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Markov processes from K. Itô's perspective
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ISBN: 0691115427 1400835577 0691115435 1322063230 9781400835577 9781322063232 9780691115436 9870691115427 9780691115429 Year: 2003 Publisher: Princeton, New Jersey ; Oxfordshire, England : Princeton University Press,

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Abstract

Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed increments. To remedy this defect, Itô interpreted Kolmogorov's famous forward equation as an equation that describes the integral curve of a vector field on the space of probability measures. Thus, in order to show how Itô's thinking leads to his theory of stochastic integral equations, Stroock begins with an account of integral curves on the space of probability measures and then arrives at stochastic integral equations when he moves to a pathspace setting. In the first half of the book, everything is done in the context of general independent increment processes and without explicit use of Itô's stochastic integral calculus. In the second half, the author provides a systematic development of Itô's theory of stochastic integration: first for Brownian motion and then for continuous martingales. The final chapter presents Stratonovich's variation on Itô's theme and ends with an application to the characterization of the paths on which a diffusion is supported. The book should be accessible to readers who have mastered the essentials of modern probability theory and should provide such readers with a reasonably thorough introduction to continuous-time, stochastic processes.

Keywords

Markov processes. --- Stochastic difference equations. --- Itō, Kiyosi, --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Itō, K. --- Ito, Kiesi, --- Itō, Kiyoshi, --- 伊藤淸, --- 伊藤清, --- Itō, Kiyosi, --- Itō, Kiyosi, 1915-2008. --- Stochastic difference equations --- Difference equations --- Stochastic processes --- Abelian group. --- Addition. --- Analytic function. --- Approximation. --- Bernhard Riemann. --- Bounded variation. --- Brownian motion. --- Central limit theorem. --- Change of variables. --- Coefficient. --- Complete metric space. --- Compound Poisson process. --- Continuous function (set theory). --- Continuous function. --- Convergence of measures. --- Convex function. --- Coordinate system. --- Corollary. --- David Hilbert. --- Decomposition theorem. --- Degeneracy (mathematics). --- Derivative. --- Diffeomorphism. --- Differentiable function. --- Differentiable manifold. --- Differential equation. --- Differential geometry. --- Dimension. --- Directional derivative. --- Doob–Meyer decomposition theorem. --- Duality principle. --- Elliptic operator. --- Equation. --- Euclidean space. --- Existential quantification. --- Fourier transform. --- Function space. --- Functional analysis. --- Fundamental solution. --- Fundamental theorem of calculus. --- Homeomorphism. --- Hölder's inequality. --- Initial condition. --- Integral curve. --- Integral equation. --- Integration by parts. --- Invariant measure. --- Itô calculus. --- Itô's lemma. --- Joint probability distribution. --- Lebesgue measure. --- Linear interpolation. --- Lipschitz continuity. --- Local martingale. --- Logarithm. --- Markov chain. --- Markov process. --- Markov property. --- Martingale (probability theory). --- Normal distribution. --- Ordinary differential equation. --- Ornstein–Uhlenbeck process. --- Polynomial. --- Principal part. --- Probability measure. --- Probability space. --- Probability theory. --- Pseudo-differential operator. --- Radon–Nikodym theorem. --- Representation theorem. --- Riemann integral. --- Riemann sum. --- Riemann–Stieltjes integral. --- Scientific notation. --- Semimartingale. --- Sign (mathematics). --- Special case. --- Spectral sequence. --- Spectral theory. --- State space. --- State-space representation. --- Step function. --- Stochastic calculus. --- Stochastic. --- Stratonovich integral. --- Submanifold. --- Support (mathematics). --- Tangent space. --- Tangent vector. --- Taylor's theorem. --- Theorem. --- Theory. --- Topological space. --- Topology. --- Translational symmetry. --- Uniform convergence. --- Variable (mathematics). --- Vector field. --- Weak convergence (Hilbert space). --- Weak topology.


Book
A Japanese constellation : Toyo Ito, Kazuyo Sejima, SANAA, Ryue Nishizawa, Sou Fujimoto, Akihisa Hirata, Junya Ishigami
Authors: --- --- --- ---
ISBN: 9781633450097 1633450090 Year: 2016 Publisher: New York New York The Museum of Modern Art Distributed in the United States and Canada by ARTBOOK/D.A.P.

