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Amplitude equations for stochastic partial differential equations [[electronic resource] /] / Dirk Blömker
| Amplitude equations for stochastic partial differential equations [[electronic resource] /] / Dirk Blömker |
| Autore | Blömker Dirk |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2007 |
| Descrizione fisica | 1 online resource (137 p.) |
| Disciplina | 519.2 |
| Collana | Interdisciplinary mathematical sciences |
| Soggetto topico | Stochastic partial differential equations |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-12172-X
9786611121723 981-277-060-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface; Contents; 1. Introduction; 2. Amplitude Equations on Bounded Domains; 3. Applications - Some Examples; 4. Amplitude Equations on Large Domains; Appendix A Basic Inequalities; Appendix B Bounds for SDEs; Bibliography; Index |
| Record Nr. | UNINA-9910450699103321 |
Blömker Dirk
|
||
| Hackensack, NJ, : World Scientific, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Amplitude equations for stochastic partial differential equations [[electronic resource] /] / Dirk Blömker
| Amplitude equations for stochastic partial differential equations [[electronic resource] /] / Dirk Blömker |
| Autore | Blömker Dirk |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2007 |
| Descrizione fisica | 1 online resource (137 p.) |
| Disciplina | 519.2 |
| Collana | Interdisciplinary mathematical sciences |
| Soggetto topico | Stochastic partial differential equations |
| ISBN |
1-281-12172-X
9786611121723 981-277-060-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface; Contents; 1. Introduction; 2. Amplitude Equations on Bounded Domains; 3. Applications - Some Examples; 4. Amplitude Equations on Large Domains; Appendix A Basic Inequalities; Appendix B Bounds for SDEs; Bibliography; Index |
| Record Nr. | UNINA-9910784064603321 |
|
Blömker Dirk
|
||
| Hackensack, NJ, : World Scientific, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Amplitude equations for stochastic partial differential equations [[electronic resource] /] / Dirk Blömker
| Amplitude equations for stochastic partial differential equations [[electronic resource] /] / Dirk Blömker |
| Autore | Blömker Dirk |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, c2007 |
| Descrizione fisica | 1 online resource (137 p.) |
| Disciplina | 519.2 |
| Collana | Interdisciplinary mathematical sciences |
| Soggetto topico | Stochastic partial differential equations |
| ISBN |
1-281-12172-X
9786611121723 981-277-060-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface; Contents; 1. Introduction; 2. Amplitude Equations on Bounded Domains; 3. Applications - Some Examples; 4. Amplitude Equations on Large Domains; Appendix A Basic Inequalities; Appendix B Bounds for SDEs; Bibliography; Index |
| Record Nr. | UNINA-9910823065903321 |
|
Blömker Dirk
|
||
| Hackensack, NJ, : World Scientific, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
L'equazione di Black-Scholes. Tesi di laurea / laureanda Ilaria Marotta ; relatore Antonio Leaci
| L'equazione di Black-Scholes. Tesi di laurea / laureanda Ilaria Marotta ; relatore Antonio Leaci |
| Autore | Marotta, Ilaria |
| Pubbl/distr/stampa | Lecce : Università del Salento. Facoltà di Scienze MM. FF. NN. Corso di Laurea in Matematica, a.a. 2015-16 |
| Descrizione fisica | 82 p. ; 30 cm |
| Altri autori (Persone) | Leaci, Antonio |
| Soggetto topico |
Mathematical finance
Stochastic partial differential equations Equations and systems with randomness |
| Classificazione |
AMS 91G80
AMS 35R60 AMS 34F05 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991003382509707536 |
|
Marotta, Ilaria
|
||
