1.
EB
edited by Julien Barral, Stéphane Seuret
2.
EB
by Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang
3.
EB
by Ovidiu Calin, Der-Chen Chang, Kenro Furutani, Chisato Iwasaki
4.
EB
by Leszek Gawarecki, Vidyadhar Mandrekar
5.
EB
by Paul H. Bezandry, Toka Diagana
6.
EB
edited by Jaures Cecconi
7.
EB
by George A. Anastassiou
8.
EB
edited by Luis L. Bonilla, Miguel Moscoso, Gloria Platero, Jose M. Vega
出版情報:
Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
シリーズ名:
Mathematics in Industry, The European Consortium for Mathematics in Industry ; 12
子書誌情報:
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オンライン:
http://dx.doi.org/10.1007/978-3-540-71992-2
所蔵情報:
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9.
EB
by Andrea Pascucci
10.
EB
by Jack Xin
11.
EB
by Silvestru Sever Dragomir
12.
EB
by Zeev Schuss
13.
EB
by Silvestru Sever Dragomir
14.
EB
edited by Laurent Decreusefond, Jamal Najim
出版情報:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012
シリーズ名:
Springer Proceedings in Mathematics & Statistics ; 22
子書誌情報:
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オンライン:
http://dx.doi.org/10.1007/978-3-642-29982-7
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目次情報:
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1.Boubacar Bah, Etienne Pardoux and Ahmadou Bamba Sow: A look–down model with selection
2.Alain Bensoussan: Control of Inventories with Markov Demand
3.Zdzisław Brzezniak and Annie Millet: On the splitting method for some complex-valued quasilinear evolution equations
4. Caroline Hillairet and Monique Pontier: A Modelisation of Public Private Parternships with failure time
5.Joseph Najnudel, Daniel Stroock and Marc Yor: On a flow of transformations of a Wiener space
6.Nicolas Privault: Measure invariance on the Lie-Wiener path space
7.Denis Talay: Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions
8.Samy Tindel and Iván Torrecilla: Some differential systems driven by a fBm with Hurst parameter greater than ¼
9.Ali Suleyman Üstünel: Transportation cost inequalities for diffusions under uniform distance
Glossary
1.Boubacar Bah, Etienne Pardoux and Ahmadou Bamba Sow: A look–down model with selection
2.Alain Bensoussan: Control of Inventories with Markov Demand
3.Zdzisław Brzezniak and Annie Millet: On the splitting method for some complex-valued quasilinear evolution equations
15.
EB
edited by Julien Barral, Stéphane Seuret
目次情報:
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The Rauzy Gasket
On the Hausdorff Dimension of Graphs of Prevalent Continuous Functions on Compact Sets
Hausdorff Dimension and Diophantine Approximation
Singular Integrals on Self-Similar Subsets of Metric Groups
Multivariate Davenport Series
Dimensions of Self-Affine Sets
The Multifractal Spectra of V-Statistics
Projections of Measures Invariant Under the Geodesic Flow
Multifractal Tubes
The Multiplicative Golden Mean Shift has Infinite Hausdorff Measure
The Law of Iterated Logarithm and Equilibrium Measures Versus Hausdorff Measures For Dynamically Semi-Regular Meromorphic Functions
Cookie-Cutter-Like Sets with Graph Directed Construction
Recent Developments on Fractal Properties of Gaussian Random Fields.
The Rauzy Gasket
On the Hausdorff Dimension of Graphs of Prevalent Continuous Functions on Compact Sets
Hausdorff Dimension and Diophantine Approximation
16.
EB
by Nizar Touzi
目次情報:
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Preface
1. Conditional Expectation and Linear Parabolic PDEs
2. Stochastic Control and Dynamic Programming
3. Optimal Stopping and Dynamic Programming
4. Solving Control Problems by Verification
5. Introduction to Viscosity Solutions
6. Dynamic Programming Equation in the Viscosity Sense
7. Stochastic Target Problems
8. Second Order Stochastic Target Problems
9. Backward SDEs and Stochastic Control
10. Quadratic Backward SDEs
11. Probabilistic Numerical Methods for Nonlinear PDEs
12. Introduction to Finite Differences Methods
References
Preface
1. Conditional Expectation and Linear Parabolic PDEs
2. Stochastic Control and Dynamic Programming
17.
