Jan A. van Casteren – författare

Visar alla böcker från författaren Jan A. van Casteren. Handla med fri frakt och snabb leverans.

5 produkter

Kategorier

5 produkter

Stochastic Spectral Theory for Selfadjoint Feller Operators
A Functional Integration Approach
AvJan A. van Casteren,Michael Demuth
E-bok
PDF, Engelska, 2012
1 427 kr
Läs direkt efter köp
A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. For such operators regular and singular perturbations of order zero and their spectral properties are investigated.A complete treatment of the Feynman-Kac formula is given. The theory is applied to such topics as compactness or trace class properties of differences of Feynman-Kac semigroups, preservation of absolutely continuous and/or essential spectra and completeness of scattering systems.The unified approach provides a new viewpoint of and a deeper insight into the subject. The book is aimed at advanced students and researchers in mathematical physics and mathematics with an interest in quantum physics, scattering theory, heat equation, operator theory, probability theory and spectral theory.
Stochastic Spectral Theory for Selfadjoint Feller Operators
A Functional Integration Approach
AvMichael Demuth,Jan A. van Casteren
Häftad, Engelska, 2012
1 102 kr
Skickas inom 10-15 vardagar
A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. For such operators regular and singular perturbations of order zero and their spectral properties are investigated.A complete treatment of the Feynman-Kac formula is given. The theory is applied to such topics as compactness or trace class properties of differences of Feynman-Kac semigroups, preservation of absolutely continuous and/or essential spectra and completeness of scattering systems.The unified approach provides a new viewpoint of and a deeper insight into the subject. The book is aimed at advanced students and researchers in mathematical physics and mathematics with an interest in quantum physics, scattering theory, heat equation, operator theory, probability theory and spectral theory.
Stochastic Spectral Theory for Selfadjoint Feller Operators
A Functional Integration Approach
AvMichael Demuth,Jan A. van Casteren
Inbunden, Engelska, 2000
1 102 kr
Skickas inom 10-15 vardagar
A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. For such operators regular and singular perturbations of order zero and their spectral properties are investigated.A complete treatment of the Feynman-Kac formula is given. The theory is applied to such topics as compactness or trace class properties of differences of Feynman-Kac semigroups, preservation of absolutely continuous and/or essential spectra and completeness of scattering systems.The unified approach provides a new viewpoint of and a deeper insight into the subject. The book is aimed at advanced students and researchers in mathematical physics and mathematics with an interest in quantum physics, scattering theory, heat equation, operator theory, probability theory and spectral theory.
Del 12 - SERIES ON CONCRETE AND APPLICABLE MATHEMATICS
MARKOV PROCESSES, FELLER SEMIGROUPS AND EVOLUTION EQUATIONS
AvJan A van Casteren
Inbunden, Engelska, 2010
4 061 kr
Skickas inom 3-6 vardagar
The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
NON-AUTONOMOUS KATO CLASSES AND FEYNMAN-KAC PROPAGATORS
AvArchil Gulisashvili,Jan A van Casteren
Inbunden, Engelska, 2006
2 019 kr
Tillfälligt slut
This book provides an introduction to propagator theory. Propagators, or evolution families, are two-parameter analogues of semigroups of operators. Propagators are encountered in analysis, mathematical physics, partial differential equations, and probability theory. They are often used as mathematical models of systems evolving in a changing environment. A unifying theme of the book is the theory of Feynman-Kac propagators associated with time-dependent measures from non-autonomous Kato classes. In applications, a Feynman-Kac propagator describes the evolution of a physical system in the presence of time-dependent absorption and excitation. The book is suitable as an advanced textbook for graduate courses.

Jan A. van Casteren – författare

Visar alla böcker från författaren Jan A. van Casteren. Handla med fri frakt och snabb leverans.

