Stochastic analysis and stochastic differential equations are rapidly developing fields in probability theory and its applications. This book provides a systematic treatment of stochastic differential equations and stochastic flow of diffeomorphisms and describes the properties of stochastic flows. Professor Kunita's approach regards the stochastic differential equation as a dynamical system driven by a random vector field, including K. Ito's classical theory. Beginning with a discussion of Markov processes, martingales and Brownian motion, Kunita reviews Ito's stochastic analysis. He places...

A straightforward introduction to Lebesgue's theory of integration.

Certain functions, capable of expansion only as a divergent series, may nevertheless be calculated with great accuracy by taking the sum of a suitable number of terms. The theory of such asymptotic expansions is of great importance in many branches of pure and applied mathematics and in theoretical physics. Solutions of ordinary differential equations are frequently obtained in the form of a definite integral or contour integral, and this tract is concerned with the asymptotic representation of a function of a real or complex variable defined in this way. After a preliminary account of the...

Ideal theory is important not only for the intrinsic interest and purity of its logical structure but because it is a necessary tool in many branches of mathematics. In this introduction to the modern theory of ideals, Professor Northcott assumes a sound background of mathematical theory but no previous knowledge of modern algebra. After a discussion of elementary ring theory, he deals with the properties of Noetherian rings and the algebraic and analytical theories of local rings. In order to give some idea of deeper applications of this theory the author has woven into the connected...

Written in the wake of the advent of Relativity by an author who made important contributions to projective and differential geometry, and topology, this early Cambridge Tract in Mathematics and Theoretical Physics aimed to assist students of the time from the fields of differential geometry and mathematical physics. Beginning by introducing formal preliminaries, the text continues, bringing the underlying differential invariant theory that to this day remains relevant in a range of geometrical and physical applications, to the fore.

Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to...

An important part of homological algebra deals with modules possessing projective resolutions of finite length. This goes back to Hilbert??'s famous theorem on syzygies through, in the earlier theory, free modules with finite bases were used rather than projective modules. The introduction of a wider class of resolutions led to a theory rich in results, but in the process certain special properties of finite free resolutions were overlooked. D. A. Buchsbaum and D. Eisenbud have shown that finite free resolutions have a fascinating structure theory. This has revived interest in the simpler...

This tract presents an exposition of methods for testing sets of special functions for completeness and basis properties, mostly in L2 and L2 spaces. The first chapter contains the theoretical background to the subject, largely in a general Hilbert space setting, and theorems in which the structure of Hilbert space is revealed by properties of its bases are dealt with. Later parts of the book deal with methods: for example, the Vitali criterion, together with its generalisations and applications, is discussed in some detail, and there is an introduction to the theory of stability of bases....

The concept of Hopf algebras was first introduced in the theory of algebraic topology but in recent years has been developed by many mathematicians and applied to other areas of mathematics such as Lie groups, algebraic groups and Galois theory. This book is an introduction to the basic theory of Hopf algebras for the reader already familiar with the basic ideas of linear algebra and commutative algebra. After introducing and discussing the basic properties of coalgebras, bialgebras and Hopf algebras, the author treats the fundamental structure theorem of bi-modules and Sullivan's proof of...

Ergodic theory grew out of an important problem of statistical mechanics which was resolved by Birkhoff and von Neumann in the 1930s. Since that time the subject has made its way to the centre of pure mathematics, drawing on the techniques of many other areas and, in turn, influencing those areas. The author has provided in this slim volume a speedy introduction to a considerable number of topics and examples. He includes sections on the classical ergodic theorems, topological dynamics, uniform distribution, Martingales, information theory and entropy. There is a chapter on mixing and one on...