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Functional Integration and Partial Differential Equations. (AM-109), Volume 109 / / Mark Iosifovich Freidlin
| Functional Integration and Partial Differential Equations. (AM-109), Volume 109 / / Mark Iosifovich Freidlin |
| Autore | Freidlin Mark Iosifovich |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (557 pages) |
| Disciplina | 515.3/53 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Differential equations, Partial
Probabilities Integration, Functional |
| Soggetto non controllato |
A priori estimate
Absolute continuity Almost surely Analytic continuation Axiom Big O notation Boundary (topology) Boundary value problem Bounded function Calculation Cauchy problem Central limit theorem Characteristic function (probability theory) Chebyshev's inequality Coefficient Comparison theorem Continuous function (set theory) Continuous function Convergence of random variables Cylinder set Degeneracy (mathematics) Derivative Differential equation Differential operator Diffusion equation Diffusion process Dimension (vector space) Direct method in the calculus of variations Dirichlet boundary condition Dirichlet problem Eigenfunction Eigenvalues and eigenvectors Elliptic operator Elliptic partial differential equation Equation Existence theorem Exponential function Feynman–Kac formula Fokker–Planck equation Function space Functional analysis Fundamental solution Gaussian measure Girsanov theorem Hessian matrix Hölder condition Independence (probability theory) Integral curve Integral equation Invariant measure Iterated logarithm Itô's lemma Joint probability distribution Laplace operator Laplace's equation Lebesgue measure Limit (mathematics) Limit cycle Limit point Linear differential equation Linear map Lipschitz continuity Markov chain Markov process Markov property Maximum principle Mean value theorem Measure (mathematics) Modulus of continuity Moment (mathematics) Monotonic function Navier–Stokes equations Nonlinear system Ordinary differential equation Parameter Partial differential equation Periodic function Poisson kernel Probabilistic method Probability space Probability theory Probability Random function Regularization (mathematics) Schrödinger equation Self-adjoint operator Sign (mathematics) Simultaneous equations Smoothness State-space representation Stochastic calculus Stochastic differential equation Stochastic Support (mathematics) Theorem Theory Uniqueness theorem Variable (mathematics) Weak convergence (Hilbert space) Wiener process |
| ISBN | 1-4008-8159-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- CONTENTS -- PREFACE -- INTRODUCTION -- I. STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED TOPICS -- II. REPRESENTATION OF SOLUTIONS OF DIFFERENTIAL EQUATIONS AS FUNCTIONAL INTEGRALS AND THE STATEMENT OF BOUNDARY V A LU E PROBLEMS -- III. BOUNDARY VALUE PROBLEMS FOR EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM -- IV. SMALL PARAMETER IN SECOND-ORDER ELLIPTIC DIFFERENTIAL EQUATIONS -- V. QUASI-LINEAR PARABOLIC EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM -- VI. QUASI-LINEAR PARABOLIC EQUATIONS WITH SMALL PARAMETER. WAVE FRONTS PROPAGATION -- VII. WAVE FRONT PROPAGATION IN PERIODIC AND RANDOM MEDIA -- LIST OF NOTATIONS -- REFERENCES -- Backmatter |
| Record Nr. | UNINA-9910154753703321 |
Freidlin Mark Iosifovich
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Radically Elementary Probability Theory. (AM-117), Volume 117 / / Edward Nelson
| Radically Elementary Probability Theory. (AM-117), Volume 117 / / Edward Nelson |
| Autore | Nelson Edward |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (109 pages) : illustrations |
| Disciplina | 519.2 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Martingales (Mathematics)
Stochastic processes Probabilities |
| Soggetto non controllato |
Abraham Robinson
Absolute value Addition Algebra of random variables Almost surely Axiom Axiomatic system Borel set Bounded function Cantor's diagonal argument Cardinality Cartesian product Central limit theorem Chebyshev's inequality Compact space Contradiction Convergence of random variables Corollary Correlation coefficient Counterexample Dimension (vector space) Dimension Division by zero Elementary function Estimation Existential quantification Family of sets Finite set Hyperplane Idealization Independence (probability theory) Indicator function Infinitesimal Internal set theory Joint probability distribution Law of large numbers Linear function Martingale (probability theory) Mathematical induction Mathematician Mathematics Measure (mathematics) N0 Natural number Non-standard analysis Norm (mathematics) Orthogonal complement Parameter Path space Predictable process Probability distribution Probability measure Probability space Probability theory Probability Product topology Projection (linear algebra) Quadratic variation Random variable Real number Requirement Scientific notation Sequence Set (mathematics) Significant figures Special case Standard deviation Statistical mechanics Stochastic process Subalgebra Subset Summation Theorem Theory Total variation Transfer principle Transfinite number Trigonometric functions Upper and lower bounds Variable (mathematics) Variance Vector space W0 Wiener process Without loss of generality |
| ISBN | 1-4008-8214-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Table of contents -- Preface -- Acknowledgments -- 1. Random variables -- 2. Algebras of random variables -- 3. Stochastic processes -- 4. External concepts -- 5. Infinitesimals -- 6. External analogues of internal notions -- 7. Properties that hold almost everywhere -- 8. L1 random variables 30 -- 9. The decomposition of a stochastic process -- 10. The total variation of a process -- 11. Convergence of martingales -- 12. Fluctuations of martingales -- 13. Discontinuities of martingales -- 14. The Lindeberg condition -- 15. The maximum of a martingale -- 16. The law of large numbers -- 17. Nearly equivalent stochastic processes -- 18. The de Moivre-Laplace-Lindeberg-Feller-Wiener- Lévy-Doob-Erdös-Kac-Donsker-Prokhorov theorem -- Appendix -- Index |
| Record Nr. | UNINA-9910154754503321 |
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Nelson Edward
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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