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These notes are based on a course which I gave during the academic year 1983-84 at the University of Colorado. My intention was to provide both my audience as well as myself with an introduction to the theory of 1arie deviations • The organization of sections 1) through 3) owes something to chance and a great deal to the excellent set of notes written by R. Azencott for the course which he gave in 1978 at Saint-Flour (cf. Springer Lecture Notes in Mathematics 774). To be more precise: it is chance that I was around N. Y. U. at the time'when M. Schilder wrote his thesis. and so it may be considered chance that I chose to use his result as a jumping off point; with only minor variations. everything else in these sections is taken from Azencott. In particular. section 3) is little more than a rewrite of his exoposition of the Cramer theory via the ideas of Bahadur and Zabel. Furthermore. the brief treatment which I have given to the Ventsel-Freidlin theory in section 4) is again based on Azencott's ideas. All in all. the biggest difference between his and my exposition of these topics is the language in which we have written. However. another major difference must be mentioned: his bibliography is extensive and constitutes a fine introduction to the available literature. mine shares neither of these attributes. Starting with section 5).
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, "Uber die analytische Methoden in der Wahrscheinlichkeitsrechnung," Math Ann. , "Zur Theorie der stochastischen Prozesse," Math Ann. , "Stochastic processes depending on a continuous parameter, " TAMS 42 (1937)) still appeared impregnable to all but the most erudite.
Del 1563 - Lecture Notes in Mathematics
Dirichlet Forms
Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Varenna, Italy, June 8-19, 1992
Häftad, Engelska, 1993
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The theory of Dirichlet forms has witnessed recently somevery important developments both in theoretical foundationsand in applications (stochasticprocesses, quantum fieldtheory, composite materials,...). It was therefore felttimely to have on this subject a CIME school, in whichleading experts in the field would present both the basicfoundations of the theory and some of the recentapplications. The six courses covered the basic theory andapplications to:- Stochastic processes and potential theory (M. Fukushimaand M. Roeckner)- Regularity problems for solutions to elliptic equations ingeneral domains (E. Fabes and C. Kenig)- Hypercontractivity of semigroups, logarithmic Sobolevinequalities and relation to statistical mechanics (L. Grossand D. Stroock).The School had a constant and active participation of youngresearchers, both from Italy and abroad.