Advanced Theoretical and Computational Methods for Complex Materials and Structures |
Autore | Tornabene Francesco |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
Descrizione fisica | 1 electronic resource (180 p.) |
Soggetto topico | Technology: general issues |
Soggetto non controllato |
dynamic stability
elastomeric foundation Eringen's differential constitutive model graphene sheet temperature-dependent properties basement bottom reinforcement reinforcement depth Young's modulus of reinforced soil tunnel heave numerical analysis epistemic uncertainty evidence theory robust optimization sensor design near-field earthquake fling-step far-field simultaneous excitation special moment frame (SMF) advanced model precise prediction circular foundation pit tunnel deformation composite stochastic natural frequency uncertainty metro constructions shield tunnel ground settlement soil displacement analytical Mindlin solution EELS plasmons vibrational modes nanoparticles nonlocal and size-dependent dielectric nanoparticle suspension Brownian motion spectral thermal pulsing DEM simulations Nano-device applications stratum movements mirror source-sink method centrifuge modelling test transport palletized goods damage bottle buckling Polyethylene terephthalate (PET) |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557355003321 |
Tornabene Francesco | ||
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Diffusion, quantum theory, and radically elementary mathematics / / edited by William G. Faris |
Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2006 |
Descrizione fisica | 1 online resource (257 p.) |
Disciplina | 530.15 |
Collana | Mathematical Notes |
Soggetto topico |
Mathematical physics
Diffusion Quantum theory |
Soggetto non controllato |
Affine space
Algebra Axiom Bell's theorem Brownian motion Central limit theorem Classical mathematics Classical mechanics Clifford algebra Combinatorial proof Commutative property Constructive quantum field theory Continuum hypothesis David Hilbert Dimension (vector space) Discrete mathematics Distribution (mathematics) Eigenfunction Equation Euclidean space Experimental mathematics Fermi–Dirac statistics Feynman–Kac formula First-order logic Fokker–Planck equation Foundations of mathematics Fractal dimension Gaussian process Girsanov theorem Gödel's incompleteness theorems Hilbert space Hilbert's program Holomorphic function Infinitesimal Integer Internal set theory Interval (mathematics) Limit (mathematics) Mathematical induction Mathematical optimization Mathematical physics Mathematical proof Mathematician Mathematics Measurable function Measure (mathematics) Minkowski space Natural number Neo-Riemannian theory Non-standard analysis Number theory Operator algebra Ornstein–Uhlenbeck process Orthonormal basis Perturbation theory (quantum mechanics) Philosophy of mathematics Predicate (mathematical logic) Probability measure Probability space Probability theory Probability Projection (linear algebra) Pure mathematics Pythagorean theorem Quantum field theory Quantum fluctuation Quantum gravity Quantum harmonic oscillator Quantum mechanics Quantum system Quantum teleportation Random variable Real number Renormalization group Renormalization Riemann mapping theorem Riemann surface Riemannian geometry Riemannian manifold Schrödinger equation Scientific notation Set (mathematics) Sign (mathematics) Sobolev inequality Special relativity Spectral theorem Spin (physics) Statistical mechanics Stochastic calculus Stochastic differential equation Tensor algebra Theorem Theoretical physics Theory Turing machine Variable (mathematics) Von Neumann algebra Wiener process Wightman axioms Zermelo–Fraenkel set theory |
ISBN | 1-4008-6525-5 |