| Lecce : Università del Salento. Facoltà di Scienze MM. FF. NN. Corso di Laurea in Matematica, a.a. 2015-16 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Estimation and control problems for stochastic partial differential equations / / Pavel S. Knopov, Olena N. Deriyeva
| Estimation and control problems for stochastic partial differential equations / / Pavel S. Knopov, Olena N. Deriyeva |
| Autore | Knopov Pavel S |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | New York : , : Springer, , 2013 |
| Descrizione fisica | 1 online resource (x, 183 pages) |
| Disciplina | 515.353 |
| Collana | Springer Optimization and Its Applications |
| Soggetto topico | Stochastic partial differential equations |
| ISBN | 1-4614-8286-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Two Parameter Martingales and Their Properties -- 2. Stochastic Differential Equations on the Plane -- 3. Filtration and Prediction Problems for Stochastic Fields -- 4. Control Problem for Diffusion-Type Random Fields -- 5. Stochastic Processes in a Hilbert Space -- References. |
| Record Nr. | UNINA-9910438036103321 |
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Knopov Pavel S
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| New York : , : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Function spaces, theory and applications / / Ilia Binder, Damir Kinzebulatov, Javad Mashreghi, editors
| Function spaces, theory and applications / / Ilia Binder, Damir Kinzebulatov, Javad Mashreghi, editors |
| Pubbl/distr/stampa | Cham : , : Springer, , [2023] |
| Descrizione fisica | 1 online resource (x, 485 pages) : illustrations |
| Disciplina | 515.9 |
| Collana | Fields Institute Communications |
| Soggetto topico |
Function sapces
Stochastic partial differential equations Functions of complex variables Functional analysis Operator theory Functions of a Complex Variable Functional Analysis Operator Theory Several Complex Variables and Analytic Spaces Teoria d'operadors Anàlisi funcional Equacions diferencials parcials estocàstiques Funcions de variables complexes |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
3-031-39270-1
9783031392702 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Absolute continuity in higher dimensions -- An indefinite analog of Sarason's generalized interpolation theorem -- An Operator theoretical approach of some inverse problems -- Applications of the automatic additivity of positive homogenous order isomorphisms between positive definite cones in C*-algebras -- Direct and Inverse Spectral Theorems for a Class of Canonical Systems with two Singular Endpoints -- Nevanlinna domains and uniform approximation by polyanalytic polynomial modules -- On meromorphic inner functions in the upper half-plane -- On the norm of the Hilbert matrix -- Radial limits of functions holomorphic in C or the polydisc -- Recent developments in the interplay between function theory and operator theory for block Toeplitz, Hankel, and model operators -- Sarason's Ha-plitz product problem -- Sub-Hardy Hilbert spaces in the non-commutative unit row-ball -- The relationship of the Gaussian curvature with the curvature of a Cowen-Douglas operator -- Weighted Polynomial Approximation on the Cubes of the non-zero Integers -- Index. |
| Record Nr. | UNINA-9910770244003321 |
| Cham : , : Springer, , [2023] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Harnack inequalities for stochastic partial differential equations / / Feng-Yu Wang
| Harnack inequalities for stochastic partial differential equations / / Feng-Yu Wang |
| Autore | Wang Feng-Yu |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | New York : , : Springer, , 2013 |
| Descrizione fisica | 1 online resource (x, 125 pages) |
| Disciplina | 515.353 |
| Collana | SpringerBriefs in Mathematics |
| Soggetto topico |
Stochastic partial differential equations
