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Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
| Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
| Autore | Simiu Emil |
| Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
| Descrizione fisica | 1 online resource (244 p.) |
| Disciplina | 515/.352 |
| Collana | Princeton Series in Applied Mathematics |
| Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
| Soggetto non controllato |
Affine transformation
Amplitude Arbitrarily large Attractor Autocovariance Big O notation Central limit theorem Change of variables Chaos theory Coefficient of variation Compound Probability Computational problem Control theory Convolution Coriolis force Correlation coefficient Covariance function Cross-covariance Cumulative distribution function Cutoff frequency Deformation (mechanics) Derivative Deterministic system Diagram (category theory) Diffeomorphism Differential equation Dirac delta function Discriminant Dissipation Dissipative system Dynamical system Eigenvalues and eigenvectors Equations of motion Even and odd functions Excitation (magnetic) Exponential decay Extreme value theory Flow velocity Fluid dynamics Forcing (recursion theory) Fourier series Fourier transform Fractal dimension Frequency domain Gaussian noise Gaussian process Harmonic analysis Harmonic function Heteroclinic orbit Homeomorphism Homoclinic orbit Hyperbolic point Inference Initial condition Instability Integrable system Invariant manifold Iteration Joint probability distribution LTI system theory Limit cycle Linear differential equation Logistic map Marginal distribution Moduli (physics) Multiplicative noise Noise (electronics) Nonlinear control Nonlinear system Ornstein–Uhlenbeck process Oscillation Parameter space Parameter Partial differential equation Perturbation function Phase plane Phase space Poisson distribution Probability density function Probability distribution Probability theory Probability Production–possibility frontier Relative velocity Scale factor Shear stress Spectral density Spectral gap Standard deviation Stochastic process Stochastic resonance Stochastic Stream function Surface stress Symbolic dynamics The Signal and the Noise Topological conjugacy Transfer function Variance Vorticity |
| ISBN |
0-691-05094-5
1-4008-3250-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
| Record Nr. | UNINA-9910786748903321 |
Simiu Emil
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| Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
| Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
| Autore | Simiu Emil |
| Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
| Descrizione fisica | 1 online resource (244 p.) |
| Disciplina | 515/.352 |
| Collana | Princeton Series in Applied Mathematics |
| Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
| Soggetto non controllato |
Affine transformation
Amplitude Arbitrarily large Attractor Autocovariance Big O notation Central limit theorem Change of variables Chaos theory Coefficient of variation Compound Probability Computational problem Control theory Convolution Coriolis force Correlation coefficient Covariance function Cross-covariance Cumulative distribution function Cutoff frequency Deformation (mechanics) Derivative Deterministic system Diagram (category theory) Diffeomorphism Differential equation Dirac delta function Discriminant Dissipation Dissipative system Dynamical system Eigenvalues and eigenvectors Equations of motion Even and odd functions Excitation (magnetic) Exponential decay Extreme value theory Flow velocity Fluid dynamics Forcing (recursion theory) Fourier series Fourier transform Fractal dimension Frequency domain Gaussian noise Gaussian process Harmonic analysis Harmonic function Heteroclinic orbit Homeomorphism Homoclinic orbit Hyperbolic point Inference Initial condition Instability Integrable system Invariant manifold Iteration Joint probability distribution LTI system theory Limit cycle Linear differential equation Logistic map Marginal distribution Moduli (physics) Multiplicative noise Noise (electronics) Nonlinear control Nonlinear system Ornstein–Uhlenbeck process Oscillation Parameter space Parameter Partial differential equation Perturbation function Phase plane Phase space Poisson distribution Probability density function Probability distribution Probability theory Probability Production–possibility frontier Relative velocity Scale factor Shear stress Spectral density Spectral gap Standard deviation Stochastic process Stochastic resonance Stochastic Stream function Surface stress Symbolic dynamics The Signal and the Noise Topological conjugacy Transfer function Variance Vorticity |
| ISBN |
0-691-05094-5
1-4008-3250-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
| Record Nr. | UNINA-9910827211303321 |