Classificazione | 33.65 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Preface -- Chapter One. Introduction: Diffusive Motion and Where It Leads / Faris, William G. -- Chapter Two. Hypercontractivity, Logarithmic Sobolev Inequalities, and Applications: A Survey of Surveys / Gross, Leonard -- Chapter Three. Ed Nelson's Work in Quantum Theory / Simon, Barry -- Chapter Four Symanzik, Nelson, and Self-Avoiding Walk / Brydges, David C. -- Chapter Five. Stochastic Mechanics: A Look Back and a Look Ahead / Carlen, Eric -- Chapter Six. Current Trends in Optimal Transportation: A Tribute to Ed Nelson / Villani, Cédric -- Chapter Seven. Internal Set Theory and Infinitesimal Random Walks / Lawler, Gregory F. -- Chapter Eight. Nelson's Work on Logic and Foundations and Other Reflections on the Foundations of Mathematics / Buss, Samuel R. -- Chapter Nine. Some Musical Groups: Selected Applications of Group Theory in Music / Hook, Julian -- Chapter Ten. Afterword / Nelson, Edward -- Appendix A. Publications by Edward Nelson -- Index |
Record Nr. | UNINA-9910786749603321 |
Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Diffusion, quantum theory, and radically elementary mathematics / / edited by William G. Faris |
Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2006 |
Descrizione fisica | 1 online resource (257 p.) |
Disciplina | 530.15 |
Collana | Mathematical Notes |
Soggetto topico |
Mathematical physics
Diffusion Quantum theory |
Soggetto non controllato |
Affine space
Algebra Axiom Bell's theorem Brownian motion Central limit theorem Classical mathematics Classical mechanics Clifford algebra Combinatorial proof Commutative property Constructive quantum field theory Continuum hypothesis David Hilbert Dimension (vector space) Discrete mathematics Distribution (mathematics) Eigenfunction Equation Euclidean space Experimental mathematics Fermi–Dirac statistics Feynman–Kac formula First-order logic Fokker–Planck equation Foundations of mathematics Fractal dimension Gaussian process Girsanov theorem Gödel's incompleteness theorems Hilbert space Hilbert's program Holomorphic function Infinitesimal Integer Internal set theory Interval (mathematics) Limit (mathematics) Mathematical induction Mathematical optimization Mathematical physics Mathematical proof Mathematician Mathematics Measurable function Measure (mathematics) Minkowski space Natural number Neo-Riemannian theory Non-standard analysis Number theory Operator algebra Ornstein–Uhlenbeck process Orthonormal basis Perturbation theory (quantum mechanics) Philosophy of mathematics Predicate (mathematical logic) Probability measure Probability space Probability theory Probability Projection (linear algebra) Pure mathematics Pythagorean theorem Quantum field theory Quantum fluctuation Quantum gravity Quantum harmonic oscillator Quantum mechanics Quantum system Quantum teleportation Random variable Real number Renormalization group Renormalization Riemann mapping theorem Riemann surface Riemannian geometry Riemannian manifold Schrödinger equation Scientific notation Set (mathematics) Sign (mathematics) Sobolev inequality Special relativity Spectral theorem Spin (physics) Statistical mechanics Stochastic calculus Stochastic differential equation Tensor algebra Theorem Theoretical physics Theory Turing machine Variable (mathematics) Von Neumann algebra Wiener process Wightman axioms Zermelo–Fraenkel set theory |
ISBN | 1-4008-6525-5 |
Classificazione | 33.65 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Preface -- Chapter One. Introduction: Diffusive Motion and Where It Leads / Faris, William G. -- Chapter Two. Hypercontractivity, Logarithmic Sobolev Inequalities, and Applications: A Survey of Surveys / Gross, Leonard -- Chapter Three. Ed Nelson's Work in Quantum Theory / Simon, Barry -- Chapter Four Symanzik, Nelson, and Self-Avoiding Walk / Brydges, David C. -- Chapter Five. Stochastic Mechanics: A Look Back and a Look Ahead / Carlen, Eric -- Chapter Six. Current Trends in Optimal Transportation: A Tribute to Ed Nelson / Villani, Cédric -- Chapter Seven. Internal Set Theory and Infinitesimal Random Walks / Lawler, Gregory F. -- Chapter Eight. Nelson's Work on Logic and Foundations and Other Reflections on the Foundations of Mathematics / Buss, Samuel R. -- Chapter Nine. Some Musical Groups: Selected Applications of Group Theory in Music / Hook, Julian -- Chapter Ten. Afterword / Nelson, Edward -- Appendix A. Publications by Edward Nelson -- Index |