Inequalities (Mathematics) |
| ISBN | 1-4614-7934-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Preface""; ""Contents""; ""Chapter 1 A General Theory of Dimension-Free Harnack Inequalities""; ""1.1 Coupling by Change of Measure and Applications""; ""1.1.1 Harnack Inequalities and Bismut Derivative Formulas""; ""1.1.2 Shift Harnack Inequalities and Integration by PartsFormulas""; ""1.2 Derivative Formulas Using the Malliavin Calculus""; ""1.2.1 Bismut Formulas""; ""1.2.2 Integration by Parts Formulas""; ""1.3 Harnack Inequalities and Gradient Inequalities""; ""1.3.1 Gradient�Entropy and Harnack Inequalities""; ""1.3.2 From Gradient�Gradient to Harnack Inequalities""
""1.3.3 L2 Gradient and Harnack Inequalities""""1.4 Applications of Harnack and Shift Harnack Inequalities""; ""1.4.1 Applications of the Harnack Inequality""; ""1.4.2 Applications of the Shift Harnack Inequality""; ""Chapter 2 Nonlinear Monotone Stochastic Partial Differential Equations""; ""2.1 Solutions of Monotone Stochastic Equations""; ""2.2 Harnack Inequalities for 1""; ""2.3 Harnack Inequalities for (0,1)""; ""2.4 Applications to Specific Models ""; ""2.4.1 Stochastic Generalized Porous Media Equations""; ""2.4.2 Stochastic p-Laplacian Equations"" ""2.4.3 Stochastic Generalized Fast-Diffusion Equations""""Chapter 3 Semilinear Stochastic Partial Differential Equations""; ""3.1 Mild Solutions and Finite-Dimensional Approximations""; ""3.2 Additive Noise""; ""3.2.1 Harnack Inequalities and Bismut Formula""; ""3.2.2 Shift Harnack Inequalities and Integration by PartsFormula""; ""3.3 Multiplicative Noise: The Log-Harnack Inequality""; ""3.3.1 The Main Result""; ""3.3.2 Application to White-Noise-Driven SPDEs""; ""3.4 Multiplicative Noise: Harnack Inequality with Power""; ""3.4.1 Construction of the Coupling"" ""3.4.2 Proof of Theorem 3.4.1""""3.5 Multiplicative Noise: Bismut Formula""; ""Chapter 4 Stochastic Functional (Partial) Differential Equations""; ""4.1 Solutions and Finite-Dimensional Approximations""; ""4.1.1 Stochastic Functional Differential Equations""; ""4.1.2 Semilinear Stochastic Functional Partial Differential Equations""; ""4.2 Elliptic Stochastic Functional Partial Differential Equations with Additive Noise""; ""4.2.1 Harnack Inequalities and Bismut Formula""; ""4.2.2 Shift Harnack Inequalities and Integration by PartsFormulas""; ""4.2.3 Extensions to Semilinear SDPDEs"" ""4.3 Elliptic Stochastic Functional Partial Differential Equations with Multiplicative Noise""""4.3.1 Log-Harnack Inequality""; ""4.3.1.1 Proofs of (i)""; ""4.3.1.2 Proof of (ii)""; ""4.3.1.3 Proof of (iii)""; ""4.3.2 Harnack Inequality with Power""; ""4.3.3 Bismut Formulas for Semilinear SDPDEs""; ""4.4 Stochastic Functional Hamiltonian System""; ""4.4.1 Main Result and Consequences""; ""4.4.2 Proof of Theorem 4.4.1""; ""4.4.3 Proofs of Corollary 4.4.3 and Theorem 4.4.5 ""; ""Glossary""; ""References""; ""Index"" |
| Record Nr. | UNINA-9910438028703321 |
|
Wang Feng-Yu
|
||
| New York : , : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Heat kernels and analysis on manifolds, graphs, and metric spaces : lecture notes from a quarter program on Heat Kernels, Random Walks, and analysis on Manifolds and Graphs, : April 16-July 13, 2002, Emile Borel Centre of the Henri Poincaré Institute, Paris, France / / Pascal Auscher, Thierry Coulhon, Alexander Grigor'yan, editors
| Heat kernels and analysis on manifolds, graphs, and metric spaces : lecture notes from a quarter program on Heat Kernels, Random Walks, and analysis on Manifolds and Graphs, : April 16-July 13, 2002, Emile Borel Centre of the Henri Poincaré Institute, Paris, France / / Pascal Auscher, Thierry Coulhon, Alexander Grigor'yan, editors |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2003] |
