Sergio Albeverio, Walter Schachermayer, Pierre Bernard
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives...
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio...
Sergio Albeverio, Franco Flandoli, Yakov G. Sinai, Giuseppe Da Prato, Michael Röckner
Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 2005 reflected in this volume, the first, due to Sergio Albeverio describes deterministic and stochastic models of hydrodynamics.
In the second course, Franco Flandoli starts from 3D Navier-Stokes equations and ends with turbulence.
Finally, Yakov Sinai, in the 3rd course, describes some rigorous mathematical results for multidimensional Navier-Stokes systems and some recent results on the one-dimensional Burgers equation with random forcing.
Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 2005 reflected in this volume, the first, due to Serg...
Sergio Albeverio, Phillippe Blanchard, Ludwig Streit
This second BiBoS volume surveys recent developments in the theory of stochastic processes. Particular attention is given to the interaction between mathematics and physics. Main topics include: statistical mechanics, stochastic mechanics, differential geometry, stochastic proesses, quantummechanics, quantum field theory, probability measures, central limit theorems, stochastic differential equations, Dirichlet forms.
This second BiBoS volume surveys recent developments in the theory of stochastic processes. Particular attention is given to the interaction between m...
Sergio Albeverio, Ruzong Fan, Frederik S. Herzberg
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces.
The present monograph...
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit t...
'Et moi, "'f si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point aile': ' human race. It has put common sense back Jules Verne where it belongs, 011 the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be able to do something with it. Eric T. Bell o. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple...
'Et moi, "'f si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point aile': ' human race. It has put common sen...
