Lectures on Probability Theory and Statistics [[electronic resource] ] : Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 / / by Sergio Albeverio, Walter Schachermayer ; edited by Pierre Bernard |
Autore | Albeverio Sergio |
Edizione | [1st ed. 2003.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
Descrizione fisica | 1 online resource (X, 298 p.) |
Disciplina | 576.58 |
Collana | École d'Été de Probabilités de Saint-Flour |
Soggetto topico |
Probabilities
Mathematical physics Economics, Mathematical Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Quantitative Finance |
ISBN | 3-540-44922-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Sergio Albeverio: Theory of Dirichlet forms and applications -- Functional analytic background: semigroups, generators, resolvents -- Closed symmetric coercive forms associated with Co-contraction semigroups -- Contraction properties of forms, positivity preserving and submarkovian semigroups -- Potential Theory and Markov Processes associated with Dirichlet Forms -- Diffusions and stochastic differential equations associated with classical Dirichlet forms -- Applications -- Walter Schachermayer: Introduction to the Mathematics of Financial Markets -- Introduction: Bachelier’s Thesis from 1900 -- Models of Financial Markets on Finite Probability Spaces -- The Binomial Model, Bachelier’s Model and the Black-Scholes Model -- The No-Arbitrage Theory for General Processes -- Some Applications of the Fundamental Theorem of Asset Pricing -- Michel Talagrand: Mean field models for spin glasses: a first course -- What this is all about: the REM -- The Sherrington-Kirkpatrick model at high temperature -- The p-spin interaction model -- External field and the replica-symmetric solution -- Exponential inequalities -- Central limit theorems and the Almeida-Thouless line -- Emergence and separation of the lumps in the p-spin interaction model. |
Record Nr. | UNISA-996466374203316 |
Albeverio Sergio
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
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Lo trovi qui: Univ. di Salerno | ||
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Lectures on Probability Theory and Statistics : Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 / / by Sergio Albeverio, Walter Schachermayer ; edited by Pierre Bernard |
Autore | Albeverio Sergio |
Edizione | [1st ed. 2003.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 |
Descrizione fisica | 1 online resource (X, 298 p.) |
Disciplina | 576.58 |
Collana | École d'Été de Probabilités de Saint-Flour |
Soggetto topico |
Probabilities
Mathematical physics Economics, Mathematical Probability Theory and Stochastic Processes Theoretical, Mathematical and Computational Physics Quantitative Finance |
ISBN | 3-540-44922-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Sergio Albeverio: Theory of Dirichlet forms and applications -- Functional analytic background: semigroups, generators, resolvents -- Closed symmetric coercive forms associated with Co-contraction semigroups -- Contraction properties of forms, positivity preserving and submarkovian semigroups -- Potential Theory and Markov Processes associated with Dirichlet Forms -- Diffusions and stochastic differential equations associated with classical Dirichlet forms -- Applications -- Walter Schachermayer: Introduction to the Mathematics of Financial Markets -- Introduction: Bachelier’s Thesis from 1900 -- Models of Financial Markets on Finite Probability Spaces -- The Binomial Model, Bachelier’s Model and the Black-Scholes Model -- The No-Arbitrage Theory for General Processes -- Some Applications of the Fundamental Theorem of Asset Pricing -- Michel Talagrand: Mean field models for spin glasses: a first course -- What this is all about: the REM -- The Sherrington-Kirkpatrick model at high temperature -- The p-spin interaction model -- External field and the replica-symmetric solution -- Exponential inequalities -- Central limit theorems and the Almeida-Thouless line -- Emergence and separation of the lumps in the p-spin interaction model. |
Record Nr. | UNINA-9910144601803321 |
Albeverio Sergio
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003 | ||
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Lo trovi qui: Univ. Federico II | ||
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Mathematical Theory of Feynman Path Integrals [[electronic resource] ] : An Introduction / / by Sergio Albeverio, Rafael Høegh-Krohn, Sonia Mazzucchi |
Autore | Albeverio Sergio |
Edizione | [2nd ed. 2008.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 |
Descrizione fisica | 1 online resource (X, 182 p.) |
Disciplina | 515.43 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Integral equations
Measure theory Functional analysis Operator theory Probabilities Global analysis (Mathematics) Manifolds (Mathematics) Integral Equations Measure and Integration Functional Analysis Operator Theory Probability Theory and Stochastic Processes Global Analysis and Analysis on Manifolds |
ISBN | 3-540-76956-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface to the second edition -- Preface to the first edition -- 1.Introduction -- 2.The Fresnel Integral of Functions on a Separable Real Hilbert Spa -- 3.The Feynman Path Integral in Potential Scattering -- 4.The Fresnel Integral Relative to a Non-singular Quadratic Form -- 5.Feynman Path Integrals for the Anharmonic Oscillator -- 6.Expectations with Respect to the Ground State of the Harmonic Oscillator -- 7.Expectations with Respect to the Gibbs State of the Harmonic Oscillator -- 8.The Invariant Quasi-free States -- 9.The Feynman Hystory Integral for the Relativistic Quantum Boson Field -- 10.Some Recent Developments -- 10.1.The infinite dimensional oscillatory integral -- 10.2.Feynman path integrals for polynomially growing potentials -- 10.3.The semiclassical expansio -- 10.4.Alternative approaches to Feynman path integrals -- 10.4.1.Analytic continuation -- 10.4.2.White noise calculus -- 10.5.Recent applications -- 10.5.1.The Schroedinger equation with magnetic fields -- 10.5.2.The Schroedinger equation with time dependent potentials -- 10.5.3 .hase space Feynman path integrals -- 10.5.4.The stochastic Schroedinger equation -- 10.5.5.The Chern-Simons functional integral -- References of the first edition -- References of the second edition -- Analytic index -- List of Notations. |