| Descrizione fisica | 1 online resource (434 p.) |
| Disciplina | 515/.353 |
| Collana | Contemporary mathematics |
| Soggetto topico |
Heat equation
Elliptic operators Stochastic partial differential equations Metric spaces |
| Soggetto genere / forma | Electronic books. |
| ISBN | 0-8218-7928-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface""; ""Some questions on elliptic operators""; ""Introduction""; ""1. Operators of order two""; ""2. Higher order operators and systems""; ""3. Bounded elliptic forms""; ""References""; ""Heat kernels and sets with fractal structure""; ""1. Fractal sets""; ""2. The graphical Sierpinski gasket""; ""2.1 Graphs and random walks""; ""2.2 Simple random walk on the graphical SG""; ""2.3 Analysis on the Sierpinski gasket""; ""3. Sierpinski carpets""; ""3.1 Basic properties""; ""3.2 Resistance and crossing times""; ""4. General results on pre-fractal graphs""
""4.1 On-diagonal upper bounds""""4.2 Off-diagonal upper bounds""; ""4.3 Lower bounds""; ""4.4 Stability results for general pre-fractal graphs""; ""5. Continuum limits""; ""References""; ""Brownian motions on compact groups of infinite dimension""; ""1. Introduction""; ""2. Splitting into abelian and semisimple parts""; ""3. The abelian and semisimple cases""; ""4. Potential theory""; ""5. Examples""; ""References""; ""Heat kernel and isoperimetry on non-compact Riemannian manifolds""; ""1. Introduction""; ""2. A general scale of Sobolev inequalities"" ""3. L2 isoperimetric profile and heat kernel decay""""4. How to compute isoperimetric profiles""; ""References""; ""Heat kernels measures and infinite dimensional analysis""; ""1. Introduction""; ""2. Finite Dimensional Heat Kernel Measures""; ""3. Describing Smooth Measures on Rd Without Reference to Lebesgue Measure""; ""4. Infinite Dimensional Considerations""; ""5. Heat Kernel Measures Associated to l2""; ""6. Classical Wiener Measure""; ""7. Path and Loop Group Extensions""; ""8. Wiener Measure on W (M) and its Properties""; ""9. Motivations""; ""References"" ""1. lwasawa decomposition and characters"" |
| Record Nr. | UNINA-9910478895103321 |
| Providence, Rhode Island : , : American Mathematical Society, , [2003] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Heat kernels and analysis on manifolds, graphs, and metric spaces : lecture notes from a quarter program on heat kernels, random walks, and analysis on manifolds and graphs : April 16-July 13, 2002, Emile Borel Centre of the Henri Poincaré Institute, Paris, France / Pascal Auscher, Thierry Coulhon, Alexander Grigor'yan, editors
| Heat kernels and analysis on manifolds, graphs, and metric spaces : lecture notes from a quarter program on heat kernels, random walks, and analysis on manifolds and graphs : April 16-July 13, 2002, Emile Borel Centre of the Henri Poincaré Institute, Paris, France / Pascal Auscher, Thierry Coulhon, Alexander Grigor'yan, editors |
| Pubbl/distr/stampa | Providence, RI : American Mathematical Society, c2003 |
| Descrizione fisica | vii, 423 p. : ill. ; 26 cm |
| Disciplina | 515.353 |
| Altri autori (Persone) |
Auscher, Pascalauthor
Coulhon, Tauthor Grigor'yan, Alexanderauthor |
| Collana | Contemporary mathematics, 0271-4132 ; 338 |
| Soggetto topico |
Heat equation
Elliptic operators Stochastic partial differential equations Metric spaces |
| ISBN | 0821833839 |
| Classificazione |
AMS 58J