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Simiu Emil
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| Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Contributions to the Theory of Nonlinear Oscillations (AM-41), Volume IV / / Solomon Lefschetz
| Contributions to the Theory of Nonlinear Oscillations (AM-41), Volume IV / / Solomon Lefschetz |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (229 pages) |
| Disciplina | 531.3 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico | Nonlinear oscillations |
| Soggetto non controllato |
Algebraic curve
Analytic continuation Analytic function Asymptotic analysis Banach space Big O notation Boundary value problem Calculation Canonical transformation Cartesian coordinate system Change of variables Characteristic exponent Coefficient Computation Conic section Continuous function Convex set Counterexample Curvature Curve Degrees of freedom (statistics) Derivative Diagram (category theory) Differentiable function Differential equation Dimension Dimensional analysis Division by zero Eigenvalues and eigenvectors Elementary proof Equation Essential singularity Existence theorem Existential quantification Exterior (topology) Fixed-point theorem Forcing (mathematics) Forcing (recursion theory) Function space Functional equation Hamiltonian system Hyperplane Inflection point Initial condition Initial value problem Integral equation Inverse function Iteration Lagrangian mechanics Lefschetz fixed-point theorem Limit cycle Limit of a sequence Limit point Limit set Line segment Linearity Line–line intersection Lipschitz continuity Lyapunov stability Mathematical optimization Mathematics Monotonic function Newton polygon Nonlinear system Orbital stability Ordinary differential equation Ordinate Parameter Parametrization Parity (mathematics) Partial derivative Periodic function Periodic point Perturbation theory (quantum mechanics) Phase space Power series Principal part Proportionality (mathematics) Quadratic Real variable Scalar (physics) Scientific notation Sign (mathematics) Significant figures Solomon Lefschetz Special case Sturm–Liouville theory Subset Surface of revolution Theorem Theory Three-dimensional space (mathematics) Transversal (geometry) Unification (computer science) Upper half-plane Variable (mathematics) Variational method (quantum mechanics) Vector field Vector notation Zero of a function |
| ISBN | 1-4008-8175-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface / Lefschetz, Solomon -- Contents -- I. On the Non-Linear Difference-Differential Equation y1(t) = [A - By(t-r) ly (t) / Kakutani, S. / Markus, L. -- II. On the Critical Points of a Class of Differential Equations / Lefschetz, Solomon -- III. Optimal Discontinuous Forcing Terms / Bushaw, D. -- IV. On the Structure of Symmetric Periodic Solutions of Conservative Systems, with Applications / DeVogelaere, René -- V. Asymptotic Behavior of Solutions of Canonical Systems Near a Closed, Unstable Orbit / Slotnick, D. L. -- VI. Small Periodic Perturbations of an Autonomous System of Vector Equations / Kyner, Walter T. -- VII. Rotated Vector Fields and an Equation for Relaxation Oscillations / Seifert, George -- VIII. A Survey of Lyapunov's Second Method / Antosiewicz, H. A. -- IX. On Phase Portraits of Critical Points in n-Space / Mendelson, Pinchas -- X. On Non-Linear Repulsive Forces / Bass, Robert W. -- Backmatter |
| Record Nr. | UNINA-9910154752703321 |
| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An Essay Toward a Unified Theory of Special Functions. (AM-18), Volume 18 / / Clifford Truesdell
| An Essay Toward a Unified Theory of Special Functions. (AM-18), Volume 18 / / Clifford Truesdell |
| Autore | Truesdell Clifford |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (197 pages) : illustrations |
| Disciplina | 517.5 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico | Functional equations |
| Soggetto non controllato |
Addition
Antiderivative Asymptotic formula Bessel function Beta function Boundary value problem Change of variables Closed-form expression Coefficient Combination Continuous function Corollary Differential equation Enumeration Equation Existential quantification Explicit formula Exponential function Factorial Function (mathematics) Functional equation Hermite polynomials Hypergeometric function Integer Laguerre polynomials Laplace transform Legendre function Linear difference equation Linear differential equation Mathematical induction Mathematician Monomial Natural number Number theory Ordinary differential equation Parameter Periodic function Polygamma function Polynomial Potential theory Power series Rectangle Recurrence relation Remainder Scientific notation Sequent Simple function Singular solution Special case Special functions Summation Theorem Theory Uniqueness theorem Variable (mathematics) Without loss of generality |
