khoshnevisan davar (24 Ergebnisse)

Zustand: New. pp. 128.

Zustand: New. pp. 236 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:9783540859932.

Soft cover. Zustand: New. The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging open problems. There is also a great deal of interest in this topic because it has deep applications in disciplines that range from applied mathematics, statistical mechanics, and theoretical physics, to theoretical neuroscience, theory of complex chemical reactions [including polymer science], fluid dynamics, and mathematical finance. The stochastic PDEs that are studied in this book are similar to the familiar PDE for heat in a thin rod, but with the additional restriction that the external forcing density is a two-parameter stochastic process, or what is more commonly the case, the forcing is a random noise, also known as a generalized random field. At several points in the lectures, there are examples that highlight the phenomenon that stochastic PDEs are not a subset of PDEs. In fact, the introduction of noise in some partial differential equations can bring about not a small perturbation, but truly fundamental changes to the system that the underlying PDE is attempting to describe. The topics covered include a brief introduction to the stochastic heat equation, structure theory for the linear stochastic heat equation, and an in-depth look at intermittency properties of the solution to semilinear stochastic heat equations. Specific topics include stochastic integrals à la Norbert Wiener, an infinite-dimensional Itô-type stochastic integral, an example of a parabolic Anderson model, and intermittency fronts. There are many possible approaches to stochastic PDEs. The selection of topics and techniques presented here are informed by the guiding example of the stochastic heat equation. (jacket).

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: New. pp. 608 8 Illus.

Paperback. Zustand: Brand New. 228 pages. 9.50x6.75x0.50 inches. In Stock.

Zustand: New. Editor(s): Utzet, Frederic; Quer-Sardanyons, Lluis. Series: Advanced Courses in Mathematics - CRM Barcelona. Num Pages: 219 pages, biography. BIC Classification: PBWL. Category: (G) General (US: Trade). Dimension: 240 x 168. Weight in Grams: 393. . 2017. Paperback. . . . . Books ship from the US and Ireland.

Paperback. Zustand: Brand New. 1st edition. 222 pages. 9.29x6.14x0.55 inches. In Stock.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: New.

Hardcover. Zustand: Brand New. 224 pages. 10.00x7.00x0.50 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis.René Schilling's notes are an expanded version of his course on Lévy and Lévy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the Lévy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated Lévy-Itô decomposition. On the other, it identifies the infinitesimal generator of the Lévy process as a pseudo-differential operator whose symbol is the characteristic exponent of the process, making it possible to study the properties of Feller processes as space inhomogeneous processes that locally behave like Lévy processes. The presentation is self-contained, and includes dedicated chapters that review Markov processes, operator semigroups, random measures, etc. Inturn, Davar Khoshnevisan's course investigates selected problems in the field of stochastic partial differential equations of parabolic type. More precisely, the main objective is to establish an Invariance Principle for those equations in a rather general setting, and to deduce, as an application, comparison-type results. The framework in which these problems are addressed goes beyond the classical setting, in the sense that the driving noise is assumed to be a multiplicative space-time white noise on a group, and the underlying elliptic operator corresponds to a generator of a Lévy process on that group. This implies that stochastic integration with respect to the above noise, as well as the existence and uniqueness of a solution for the corresponding equation, become relevant in their own right. These aspects are also developed and supplemented by a wealth of illustrative examples.

Taschenbuch. Zustand: Neu. From Lévy-Type Processes to Parabolic SPDEs | Davar Khoshnevisan (u. a.) | Taschenbuch | viii | Englisch | 2017 | Springer International Publishing | EAN 9783319341194 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Zustand: Neu. Neuware -In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic partial differential equations. This monograph contains an up-to-date compilation of many of those lectures. Particular emphasis is paid to showcasing central ideas and displaying some of the many deep connections between the mentioned disciplines, all the time keeping a realistic pace for the student of the subject.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 236 pp. Englisch.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic partial differential equations. This monograph contains an up-to-date compilation of many of those lectures. Particular emphasis is paid to showcasing central ideas and displaying some of the many deep connections between the mentioned disciplines, all the time keeping a realistic pace for the student of the subject.

Taschenbuch. Zustand: Neu. A Minicourse on Stochastic Partial Differential Equations | David Nualart (u. a.) | Taschenbuch | xi | Englisch | 2008 | Springer-Verlag GmbH | EAN 9783540859932 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Taschenbuch. Zustand: Neu. Multiparameter Processes | An Introduction to Random Fields | Davar Khoshnevisan | Taschenbuch | xx | Englisch | 2011 | Humana | EAN 9781441930095 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Multi-parameter processes extend the existing one-parameter theory in an elegant way and have many applications to other fields in mathematics such as real analysis, functional analysis, group theory, and analytic number theory, to name a few. This book on the vast and rapidly developing subject of random fields is designed for a second graduate course in probability. Recent work on random fields has made it possible to make it an expository subject which interacts with several other areas in mathematics and has enough mathematical depth to be of use to pure as well as applied mathematicians of many backgrounds.

Gebunden. Zustand: New. Self-contained presentation: from elementary material to state-of-the-art research Much of the theory in book-form for the first time Connections are made between probability and other areas of mathematics, engineering and mathematical physics|Multiparame.

Paperback. Zustand: Brand New. 603 pages. 9.25x6.10x1.37 inches. In Stock.

Buch. Zustand: Neu. Neuware - Multi-parameter processes extend the existing one-parameter theory in an elegant way and have many applications to other fields in mathematics such as real analysis, functional analysis, group theory, and analytic number theory, to name a few. This book on the vast and rapidly developing subject of random fields is designed for a second graduate course in probability. Recent work on random fields has made it possible to make it an expository subject which interacts with several other areas in mathematics and has enough mathematical depth to be of use to pure as well as applied mathematicians of many backgrounds.