Record Nr. | UNINA-9910811911703321 |
Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Dissipative, Entropy-Production Systems across Condensed Matter and Interdisciplinary Classical VS. Quantum Physics |
Autore | Gadomski Adam |
Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
Descrizione fisica | 1 electronic resource (176 p.) |
Soggetto topico |
Research & information: general
Physics |
Soggetto non controllato |
multistability
ergodicity Brownian motion tilted periodic potential Lévy noise nonequilibrium thermodynamics active particles entropy production dissipative structures quantum entanglement linear entropy coherence purity of states concurrence three-qubit systems quantum graphs microwave networks Euler characteristic Neumann and Dirichlet boundary conditions II law of thermodynamics Carnot principle Kelvin principle Ostwald principle perpetuum mobile type III Clausius I and II principles formal implication model theory spherulites (poly)crystal formation complex growing phenomenon soft condensed matter physical kinetics anticoherence entanglement nonlinear systems human serum albumin hyaluronan conformational entropy dihedral angles frequency distribution epidemy compartmental models computer simulation SARS-CoV-2-like disease spreading chemical computing network oscillators top-down design Oregonator model Japanese flag problem |
ISBN | 3-0365-5276-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910619470003321 |
Gadomski Adam | ||
MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Hypoelliptic Laplacian and orbital integrals [[electronic resource] /] / Jean-Michel Bismut |
Autore | Bismut Jean-Michel |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, : Princeton University Press, 2011 |
Descrizione fisica | 1 online resource (320 p.) |
Disciplina | 515.7242 |
Collana | Annals of mathematics studies |
Soggetto topico |
Differential equations, Hypoelliptic
Laplacian operator Definite integrals Orbit method |
Soggetto genere / forma | Electronic books. |
Soggetto non controllato |
Bianchi identity
Brownian motion Casimir operator Clifford algebras Clifford variables Dirac operator Euclidean vector space Feynman-Kac formula Gaussian integral Gaussian type estimates Heisenberg algebras Kostant Leftschetz formula Littlewood-Paley decomposition Malliavin calculus Pontryagin maximum principle Selberg's trace formula Sobolev spaces Toponogov's theorem Witten complex action functional complexification conjugations convergence convexity de Rham complex displacement function distance function elliptic Laplacian elliptic orbital integrals fixed point formulas flat bundle general kernels general orbital integrals geodesic flow geodesics harmonic oscillator heat kernel heat kernels heat operators hypoelliptic Laplacian hypoelliptic deformation hypoelliptic heat kernel hypoelliptic heat kernels hypoelliptic operators hypoelliptic orbital integrals index formulas index theory infinite dimensional orbital integrals keat kernels local index theory locally symmetric space matrix part model operator nondegeneracy orbifolds orbital integrals parallel transport trivialization probabilistic construction pseudodistances quantitative estimates quartic term real vector space refined estimates rescaled heat kernel resolvents return map rough estimates scalar heat kernel scalar heat kernels scalar hypoelliptic Laplacian scalar hypoelliptic heat kernels scalar hypoelliptic operator scalar part semisimple orbital integrals smooth kernels standard elliptic heat kernel supertraces symmetric space symplectic vector space trace formula unbounded operators uniform bounds uniform estimates variational problems vector bundles wave equation wave kernel wave operator |
ISBN |
1-283-16387-X