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'A Japanese Constellation' showcases a group of contemporary architects who work in Japan but whose influence extends throughout the world. This book, published in conjunction with the first exhibition to feature three generations of practitioners orbiting Pritzker Architecture Prize laureates Toyo Ito and SANAA, moves beyond the limited framework of the architectural "star system" to illuminate how shared themes may spawn cross-generational lines of descent and influence. Highlighting forty-four designs realized since the year 2001, the volume reveals how structural invention, ceaseless experimentation, nonhierarchical thinking, and novel uses of transparency and lightness inform and strengthen the identity of linked local practices, even as their impact is global. With 336 illustrations as well as essays by Perdo Gadanho, Terunobu Fujimori, Taro Igarashi, and Julian Worrall.

Stochastic analysis and applications : the Abel symposium 2005
Authors: ---
ISBN: 1280853433 9786610853434 3540708472 3540708464 3642089828 Year: 2007 Publisher: Berlin : Springer,

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Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineering, biology, economics and finance. The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers. A special feature is the Memoirs that Kiyoshi Ito wrote for this occasion. These are valuable pages for both young and established researchers in the field.


Book
Inverted odysseys : Claude Cahun, Maya Deren, Cindy Sherman
Authors: --- --- --- ---
ISBN: 0262287366 1423737881 9780262287364 9781423737889 Year: 1999 Publisher: Cambridge, Mass. : MIT Press,

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"Claude Cahun, Maya Deren, and Cindy Sherman were born in different countries, in different generations - Cahun in France in 1894, Deren in Russia in 1917, and Sherman in the United States in 1954. Yet they share a deeply theatrical obsession that shatters any notion of a unified self. All three try out identities from different social classes and geographic environments, extend their temporal range into the past and future, and transform themselves into heroes and villains, mythological creatures, and sex goddesses. The premise of Inverted Odysseys is that this expanded concept of the self - this playful urge to "try on" other roles - is more than a feminist or psychological issue. It is central to our global culture, to our definition of human identity in a world where the individual exists in a multicultural and multemporal environment. This book is an "odyssey" through historical, theoretical, critical, and literary perspectives on the three artists viewed in the context of these issues."--Jacket.


Book
Stochastic dynamics and Boltzmann hierarchy
Author:
ISBN: 1282296485 9786612296482 3111737160 3110213206 9783110213201 9781282296480 3110208040 9783110208047 Year: 2009 Publisher: Berlin ; New York : Walter de Gruyter,

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The monograph is devoted to one of the most important trends in contemporary mathematical physics, the investigation of evolution equations of many-particle systems of statistical mechanics. The book systematizes rigorous results obtained in this field in recent years, and it presents contemporary methods for the investigation of evolution equations of infinite-particle systems. The book is intended for experts in statistical physics, mathematical physics, and probability theory and for students of universities specialized in mathematics and physics.

JP : Architecture in Japan
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ISBN: 3822839884 9783822839881 Year: 2006 Publisher: Köln: Taschen,

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Architecture contemporaine, par pays. Cette nouvelle collection Taschen ouvre de nouvelles perspectives sur le monde de l'architecture en mettant le projecteur sur les tendances actuelles par pays. Chaque ouvrage présente de 15 à 20 architectes et agences, des plus établis aux tout nouveaux venus, et met l'accent sur leur contribution à l'évolution très récente de l'architecture dans leur pays. Aux descriptions de leurs derniers projets s'ajoutent de courtes biographies et des informations pratiques utiles. En sillonnant le globe, cette nouvelle collection se propose de célébrer les nuances variées de la personnalité architecturale des pays choisis.

Contemporary Japanese architects.
Author:
ISBN: 3822894427 3822884340 9783822884348 9783822894422 Year: 1993 Publisher: Köln BTV


Book
Serpentine Gallery pavilions
Author:
ISBN: 9783836526135 3836526131 Year: 2011 Publisher: Köln : Taschen,

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Le pavillon de la Serpentine Gallery est un pavillon provisoire construit pour le musée d'art contemporain de Kensington Gardens à Londres, chaque année depuis 2000. La commission de la Serpentine invite un architecte renommé (le prix Pritzker) qui n'a jamais bâti en Angleterre pour concevoir un pavillon d'été. Le pavillon abrite les manifestations culturelles et pédagogiques de la galerie, comme des colloques, performances, concerts, cafés.