EB
edited by Janos Englander, Brian Rider
目次情報:
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Markov processes and their applications to partial differential equations Kuznetsov's contributions
Stochastic equations on projective systems of groups
Modeling competition between two influenza strains
Asymptotic Results for Near Critical Bienaym\'e-Galton-Watson and Catalyst-Reactant Branching Processes
Some path large deviation results for a branching diffusion
Longtime Behavior for Mutually Catalytic Branching
Super-Brownian motion: Lp-convergence of martingales through the pathwise spine decomposition
Markov processes and their applications to partial differential equations Kuznetsov's contributions
Stochastic equations on projective systems of groups
Modeling competition between two influenza strains
18.
EB
edited by Michael Demuth, Werner Kirsch
19.
EB
by Pierre Collet, Servet Martínez, Jaime San Martín
目次情報:
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1.Introduction
2.Quasi-stationary Distributions: General Results
3.Markov Chains on Finite Spaces
4.Markov Chains on Countable Spaces
5.Birth and Death Chains
6.Regular Diffusions on [0,∞)
7.Infinity as Entrance Boundary
8.Dynamical Systems
References
Index
Table of Notations
Citations Index.
1.Introduction
2.Quasi-stationary Distributions: General Results
3.Markov Chains on Finite Spaces
20.
EB
by Feng-Yu Wang
21.
EB
by Alain Bensoussan, Jens Frehse, Phillip Yam
目次情報:
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Introduction
General Presentation of Mean Field Control Problems
Discussion of the Mean Field game
Discussion of the Mean Field Type Control
Approximation of Nash Games with a large number of players
Linear Quadratic Models
Stationary Problems- Different Populations
Nash differential games with Mean Field effect
Introduction
General Presentation of Mean Field Control Problems
Discussion of the Mean Field game
22.
EB
by Mickaël D. Chekroun, Honghu Liu, Shouhong Wang
目次情報:
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General Introduction
Stochastic Invariant Manifolds: Background and Main Contributions
Preliminaries
Stochastic Evolution Equations
Random Dynamical Systems
Cohomologous Cocycles and Random Evolution Equations
Linearized Stochastic Flow and Related Estimates
Existence and Attraction Properties of Global Stochastic Invariant Manifolds
Existence and Smoothness of Global Stochastic Invariant Manifolds
Asymptotic Completeness of Stochastic Invariant Manifolds
Local Stochastic Invariant Manifolds: Preparation to Critical Manifolds
Local Stochastic Critical Manifolds: Existence and Approximation Formulas
Standing Hypotheses
Existence of Local Stochastic Critical Manifolds
Approximation of Local Stochastic Critical Manifolds
Proofs of Theorem 6.1 and Corollary 6.1
Approximation of Stochastic Hyperbolic Invariant Manifolds
A Classical and Mild Solutions of the Transformed RPDE
B Proof of Theorem 4.1
References
General Introduction
Stochastic Invariant Manifolds: Background and Main Contributions
Preliminaries
23.
EB
by Mickaël D. Chekroun, Honghu Liu, Shouhong Wang
目次情報:
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General Introduction
Preliminaries
Invariant Manifolds
Pullback Characterization of Approximating, and Parameterizing Manifolds
Non-Markovian Stochastic Reduced Equations
On-Markovian Stochastic Reduced Equations on the Fly
Proof of Lemma 5.1.-References
Index.
General Introduction
Preliminaries
Invariant Manifolds
24.