9786613163875 1-4008-4057-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Acknowledgments -- Introduction -- Chapter One. Clifford and Heisenberg algebras -- Chapter Two. The hypoelliptic Laplacian on X = G/K -- Chapter Three. The displacement function and the return map -- Chapter Four. Elliptic and hypoelliptic orbital integrals -- Chapter Five. Evaluation of supertraces for a model operator -- Chapter Six. A formula for semisimple orbital integrals -- Chapter Seven. An application to local index theory -- Chapter Eight. The case where [k (γ) ; p0] = 0 -- Chapter Nine. A proof of the main identity -- Chapter Ten. The action functional and the harmonic oscillator -- Chapter Eleven. The analysis of the hypoelliptic Laplacian -- Chapter Twelve. Rough estimates on the scalar heat kernel -- Chapter Thirteen. Refined estimates on the scalar heat kernel for bounded b -- Chapter Fourteen. The heat kernel qXb;t for bounded b -- Chapter Fifteen. The heat kernel qXb;t for b large -- Bibliography -- Subject Index -- Index of Notation |
Record Nr. | UNINA-9910456831103321 |
Bismut Jean-Michel | ||
Princeton, : Princeton University Press, 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Hypoelliptic Laplacian and orbital integrals [[electronic resource] /] / Jean-Michel Bismut |
Autore | Bismut Jean-Michel |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, : Princeton University Press, 2011 |
Descrizione fisica | 1 online resource (320 p.) |
Disciplina | 515.7242 |
Collana | Annals of mathematics studies |
Soggetto topico |
Differential equations, Hypoelliptic
Laplacian operator Definite integrals Orbit method |
Soggetto non controllato |
Bianchi identity
Brownian motion Casimir operator Clifford algebras Clifford variables Dirac operator Euclidean vector space Feynman-Kac formula Gaussian integral Gaussian type estimates Heisenberg algebras Kostant Leftschetz formula Littlewood-Paley decomposition Malliavin calculus Pontryagin maximum principle Selberg's trace formula Sobolev spaces Toponogov's theorem Witten complex action functional complexification conjugations convergence convexity de Rham complex displacement function distance function elliptic Laplacian elliptic orbital integrals fixed point formulas flat bundle general kernels general orbital integrals geodesic flow geodesics harmonic oscillator heat kernel heat kernels heat operators hypoelliptic Laplacian hypoelliptic deformation hypoelliptic heat kernel hypoelliptic heat kernels hypoelliptic operators hypoelliptic orbital integrals index formulas index theory infinite dimensional orbital integrals keat kernels local index theory locally symmetric space matrix part model operator nondegeneracy orbifolds orbital integrals parallel transport trivialization probabilistic construction pseudodistances quantitative estimates quartic term real vector space refined estimates rescaled heat kernel resolvents return map rough estimates scalar heat kernel scalar heat kernels scalar hypoelliptic Laplacian scalar hypoelliptic heat kernels scalar hypoelliptic operator scalar part semisimple orbital integrals smooth kernels standard elliptic heat kernel supertraces symmetric space symplectic vector space trace formula unbounded operators uniform bounds uniform estimates variational problems vector bundles wave equation wave kernel wave operator |
ISBN |
1-283-16387-X
9786613163875 1-4008-4057-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Acknowledgments -- Introduction -- Chapter One. Clifford and Heisenberg algebras -- Chapter Two. The hypoelliptic Laplacian on X = G/K -- Chapter Three. The displacement function and the return map -- Chapter Four. Elliptic and hypoelliptic orbital integrals -- Chapter Five. Evaluation of supertraces for a model operator -- Chapter Six. A formula for semisimple orbital integrals -- Chapter Seven. An application to local index theory -- Chapter Eight. The case where [k (γ) ; p0] = 0 -- Chapter Nine. A proof of the main identity -- Chapter Ten. The action functional and the harmonic oscillator -- Chapter Eleven. The analysis of the hypoelliptic Laplacian -- Chapter Twelve. Rough estimates on the scalar heat kernel -- Chapter Thirteen. Refined estimates on the scalar heat kernel for bounded b -- Chapter Fourteen. The heat kernel qXb;t for bounded b -- Chapter Fifteen. The heat kernel qXb;t for b large -- Bibliography -- Subject Index -- Index of Notation |
Record Nr. | UNINA-9910781482503321 |