AMS 60H LC QA377.H43 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Some questions on elliptic operators / Pascal Auscher. Heat kernels and sets with fractal structure / Martin T. Barlow. Brownian motions on compact groups of infinite dimension / Alexander Bendikov and Laurent Saloff-Coste. Heat kernel and isoperimetry on non-compact Riemanuian manifolds / Thierry Coulhon. Heat kernels measures and infinite dimensional analysis / Bruce K. Driver. Heat kernels and functional theory on metric measure spaces / Alexander Grigor'yan. Sobolev spaces on metric-measure spaces / Piotr Hajlasz. Quasiregular mappings and the p-Laplace operator / Ilkka Holopainen. Spherical inversion on SL[subscript 2](C) / Jay Jorgenson and Serge Lang. Spectral geometry of crystal lattices / Motoko Kotani and Toshikazu Sunada. Lectures on isoperimetric and isocapacitary inequalities in the theory of Sobolev spaces / Vladimir Maz'ya. Some topics related to analysis on metric spaces / Stephen Semmes. Probability measures on metric spaces of nonpositive curvature / Karl-Theodor Sturm. Generating function techniques for random walks on graphs / Wolfgang Woess |
| Record Nr. | UNISALENTO-991000938439707536 |
| Providence, RI : American Mathematical Society, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Heat kernels and analysis on manifolds, graphs, and metric spaces : lecture notes from a quarter program on Heat Kernels, Random Walks, and analysis on Manifolds and Graphs, : April 16-July 13, 2002, Emile Borel Centre of the Henri Poincaré Institute, Paris, France / / Pascal Auscher, Thierry Coulhon, Alexander Grigor'yan, editors
| Heat kernels and analysis on manifolds, graphs, and metric spaces : lecture notes from a quarter program on Heat Kernels, Random Walks, and analysis on Manifolds and Graphs, : April 16-July 13, 2002, Emile Borel Centre of the Henri Poincaré Institute, Paris, France / / Pascal Auscher, Thierry Coulhon, Alexander Grigor'yan, editors |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2003] |
| Descrizione fisica | 1 online resource (434 p.) |
| Disciplina | 515/.353 |
| Collana | Contemporary mathematics |
| Soggetto topico |
Heat equation
Elliptic operators Stochastic partial differential equations Metric spaces |
| ISBN | 0-8218-7928-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""Preface""; ""Some questions on elliptic operators""; ""Introduction""; ""1. Operators of order two""; ""2. Higher order operators and systems""; ""3. Bounded elliptic forms""; ""References""; ""Heat kernels and sets with fractal structure""; ""1. Fractal sets""; ""2. The graphical Sierpinski gasket""; ""2.1 Graphs and random walks""; ""2.2 Simple random walk on the graphical SG""; ""2.3 Analysis on the Sierpinski gasket""; ""3. Sierpinski carpets""; ""3.1 Basic properties""; ""3.2 Resistance and crossing times""; ""4. General results on pre-fractal graphs""
""4.1 On-diagonal upper bounds""""4.2 Off-diagonal upper bounds""; ""4.3 Lower bounds""; ""4.4 Stability results for general pre-fractal graphs""; ""5. Continuum limits""; ""References""; ""Brownian motions on compact groups of infinite dimension""; ""1. Introduction""; ""2. Splitting into abelian and semisimple parts""; ""3. The abelian and semisimple cases""; ""4. Potential theory""; ""5. Examples""; ""References""; ""Heat kernel and isoperimetry on non-compact Riemannian manifolds""; ""1. Introduction""; ""2. A general scale of Sobolev inequalities"" ""3. L2 isoperimetric profile and heat kernel decay""""4. How to compute isoperimetric profiles""; ""References""; ""Heat kernels measures and infinite dimensional analysis""; ""1. Introduction""; ""2. Finite Dimensional Heat Kernel Measures""; ""3. Describing Smooth Measures on Rd Without Reference to Lebesgue Measure""; ""4. Infinite Dimensional Considerations""; ""5. Heat Kernel Measures Associated to l2""; ""6. Classical Wiener Measure""; ""7. Path and Loop Group Extensions""; ""8. Wiener Measure on W (M) and its Properties""; ""9. Motivations""; ""References"" ""1. lwasawa decomposition and characters"" |
| Record Nr. | UNINA-9910788666403321 |
| Providence, Rhode Island : , : American Mathematical Society, , [2003] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