EB
by Sabir Umarov
目次情報:
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Function Spaces and Distributions
Pseudo-Differential Operators with Singular Symbols (DOSS)
Fractional Calculus and Fractional Order Operators
Boundary Value Problems for Pseudo-Differential Equations with Singular Symbols
Initial and Boundary Value Problems for Fractional Order Differential Equations
Distributed and Variable Order Differential-Operator Equations
Fractional Fokker-Planck-Kolmogorov Equations
Random Walk Approximants of Mixed and Time-Changed Levy Processes
Complex DOSS and Systems of Complex Differential Equations
References
Function Spaces and Distributions
Pseudo-Differential Operators with Singular Symbols (DOSS)
Fractional Calculus and Fractional Order Operators
25.
EB
edited by A. Bucchianico, R.M.M. Mattheij, M.A. Peletier
出版情報:
Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
シリーズ名:
Mathematics in Industry, The European Consortium for Mathematics in Industry ; 8
子書誌情報:
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オンライン:
http://dx.doi.org/10.1007/3-540-28073-1
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26.
EB
by Giuseppe Prato
27.
EB
by Goran Peskir, Albert Shiryaev
28.
EB
edited by Jean-Pierre Fouque, Josselin Garnier, George Papanicolaou, Knut Solna
29.
EB
edited by Imme Berg, Vítor Neves
30.
EB
by Grigorios A. Pavliotis, Andrew M. Stuart
31.
EB
edited by Mou-Hsiung Chang
32.
EB
by András Telcs
33.
EB
by Claudia Prévôt, Michael Röckner
34.
EB
by Fraydoun Rezakhanlou, Cédric Villani ; edited by François Golse, Stefano Olla
35.
EB
by Jacek Banasiak, Mark A. J. Chaplain, Jacek Miękisz ; edited by Vincenzo Capasso, Mirosław Lachowicz
36.
EB
by Sergio Albeverio, Franco Flandoli, Yakov G. Sinai ; edited by Giuseppe Prato, Michael Rückner
37.
EB
by Robert Dalang, Davar Khoshnevisan, Carl Mueller, David Nualart, Yimin Xiao ; edited by J. -M. Morel, F. Takens, B. Teissier, Davar Khoshnevisan, Firas Rassoul-Agha
38.
EB
by Kazuaki Taira
39.
EB
by Arnaud Debussche, Michael Högele, Peter Imkeller
目次情報:
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Introduction
The fine dynamics of the Chafee- Infante equation
The stochastic Chafee- Infante equation
The small deviation of the small noise solution
Asymptotic exit times
Asymptotic transition times
Localization and metastability
The source of stochastic models in conceptual climate dynamics
Introduction
The fine dynamics of the Chafee- Infante equation
The stochastic Chafee- Infante equation
40.
EB
by Raphael Kruse
目次情報:
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Introduction
Stochastic Evolution Equations in Hilbert Spaces
Optimal Strong Error Estimates for Galerkin Finite Element Methods
A Short Review of the Malliavin Calculus in Hilbert Spaces
A Malliavin Calculus Approach to Weak Convergence
Numerical Experiments
Some Useful Variations of Gronwall’s Lemma
Results on Semigroups and their Infinitesimal Generators
A Generalized Version of Lebesgue’s Theorem
References
Index
Introduction
Stochastic Evolution Equations in Hilbert Spaces
Optimal Strong Error Estimates for Galerkin Finite Element Methods
41.
EB
by Krzysztof Burdzy
目次情報:
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1. Brownian motion
2. Probabilistic proofs of classical theorems
3. Overview of the "hot spots" problem
4. Neumann eigenfunctions and eigenvalues
5. Synchronous and mirror couplings
6. Parabolic boundary Harnack principle
7. Scaling coupling
8. Nodal lines
9. Neumann heat kernel monotonicity
10. Reflected Brownian motion in time dependent domains
1. Brownian motion
2. Probabilistic proofs of classical theorems
3. Overview of the "hot spots" problem
42.
EB
edited by Alistair D. Fitt, John Norbury, Hilary Ockendon, Eddie Wilson