Bismut Jean-Michel | ||
Princeton, : Princeton University Press, 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Hypoelliptic Laplacian and orbital integrals / / Jean-Michel Bismut |
Autore | Bismut Jean-Michel |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, : Princeton University Press, 2011 |
Descrizione fisica | 1 online resource (320 p.) |
Disciplina | 515.7242 |
Collana | Annals of mathematics studies |
Soggetto topico |
Differential equations, Hypoelliptic
Laplacian operator Definite integrals Orbit method |
Soggetto non controllato |
Bianchi identity
Brownian motion Casimir operator Clifford algebras Clifford variables Dirac operator Euclidean vector space Feynman-Kac formula Gaussian integral Gaussian type estimates Heisenberg algebras Kostant Leftschetz formula Littlewood-Paley decomposition Malliavin calculus Pontryagin maximum principle Selberg's trace formula Sobolev spaces Toponogov's theorem Witten complex action functional complexification conjugations convergence convexity de Rham complex displacement function distance function elliptic Laplacian elliptic orbital integrals fixed point formulas flat bundle general kernels general orbital integrals geodesic flow geodesics harmonic oscillator heat kernel heat kernels heat operators hypoelliptic Laplacian hypoelliptic deformation hypoelliptic heat kernel hypoelliptic heat kernels hypoelliptic operators hypoelliptic orbital integrals index formulas index theory infinite dimensional orbital integrals keat kernels local index theory locally symmetric space matrix part model operator nondegeneracy orbifolds orbital integrals parallel transport trivialization probabilistic construction pseudodistances quantitative estimates quartic term real vector space refined estimates rescaled heat kernel resolvents return map rough estimates scalar heat kernel scalar heat kernels scalar hypoelliptic Laplacian scalar hypoelliptic heat kernels scalar hypoelliptic operator scalar part semisimple orbital integrals smooth kernels standard elliptic heat kernel supertraces symmetric space symplectic vector space trace formula unbounded operators uniform bounds uniform estimates variational problems vector bundles wave equation wave kernel wave operator |
ISBN |
1-283-16387-X
9786613163875 1-4008-4057-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Acknowledgments -- Introduction -- Chapter One. Clifford and Heisenberg algebras -- Chapter Two. The hypoelliptic Laplacian on X = G/K -- Chapter Three. The displacement function and the return map -- Chapter Four. Elliptic and hypoelliptic orbital integrals -- Chapter Five. Evaluation of supertraces for a model operator -- Chapter Six. A formula for semisimple orbital integrals -- Chapter Seven. An application to local index theory -- Chapter Eight. The case where [k (γ) ; p0] = 0 -- Chapter Nine. A proof of the main identity -- Chapter Ten. The action functional and the harmonic oscillator -- Chapter Eleven. The analysis of the hypoelliptic Laplacian -- Chapter Twelve. Rough estimates on the scalar heat kernel -- Chapter Thirteen. Refined estimates on the scalar heat kernel for bounded b -- Chapter Fourteen. The heat kernel qXb;t for bounded b -- Chapter Fifteen. The heat kernel qXb;t for b large -- Bibliography -- Subject Index -- Index of Notation |
Record Nr. | UNINA-9910827349603321 |
Bismut Jean-Michel | ||
Princeton, : Princeton University Press, 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The hypoelliptic Laplacian and Ray-Singer metrics [[electronic resource] /] / Jean-Michel Bismut, Gilles Lebeau |
Autore | Bismut Jean-Michel |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, : Princeton University Press, 2008 |
Descrizione fisica | 1 online resource (378 p.) |
Disciplina | 515/.7242 |
Altri autori (Persone) | LebeauGilles |
Collana | Annals of mathematics studies |
Soggetto topico |
Differential equations, Hypoelliptic
Laplacian operator Metric spaces |
Soggetto non controllato |
Alexander Grothendieck