5 produkter

Kategorier

5 produkter

Stochastic Spectral Theory for Selfadjoint Feller Operators
A Functional Integration Approach
AvJan A. van Casteren,Michael Demuth
E-bok
PDF, Engelska, 2012
1 427 kr
Läs direkt efter köp
A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. For such operators regular and singular perturbations of order zero and their spectral properties are investigated.A complete treatment of the Feynman-Kac formula is given. The theory is applied to such topics as compactness or trace class properties of differences of Feynman-Kac semigroups, preservation of absolutely continuous and/or essential spectra and completeness of scattering systems.The unified approach provides a new viewpoint of and a deeper insight into the subject. The book is aimed at advanced students and researchers in mathematical physics and mathematics with an interest in quantum physics, scattering theory, heat equation, operator theory, probability theory and spectral theory.
Stochastic Spectral Theory for Selfadjoint Feller Operators
A Functional Integration Approach
AvMichael Demuth,Jan A. van Casteren
Häftad, Engelska, 2012
1 102 kr
Skickas inom 10-15 vardagar
A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. For such operators regular and singular perturbations of order zero and their spectral properties are investigated.A complete treatment of the Feynman-Kac formula is given. The theory is applied to such topics as compactness or trace class properties of differences of Feynman-Kac semigroups, preservation of absolutely continuous and/or essential spectra and completeness of scattering systems.The unified approach provides a new viewpoint of and a deeper insight into the subject. The book is aimed at advanced students and researchers in mathematical physics and mathematics with an interest in quantum physics, scattering theory, heat equation, operator theory, probability theory and spectral theory.
Stochastic Spectral Theory for Selfadjoint Feller Operators
A Functional Integration Approach
AvMichael Demuth,Jan A. van Casteren
Inbunden, Engelska, 2000
1 102 kr
Skickas inom 10-15 vardagar
A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. For such operators regular and singular perturbations of order zero and their spectral properties are investigated.A complete treatment of the Feynman-Kac formula is given. The theory is applied to such topics as compactness or trace class properties of differences of Feynman-Kac semigroups, preservation of absolutely continuous and/or essential spectra and completeness of scattering systems.The unified approach provides a new viewpoint of and a deeper insight into the subject. The book is aimed at advanced students and researchers in mathematical physics and mathematics with an interest in quantum physics, scattering theory, heat equation, operator theory, probability theory and spectral theory.
Del 12 - SERIES ON CONCRETE AND APPLICABLE MATHEMATICS
MARKOV PROCESSES, FELLER SEMIGROUPS AND EVOLUTION EQUATIONS
AvJan A van Casteren
Inbunden, Engelska, 2010
4 061 kr
Skickas inom 3-6 vardagar
The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
NON-AUTONOMOUS KATO CLASSES AND FEYNMAN-KAC PROPAGATORS
AvArchil Gulisashvili,Jan A van Casteren
Inbunden, Engelska, 2006
2 019 kr
Tillfälligt slut
This book provides an introduction to propagator theory. Propagators, or evolution families, are two-parameter analogues of semigroups of operators. Propagators are encountered in analysis, mathematical physics, partial differential equations, and probability theory. They are often used as mathematical models of systems evolving in a changing environment. A unifying theme of the book is the theory of Feynman-Kac propagators associated with time-dependent measures from non-autonomous Kato classes. In applications, a Feynman-Kac propagator describes the evolution of a physical system in the presence of time-dependent absorption and excitation. The book is suitable as an advanced textbook for graduate courses.

Jan A. van Casteren – författare

Stochastic Spectral Theory for Selfadjoint Feller Operators

Stochastic Spectral Theory for Selfadjoint Feller Operators

Stochastic Spectral Theory for Selfadjoint Feller Operators

MARKOV PROCESSES, FELLER SEMIGROUPS AND EVOLUTION EQUATIONS

NON-AUTONOMOUS KATO CLASSES AND FEYNMAN-KAC PROPAGATORS

Jan A. van Casteren – författare

Stochastic Spectral Theory for Selfadjoint Feller Operators

Stochastic Spectral Theory for Selfadjoint Feller Operators

Stochastic Spectral Theory for Selfadjoint Feller Operators

MARKOV PROCESSES, FELLER SEMIGROUPS AND EVOLUTION EQUATIONS

NON-AUTONOMOUS KATO CLASSES AND FEYNMAN-KAC PROPAGATORS