The 37th Seminaire de Probabilites contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Seminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.
The 37th Seminaire de Probabilites contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochast...
Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements....
Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Ba...
The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in order to study convergence to equilibrium, spectral bounds, functional inequalities such as Poincare, Sobolev or logarithmic Sobolev inequalities, and various bounds on solutions of evolution equations. At the same time, it covers a large class of evolution and partial differential equations. The book is intended to serve as an introduction to the subject and to be accessible for beginning and...
The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curva...
This volume focuses on the concrete interplay between the analytic, probabilistic and geometric aspects of Markov diffusion semigroups. It covers a large body of results and techniques, from the early developments in the mid-eighties to current achievements.
This volume focuses on the concrete interplay between the analytic, probabilistic and geometric aspects of Markov diffusion semigroups. It covers a la...
The book aims to provide an efficient methodology of solving a fluid mechanics problem. It aims to meet different objectives of the student, the future engineer or scientist. Using simple sizing calculations, and more advanced analytical calculations, the book covers all the essential numerical approaches for solving complex practical problems.
The book aims to provide an efficient methodology of solving a fluid mechanics problem. It aims to meet different objectives of the student, the fu...
