Francesco Russo – författare
1 436 kr
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1 427 kr
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542 kr
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Stochastic Calculus via Regularizations
1 727 kr
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2 157 kr
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The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors. The definitions relies on a smoothing procedure of the integrator process, they generalize the usual Itô and Stratonovich integrals for Brownian motion but the integrator could also not be a semimartingale and the integrand is allowed to be anticipating. The resulting calculus requires a simple formalism: nevertheless it entails pathwise techniques even though it takes into account randomness. It allows connecting different types of pathwise and non pathwise integrals such as Young, fractional, Skorohod integrals, enlargement of filtration and rough paths. The covariation, but also high order variations, play a fundamental role in the calculus via regularization, which can also be applied for irregularintegrators. A large class of Gaussian processes, various generalizations of semimartingales such that Dirichlet and weak Dirichlet processes are revisited. Stochastic calculus via regularization has been successfully used in applications, for instance in robust finance and on modeling vortex filaments in turbulence. The book is addressed to PhD students and researchers in stochastic analysis and applications to various fields.
Stochastic Calculus via Regularizations
1 727 kr
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Seminar on Stochastic Analysis, Random Fields and Applications VI
Centro Stefano Franscini, Ascona, May 2008
1 082 kr
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1 367 kr
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The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.
Seminar on Stochastic Analysis, Random Fields and Applications VI
Centro Stefano Franscini, Ascona, May 2008
1 082 kr
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Seminar on Stochastic Analysis, Random Fields and Applications VII
Centro Stefano Franscini, Ascona, May 2011
1 619 kr
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1 977 kr
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Stochastic Analysis: A Series of Lectures
Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland
1 727 kr
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2 130 kr
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This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection.
The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics.
Contributors:
S. AlbeverioM. ArnaudonV. BallyV. BarbuH. BessaihZ. BrzeźniakK. BurdzyA.B. CruzeiroF. FlandoliA. Kohatsu-HigaS. MazzucchiC. MuellerJ. van NeervenM. OndrejátS. PeszatM. VeraarL. WeisJ.-C. Zambrini
Seminar on Stochastic Analysis, Random Fields and Applications
Centro Stefano Franscini, Ascona, 1993
693 kr
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Seminar on Stochastic Analysis, Random Fields and Applications
Centro Stefano Franscini, Ascona, 1993
544 kr
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1 379 kr
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1 367 kr
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1 379 kr
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Seminar on Stochastic Analysis, Random Fields and Applications III
Centro Stefano Franscini, Ascona, September 1999
1 082 kr
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Seminar on Stochastic Analysis, Random Fields and Applications IV
Centro Stefano Franscini, Ascona, May 2002
1 082 kr
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Seminar on Stochastic Analysis, Random Fields and Applications
Centro Stefano Franscini, Ascona, September 1996
1 082 kr
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On the Geometry of Some Special Projective Varieties
867 kr
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1 069 kr
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Providing an introduction to both classical and modern techniques in projective algebraic geometry, this monograph treats the geometrical properties of varieties embedded in projective spaces, their secant and tangent lines, the behavior of tangent linear spaces, the algebro-geometric and topological obstructions to their embedding into smaller projective spaces, and the classification of extremal cases. It also provides a solution of Hartshorne’s Conjecture on Complete Intersections for the class of quadratic manifolds and new short proofs of previously known results, using the modern tools of Mori Theory and of rationally connected manifolds.
The new approach to some of the problems considered can be resumed in the principle that, instead of studying a special embedded manifold uniruled by lines, one passes to analyze the original geometrical property on the manifold of lines passing through a general point and contained in the manifold. Once thisembedded manifold, usually of lower codimension, is classified, one tries to reconstruct the original manifold, following a principle appearing also in other areas of geometry such as projective differential geometry or complex geometry.89 kr
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Seminar on Stochastic Analysis, Random Fields and Applications
Centro Stefano Franscini, Ascona, 1993
544 kr
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1 082 kr
Skickas inom 10-15 vardagar
1 082 kr
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Seminar on Stochastic Analysis, Random Fields and Applications IV
Centro Stefano Franscini, Ascona, May 2002
1 082 kr
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Seminar on Stochastic Analysis, Random Fields and Applications V
Centro Stefano Franscini, Ascona, May 2005
1 082 kr
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1 367 kr
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