Record Nr. | UNISA-996466498603316 |
Albeverio Sergio
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 | ||
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Lo trovi qui: Univ. di Salerno | ||
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Mathematical Theory of Feynman Path Integrals : An Introduction / / by Sergio Albeverio, Rafael Høegh-Krohn, Sonia Mazzucchi |
Autore | Albeverio Sergio |
Edizione | [2nd ed. 2008.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 |
Descrizione fisica | 1 online resource (X, 182 p.) |
Disciplina | 515.43 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Integral equations
Measure theory Functional analysis Operator theory Probabilities Global analysis (Mathematics) Manifolds (Mathematics) Integral Equations Measure and Integration Functional Analysis Operator Theory Probability Theory and Stochastic Processes Global Analysis and Analysis on Manifolds |
ISBN | 3-540-76956-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface to the second edition -- Preface to the first edition -- 1.Introduction -- 2.The Fresnel Integral of Functions on a Separable Real Hilbert Spa -- 3.The Feynman Path Integral in Potential Scattering -- 4.The Fresnel Integral Relative to a Non-singular Quadratic Form -- 5.Feynman Path Integrals for the Anharmonic Oscillator -- 6.Expectations with Respect to the Ground State of the Harmonic Oscillator -- 7.Expectations with Respect to the Gibbs State of the Harmonic Oscillator -- 8.The Invariant Quasi-free States -- 9.The Feynman Hystory Integral for the Relativistic Quantum Boson Field -- 10.Some Recent Developments -- 10.1.The infinite dimensional oscillatory integral -- 10.2.Feynman path integrals for polynomially growing potentials -- 10.3.The semiclassical expansio -- 10.4.Alternative approaches to Feynman path integrals -- 10.4.1.Analytic continuation -- 10.4.2.White noise calculus -- 10.5.Recent applications -- 10.5.1.The Schroedinger equation with magnetic fields -- 10.5.2.The Schroedinger equation with time dependent potentials -- 10.5.3 .hase space Feynman path integrals -- 10.5.4.The stochastic Schroedinger equation -- 10.5.5.The Chern-Simons functional integral -- References of the first edition -- References of the second edition -- Analytic index -- List of Notations. |
Record Nr. | UNINA-9910484526903321 |
Albeverio Sergio
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Stochastic processes - mathematics and physics : proceedings of the 1st BiBoS-symposium held in Bielefeld, West Germany, September 10-15 1984 / / Sergio Albeverio, Phillippe Blanchard and Ludwig Streit |
Autore | Albeverio Sergio |
Edizione | [1st ed. 1986.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer-Verlag, , [1986] |
Descrizione fisica | 1 online resource (VIII, 260 p.) |
Disciplina | 519.2 |
Collana | Lecture Notes in Mathematics |
Soggetto topico | Stochastic processes |
ISBN | 3-540-39703-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Stochastic lie group-valued measures and their relations to stochastic curve integrals, gauge fields and markov cosurfaces -- Existence and sample path properties of the diffusions in Nelson's stochastic mechanics -- Characteristic exponents for stochastic flows -- Electric field and effective dielectric constant in random media with non-linear response -- Remarks on the central limit theorem for weakly dependent random variables -- Time reversal on Wiener space -- Lattice gauge theory; Heuristics and convergence -- The generalized Malliavin calculus based on Brownian sheet and Bismut's expansion for large deviation -- An elementary approach to Brownian motion on manifolds -- The stochastic mechanics of the ground-state of the hydrogen atom -- Nonstandard analysis and perturbations of the laplacian along Brownian paths -- Haussdorf dimension for the statistical equilibrium of stochastics flows -- Stopping problems of symmetric Markov processes and non-linear variational inequalites -- Mean exit times and hitting probabilities of Brownian motion in geodesic balls and tubular neighborhoods -- Rigorous scaling laws for Dyson measures -- Asymptotic freedom: A rigorous approach -- The fermion stochastic calculus I. |
Record Nr. | UNISA-996466599803316 |
Albeverio Sergio
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Berlin, Heidelberg : , : Springer-Verlag, , [1986] | ||
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Lo trovi qui: Univ. di Salerno | ||
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The Statistical Mechanics of Quantum Lattice Systems [[electronic resource] ] : A Path Integral Approach / / Sergio Albeverio, Yuri Kondratiev, Yuri Kozitsky, Michael Röckner |
Autore | Albeverio Sergio |
Pubbl/distr/stampa | Zuerich, Switzerland, : European Mathematical Society Publishing House, 2009 |
Descrizione fisica | 1 online resource (392 pages) |
Collana | EMS Tracts in Mathematics (ETM) |
Soggetto topico |
Analytical mechanics
Statistical mechanics, structure of matter Functional analysis |
ISBN | 3-03719-570-3 |
Classificazione | 82-xx46-xx |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Statistical Mechanics of Quantum Lattice Systems |
Record Nr. | UNINA-9910151933203321 |
Albeverio Sergio
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Zuerich, Switzerland, : European Mathematical Society Publishing House, 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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