many years to come.