Analytic function Asymptote Asymptotic expansion Berezin integral Bijection Brownian dynamics Brownian motion Chaos theory Chern class Classical Wiener space Clifford algebra Cohomology Combination Commutator Computation Connection form Coordinate system Cotangent bundle Covariance matrix Curvature tensor Curvature De Rham cohomology Derivative Determinant Differentiable manifold Differential operator Dirac operator Direct proof Eigenform Eigenvalues and eigenvectors Ellipse Embedding Equation Estimation Euclidean space Explicit formula Explicit formulae (L-function) Feynman–Kac formula Fiber bundle Fokker–Planck equation Formal power series Fourier series Fourier transform Fredholm determinant Function space Girsanov theorem Ground state Heat kernel Hilbert space Hodge theory Holomorphic function Holomorphic vector bundle Hypoelliptic operator Integration by parts Invertible matrix Logarithm Malliavin calculus Martingale (probability theory) Matrix calculus Mellin transform Morse theory Notation Parameter Parametrix Parity (mathematics) Polynomial Principal bundle Probabilistic method Projection (linear algebra) Rectangle Resolvent set Ricci curvature Riemann–Roch theorem Scientific notation Self-adjoint operator Self-adjoint Sign convention Smoothness Sobolev space Spectral theory Square root Stochastic calculus Stochastic process Summation Supertrace Symmetric space Tangent space Taylor series Theorem Theory Torus Trace class Translational symmetry Transversality (mathematics) Uniform convergence Variable (mathematics) Vector bundle Vector space Wave equation |
ISBN |
1-282-45837-X
9786612458378 1-4008-2906-2 |
Classificazione | SK 620 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Introduction -- Chapter 1. Elliptic Riemann-Roch-Grothendieck and flat vector bundles -- Chapter 2. The hypoelliptic Laplacian on the cotangent bundle -- Chapter 3. Hodge theory, the hypoelliptic Laplacian and its heat kernel -- Chapter 4. Hypoelliptic Laplacians and odd Chern forms -- Chapter 5. The limit as t → +∞ and b → 0 of the superconnection forms -- Chapter 6. Hypoelliptic torsion and the hypoelliptic Ray-Singer metrics -- Chapter 7. The hypoelliptic torsion forms of a vector bundle -- Chapter 8. Hypoelliptic and elliptic torsions: a comparison formula -- Chapter 9. A comparison formula for the Ray-Singer metrics -- Chapter 10. The harmonic forms for b → 0 and the formal Hodge theorem -- Chapter 11. A proof of equation (8.4.6) -- Chapter 12. A proof of equation (8.4.8) -- Chapter 13. A proof of equation (8.4.7) -- Chapter 14. The integration by parts formula -- Chapter 15. The hypoelliptic estimates -- Chapter 16. Harmonic oscillator and the J0 function -- Chapter 17. The limit of A'2φb,±H as b → 0 -- Bibliography -- Subject Index -- Index of Notation |
Record Nr. | UNINA-9910781084803321 |
Bismut Jean-Michel | ||
Princeton, : Princeton University Press, 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Markov processes from K. Itô's perspective / / Daniel W. Stroock |
Autore | Stroock Daniel W. |
Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
Descrizione fisica | 1 online resource (289 p.) |
Disciplina | 519.2/33 |
Collana | Annals of Mathematics Studies |
Soggetto topico |
Markov processes
Stochastic difference equations |
Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
ISBN |
0-691-11542-7
1-4008-3557-7 |
Classificazione | SI 830 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
Record Nr. | UNINA-9910791958803321 |
Stroock Daniel W. | ||
Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Markov processes from K. Itô's perspective / / Daniel W. Stroock |
Autore | Stroock Daniel W. |
Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
Descrizione fisica | 1 online resource (289 p.) |
Disciplina | 519.2/33 |
Collana | Annals of Mathematics Studies |
Soggetto topico |
Markov processes
Stochastic difference equations |
Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
ISBN |
0-691-11542-7
1-4008-3557-7 |
Classificazione | SI 830 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
Record Nr. | UNINA-9910809577703321 |
Stroock Daniel W. | ||
Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|