| ISBN | 1-4008-8237-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | PREFACE -- TABLE OF CONTENTS -- Chapter I. The Object and Plan of This Essay -- Chapter II. Reduction to The F-Equation -- Chapter III. Existence and Uniqueness Theorems -- Chapter IV. Methods of Treating Special Functions Based on The Uniqueness Theorem for The Condition F(z, αO) = ψ (z) -- Chapter V. Remarks on Solutions Such That F(z, αO) = ψ (z) -- Chapter VI. Conclusions and Unsolved Problems -- Appendix I. Special Functions -- Appendix II. Operators -- Appendix III. Examples of Equations of Type (3-4) Not Reducible to The F-Equation -- Bibliography |
| Record Nr. | UNINA-9910154746503321 |
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Truesdell Clifford
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Generalized Feynman Amplitudes. (AM-62), Volume 62 / / Eugene R. Speer
| Generalized Feynman Amplitudes. (AM-62), Volume 62 / / Eugene R. Speer |
| Autore | Speer Eugene R. |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (233 pages) |
| Disciplina | 530.14/3 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Mathematical physics
Quantum field theory |
| Soggetto non controllato |
Addition
Adjoint Amplitude Analytic continuation Analytic function Antiparticle C-number Calculation Change of variables Classical electromagnetism Coefficient Commutative property Compact space Complex analysis Complex number Connectivity (graph theory) Constant term Convolution Derivative Diagram (category theory) Differentiable function Distribution (mathematics) Equation Estimation Explicit formulae (L-function) Fermion Fock space Formal power series Fourier transform Free field Gauge theory Graph theory Hilbert space Incidence matrix Interaction picture Invertible matrix Irreducibility (mathematics) Isolated singularity Lagrangian (field theory) Laurent series Mathematical induction Mathematics Momentum Monomial Multiple integral National Science Foundation Notation Parameter Path integral formulation Permutation Polynomial Power series Probability Propagator Quadratic form Quantity Quantum field theory Remainder Renormalization Requirement S-matrix Scattering amplitude Scientific notation Second quantization Several complex variables Simple extension Special case Subset Subtraction Suggestion Summation Taylor series Tensor product Theorem Theory Topological space Translational symmetry Tree (data structure) Uniform convergence Vacuum expectation value Vacuum state Vacuum Variable (mathematics) Vector field Vector potential Wick's theorem Z0 |
| ISBN | 1-4008-8186-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Acknowledgements -- Abstract -- tables of contents -- Introductions -- CHAPTER I. Renormalization in Lagrangian Field Theory -- CHAPTER II. Definition of Generalized Amplitudes -- CHAPTER III. Analytic Renormalization -- CHAPTER IV. Summation of Feynman Amplitudes -- CONCLUSION -- APPENDIX A. Graphs -- APPENDIX B. Distributions -- APPENDIX C. The Free Field -- BIBLIOGRAPHY |
| Record Nr. | UNINA-9910154752403321 |
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Speer Eugene R.
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Global surgery formula for the Casson-Walker invariant / / by Christine Lescop
| Global surgery formula for the Casson-Walker invariant / / by Christine Lescop |
| Autore | Lescop Christine <1966-> |
| Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 1996 |
| Descrizione fisica | 1 online resource (156 p.) |
| Disciplina | 514/.72 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Surgery (Topology)
Three-manifolds (Topology) |
| Soggetto non controllato |
3-manifold
Addition Alexander polynomial Ambient isotopy Betti number Casson invariant Change of basis Change of variables Cobordism Coefficient Combination Combinatorics Computation Conjugacy class Connected component (graph theory) Connected space Connected sum Cup product Determinant Diagram (category theory) Disk (mathematics) Empty set Exterior (topology) Fiber bundle Fibration Function (mathematics) Fundamental group Homeomorphism Homology (mathematics) Homology sphere Homotopy sphere Indeterminate (variable) Integer Klein bottle Knot theory Manifold Morphism Notation Orientability Permutation Polynomial Prime number Projective plane Scientific notation Seifert surface Sequence Summation Symmetrization Taylor series Theorem Topology Tubular neighborhood Unlink |
| ISBN |
0-691-02133-3
1-4008-6515-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Table of contents -- Chapter 1. Introduction and statements of the results -- Chapter 2. The Alexander series of a link in a rational homology sphere and some of its properties -- Chapter 3. Invariance of the surgery formula under a twist homeomorphism -- Chapter 4. The formula for surgeries starting from rational homology spheres -- Chapter 5. The invariant A. for 3-manifolds with nonzero rank -- Chapter 6. Applications and variants of the surgery formula -- Appendix. More about the Alexander series -- Bibliography -- Index |