Keywords

Architecture --- Vieira, Alvaro Siza --- Souto de Moura, Eduardo --- Niemeyer, Oscar --- Gehry, Frank --- Thorsen, Kjetil --- Ito, Toyo --- Libeskind, Daniel --- Hadid, Zaha --- Nouvel, Jean --- Eliasson, Olafur --- MVRDV [Rotterdam] --- Serpentine Gallery [London] --- Architecture, Modern --- Arts, Modern --- Pavilions --- Buildings, Temporary --- Serpentine Gallery --- Hadid, Zaha, --- Libeskind, Daniel, --- Itō, Toyoo, --- Niemeyer, Oscar, --- Siza, Álvaro, --- Moura, Eduardo Souto de, --- Koolhaas, Rem, --- Balmond, Cecil --- Olafur Eliasson, --- Thorsen, Kjetil Trædal, --- Gehry, Frank Owen, --- Nouvel, Jean, --- Serpentine Gallery. --- MVRDV --- Sejima and Nishizawa and associates --- 728.7 --- tijdelijke architectuur --- mobiele architectuur --- Serpentine Gallery Pavilions --- Zaha Hadid --- Daniel Libeskind --- Toyo Ito --- Oscar Niemeyer --- Alvaro Siza --- Eduardo Souto de Moura --- Rem Koolhaas --- Cecil Balmond --- Olafur Eliasson --- Kjetil Thorsen --- Frank O. Gehry --- SANAA --- Jean Nouvel --- 721.7 --- 725.91 --- 72.037 --- London --- Londen --- Serpentine Gallery pavilions --- 727.7 --- 72.039 --- Paviljoenen ; Londen ; Serpentine Galery ; 2000-2012 --- Tijdelijke architectuur ; zomerpaviljoenen ; 21ste eeuw --- Siza, Alvaro & Eduardo Souto de Moura --- Koolhaas, Rem & Cecil Balmond --- Eliasson, Olafur & Kjetil Thorsen --- Gehry, Frank O. --- gelegenheidswoningen, mobiele en veranderbare gebouwen --- Tijdelijke architectuur --- Paviljoenen (architectuur) --- 21ste eeuw (architectuur) --- Eenentwintigste eeuw (architectuur) --- Openbare gebouwen ; tentoonstellingsgebouwen --- Gebouwen voor opleiding en wetenschap ; kunstmusea, kunstgalerijen --- Architectuurgeschiedenis ; 2000 - 2050 --- Architectuur --- Bouwkunst --- Architectuur. --- Bouwkunst. --- Gehry, Frank O --- Kiosks --- Kiosques --- Buildings --- Buildings, Demountable --- Demountable buildings --- Temporary buildings --- History --- MVRDV. --- Thorsen, Kjetil Trædal --- Koolhaas, Rem --- Siza, Álvaro --- Moura, Eduardo Souto de --- Ólafur Elíasson --- Architecture, Modern - 21st century --- Arts, Modern - 21st century --- Pavilions - England - London --- Buildings, Temporary - England - London --- Itō, Toyo, --- Siza, Álvaro, --- Ólafur Elíasson --- Serpentine gallery (Londres, GB) --- Constructions --- Constructions provisoires --- Grande-Bretagne --- Londres (GB) --- 1990-.... --- Expositions


Book
Stochastic PDEs and dynamics
Authors: --- ---
ISBN: 3110492431 9783110493887 3110493888 9783110492439 9783110495102 3110495104 3110493896 Year: 2017 Publisher: Berlin, [Germany] ; Boston, [Massachusetts] : De Gruyter,

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This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce theoretical framework for random attractors. With rigorous mathematical deduction, the book is an essential reference to mathematicians and physicists in nonlinear science. Contents:PreliminariesThe stochastic integral and Itô formulaOU processes and SDEsRandom attractorsApplicationsBibliographyIndex


Book
Maya Deren : Incomplete Control
Author:
ISBN: 0231538472 9780231538473 9780231162203 0231162200 9780231162210 0231162219 Year: 2014 Publisher: New York, NY : Columbia University Press,

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Maya Deren (1917-1961) was a Russian-born American filmmaker, theorist, poet, and photographer working at the forefront of the American avant-garde in the 1940's and 1950's. Influenced by Jean Cocteau and Marcel Duchamp, she is best known for her seminal film Meshes of the Afternoon (1943), a dream-like experiment with time and symbol, looped narrative and provocative imagery, setting the stage for the twentieth-century's groundbreaking aesthetic movements and films. Maya Deren assesses both the filmmaker's completed work and her numerous unfinished projects, arguing Deren's overarching aesthetic is founded on principles of incompletion, contingency, and openness. Combining the contrasting approaches of documentary, experimental, and creative film, Deren created a wholly original experience for film audiences that disrupted the subjectivity of cinema, its standards of continuity, and its dubious facility with promoting categories of realism. This critical retrospective reflects on the development of Deren's career and the productive tensions she initiated that continue to energize film.

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