Analysis and Geometry of Markov Diffusion Operators

Author: Dominique Bakry

Publisher: Springer Science & Business Media


Category: Mathematics

Page: 552

View: 892

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 Poincaré, 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 advanced scientists and non-specialists. Simultaneously, it covers a wide range of results and techniques from the early developments in the mid-eighties to the latest achievements. As such, students and researchers interested in the modern aspects of Markov diffusion operators and semigroups and their connections to analytic functional inequalities, probabilistic convergence to equilibrium and geometric curvature will find it especially useful. Selected chapters can also be used for advanced courses on the topic.

Stochastic Analysis and Applications 2014

In Honour of Terry Lyons

Author: Dan Crisan

Publisher: Springer


Category: Mathematics

Page: 503

View: 130

Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.

New Developments in the Analysis of Nonlocal Operators

Author: Donatella Danielli

Publisher: American Mathematical Soc.


Category: Differential equations

Page: 214

View: 171

This volume contains the proceedings of the AMS Special Session on New Developments in the Analysis of Nonlocal Operators, held from October 28–30, 2016, at the University of St. Thomas, Minneapolis, Minnesota. Over the last decade there has been a resurgence of interest in problems involving nonlocal operators, motivated by applications in many areas such as analysis, geometry, and stochastic processes. Problems represented in this volume include uniqueness for weak solutions to abstract parabolic equations with fractional time derivatives, the behavior of the one-phase Bernoulli-type free boundary near a fixed boundary and its relation to a Signorini-type problem, connections between fractional powers of the spherical Laplacian and zeta functions from the analytic number theory and differential geometry, and obstacle problems for a class of not stable-like nonlocal operators for asset price models widely used in mathematical finance. The volume also features a comprehensive introduction to various aspects of the fractional Laplacian, with many historical remarks and an extensive list of references, suitable for beginners and more seasoned researchers alike.

Information Geometry and Population Genetics

The Mathematical Structure of the Wright-Fisher Model

Author: Julian Hofrichter

Publisher: Springer


Category: Mathematics

Page: 320

View: 126

The present monograph develops a versatile and profound mathematical perspective of the Wright--Fisher model of population genetics. This well-known and intensively studied model carries a rich and beautiful mathematical structure, which is uncovered here in a systematic manner. In addition to approaches by means of analysis, combinatorics and PDE, a geometric perspective is brought in through Amari's and Chentsov's information geometry. This concept allows us to calculate many quantities of interest systematically; likewise, the employed global perspective elucidates the stratification of the model in an unprecedented manner. Furthermore, the links to statistical mechanics and large deviation theory are explored and developed into powerful tools. Altogether, the manuscript provides a solid and broad working basis for graduate students and researchers interested in this field.

The analysis of linear partial differential operators

Distribution theory and Fourier analysis

Author: Lars Hörmander

Publisher: Springer


Category: Mathematics

Page: 440

View: 851

Due to popular demand this classic presentation of a vast amount on linear partial differential equations by a consummate master of the subject is now available as a study edition. The main change in this new edition is the inclusion of exercises with answers and hints. That is meant to emphasize that this volume can perfectly serve as a general course in modern analysis on a graduate student level and not only as a beginning of a specialised course in partial differential equations. In particular, it could also serve as an introduction to harmonic analysis. Exercises are given primarily to the sections of general interest. As in the revised printing of volume II, a number of minor flaws have also been corrected in this edition. Parallely this edition is still available as volume 256 of the Grundlehren der mathematischen Wissenschaften. "... it is the best now available in print. ... All the theorems are there (among them the Schwartz kernel theorem), and all they have ... proofs." Bulletin of the American Mathematical Society#1 "It certainly will be a classic for many years." Zentralblatt für Mathematik#2

Annales de L'I.H.P.

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Category: Electronic journals


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