Stochastic Equations And Differential Geometry
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Stochastic Equations and Differential Geometry
Author | : Ya.I. Belopolskaya,Yu.L. Dalecky |
Publsiher | : Springer Science & Business Media |
Total Pages | : 274 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 9789400922150 |
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'Et moi ..., 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, on the topmost shelf next to the dusty canister labelled 'discarded n- sense'. 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 linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Stochastic Differential Equations on Manifolds
Author | : K. D. Elworthy,Kenneth David Elworthy |
Publsiher | : Cambridge University Press |
Total Pages | : 347 |
Release | : 1982 |
Genre | : Manifolds (Mathematics). |
ISBN | : 9780521287678 |
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The aims of this book, originally published in 1982, are to give an understanding of the basic ideas concerning stochastic differential equations on manifolds and their solution flows, to examine the properties of Brownian motion on Riemannian manifolds when it is constructed using the stochiastic development and to indicate some of the uses of the theory. The author has included two appendices which summarise the manifold theory and differential geometry needed to follow the development; coordinate-free notation is used throughout. Moreover, the stochiastic integrals used are those which can be obtained from limits of the Riemann sums, thereby avoiding much of the technicalities of the general theory of processes and allowing the reader to get a quick grasp of the fundamental ideas of stochastic integration as they are needed for a variety of applications.
Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics
Author | : Yuri E. Gliklikh |
Publsiher | : Springer Science & Business Media |
Total Pages | : 207 |
Release | : 2013-03-14 |
Genre | : Mathematics |
ISBN | : 9789401586344 |
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The geometrical methods in modem mathematical physics and the developments in Geometry and Global Analysis motivated by physical problems are being intensively worked out in contemporary mathematics. In particular, during the last decades a new branch of Global Analysis, Stochastic Differential Geometry, was formed to meet the needs of Mathematical Physics. It deals with a lot of various second order differential equations on finite and infinite-dimensional manifolds arising in Physics, and its validity is based on the deep inter-relation between modem Differential Geometry and certain parts of the Theory of Stochastic Processes, discovered not so long ago. The foundation of our topic is presented in the contemporary mathematical literature by a lot of publications devoted to certain parts of the above-mentioned themes and connected with the scope of material of this book. There exist some monographs on Stochastic Differential Equations on Manifolds (e. g. [9,36,38,87]) based on the Stratonovich approach. In [7] there is a detailed description of It6 equations on manifolds in Belopolskaya-Dalecky form. Nelson's book [94] deals with Stochastic Mechanics and mean derivatives on Riemannian Manifolds. The books and survey papers on the Lagrange approach to Hydrodynamics [2,31,73,88], etc. , give good presentations of the use of infinite-dimensional ordinary differential geometry in ideal hydrodynamics. We should also refer here to [89,102], to the previous books by the author [53,64], and to many others.
Stochastic Calculus in Manifolds
Author | : Michel Emery |
Publsiher | : Springer Science & Business Media |
Total Pages | : 158 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 9783642750519 |
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Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent. The general theory is presented only towards the end of the book, after the reader has been exposed to two particular instances - martingales and Brownian motions - in manifolds. The book also includes new material on non-confluence of martingales, s.d.e. from one manifold to another, approximation results for martingales, solutions to Stratonovich differential equations. Thus this book will prove very useful to specialists and non-specialists alike, as a self-contained introductory text or as a compact reference.
Stochastic Differential Geometry at Saint Flour
Author | : Alano Ancona,K. David Elworthy,Michel Emery,Hiroshi Kunita |
Publsiher | : Springer |
Total Pages | : 507 |
Release | : 2012-12-09 |
Genre | : Mathematics |
ISBN | : 3642341721 |
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Kunita, H.:Stochastic differential equations and stochastic flows of diffeomorphisms.-Elworthy, D.: Geometric aspects of diffusions on manifolds.-Ancona, A.:Théorie du potential sur les graphs et les variétiés.-Emery, M.:Continuous martingales in differentiable manifolds.
Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics
Author | : Yuri E. Gliklikh |
Publsiher | : Springer |
Total Pages | : 192 |
Release | : 1996-08-31 |
Genre | : Mathematics |
ISBN | : 9780792341543 |
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The geometrical methods in modem mathematical physics and the developments in Geometry and Global Analysis motivated by physical problems are being intensively worked out in contemporary mathematics. In particular, during the last decades a new branch of Global Analysis, Stochastic Differential Geometry, was formed to meet the needs of Mathematical Physics. It deals with a lot of various second order differential equations on finite and infinite-dimensional manifolds arising in Physics, and its validity is based on the deep inter-relation between modem Differential Geometry and certain parts of the Theory of Stochastic Processes, discovered not so long ago. The foundation of our topic is presented in the contemporary mathematical literature by a lot of publications devoted to certain parts of the above-mentioned themes and connected with the scope of material of this book. There exist some monographs on Stochastic Differential Equations on Manifolds (e. g. [9,36,38,87]) based on the Stratonovich approach. In [7] there is a detailed description of It6 equations on manifolds in Belopolskaya-Dalecky form. Nelson's book [94] deals with Stochastic Mechanics and mean derivatives on Riemannian Manifolds. The books and survey papers on the Lagrange approach to Hydrodynamics [2,31,73,88], etc. , give good presentations of the use of infinite-dimensional ordinary differential geometry in ideal hydrodynamics. We should also refer here to [89,102], to the previous books by the author [53,64], and to many others.
Stochastic Analysis on Manifolds
Author | : Elton P. Hsu |
Publsiher | : American Mathematical Soc. |
Total Pages | : 297 |
Release | : 2002 |
Genre | : Differential geometry |
ISBN | : 9780821808023 |
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Concerned with probability theory, Elton Hsu's study focuses primarily on the relations between Brownian motion on a manifold and analytical aspects of differential geometry. A key theme is the probabilistic interpretation of the curvature of a manifold
Stochastic and Integral Geometry
Author | : R.V. Ambartzumian |
Publsiher | : Springer Science & Business Media |
Total Pages | : 135 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 9789400939219 |
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