| Record Nr. | UNINA-9910786748103321 |
|
Lescop Christine <1966->
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| Princeton, New Jersey : , : Princeton University Press, , 1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global surgery formula for the Casson-Walker invariant / / by Christine Lescop
| Global surgery formula for the Casson-Walker invariant / / by Christine Lescop |
| Autore | Lescop Christine <1966-> |
| Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 1996 |
| Descrizione fisica | 1 online resource (156 p.) |
| Disciplina | 514/.72 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Surgery (Topology)
Three-manifolds (Topology) |
| Soggetto non controllato |
3-manifold
Addition Alexander polynomial Ambient isotopy Betti number Casson invariant Change of basis Change of variables Cobordism Coefficient Combination Combinatorics Computation Conjugacy class Connected component (graph theory) Connected space Connected sum Cup product Determinant Diagram (category theory) Disk (mathematics) Empty set Exterior (topology) Fiber bundle Fibration Function (mathematics) Fundamental group Homeomorphism Homology (mathematics) Homology sphere Homotopy sphere Indeterminate (variable) Integer Klein bottle Knot theory Manifold Morphism Notation Orientability Permutation Polynomial Prime number Projective plane Scientific notation Seifert surface Sequence Summation Symmetrization Taylor series Theorem Topology Tubular neighborhood Unlink |
| ISBN |
0-691-02133-3
1-4008-6515-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Table of contents -- Chapter 1. Introduction and statements of the results -- Chapter 2. The Alexander series of a link in a rational homology sphere and some of its properties -- Chapter 3. Invariance of the surgery formula under a twist homeomorphism -- Chapter 4. The formula for surgeries starting from rational homology spheres -- Chapter 5. The invariant A. for 3-manifolds with nonzero rank -- Chapter 6. Applications and variants of the surgery formula -- Appendix. More about the Alexander series -- Bibliography -- Index |
| Record Nr. | UNINA-9910827210603321 |
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Lescop Christine <1966->
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| Princeton, New Jersey : , : Princeton University Press, , 1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Lectures on Modular Forms. (AM-48), Volume 48 / / Robert C. Gunning
| Lectures on Modular Forms. (AM-48), Volume 48 / / Robert C. Gunning |
| Autore | Gunning Robert C. |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (108 pages) : illustrations |
| Disciplina | 512.87 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Forms, Modular
Modular functions |
| Soggetto non controllato |
Automorphism
Big O notation Calculation Chain rule Change of variables Coefficient Compact Riemann surface Compact space Compactification (mathematics) Cusp form Differential form Dimension (vector space) Eisenstein series Ellipse Equivalence class Equivalence relation Euler characteristic Fourier series Fundamental domain Geometry Hilbert space Integer Linear combination Linear fractional transformation Linear map Linear subspace Local coordinates Meromorphic function Modular form Modular group Neighbourhood (mathematics) Quadratic form Quotient group Quotient space (topology) Requirement Riemann sphere Riemann surface Scientific notation Strong topology Subgroup Summation Theorem Uniformization theorem Upper half-plane Vector space |
| ISBN | 1-4008-8166-8 |
| Classificazione | SK 180 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- INTRODUCTION / Gunning, R . C . -- CONTENTS -- CHAPTER I. GEOMETRICAL BACKGROUND -- CHAPTER II. MODULAR FORMS -- CHAPTER III. POINCARÉ SERIES -- CHAPTER IV. EISENSTEIN SERIES -- CHAPTER V. MODULAR CORRESPONDENCES -- CHAPTER VI. QUADRATIC FORMS |
| Record Nr. | UNINA-9910154753603321 |
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Gunning Robert C.
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Markov processes from K. Itô's perspective / / Daniel W. Stroock
| 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 |
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Stroock Daniel W.
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||
| 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
| 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 |
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Stroock Daniel W.
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| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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