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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.

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.

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This book is the first to comprehensively explore elasticity imaging and examines recent, important developments in asymptotic imaging, modeling, and analysis of deterministic and stochastic elastic wave propagation phenomena. It derives the best possible functional images for small inclusions and cracks within the context of stability and resolution, and introduces a topological derivative-based imaging framework for detecting elastic inclusions in the time-harmonic regime. For imaging extended elastic inclusions, accurate optimal control methodologies are designed and the effects of uncertainties of the geometric or physical parameters on stability and resolution properties are evaluated. In particular, the book shows how localized damage to a mechanical structure affects its dynamic characteristics, and how measured eigenparameters are linked to elastic inclusion or crack location, orientation, and size. Demonstrating a novel method for identifying, locating, and estimating inclusions and cracks in elastic structures, the book opens possibilities for a mathematical and numerical framework for elasticity imaging of nanoparticles and cellular structures.

Elasticity --- Elastic properties --- Young's modulus --- Mathematical physics --- Matter --- Statics --- Rheology --- Strains and stresses --- Strength of materials --- Mathematics. --- Properties --- Dirichlet function. --- Helmholtz decomposition theorem. --- Helmholtz decomposition. --- HelmholtzЋirchhoff identities. --- Kelvin matrix. --- Kirchhoff migration. --- Lam system. --- MUSIC algorithm. --- Neumann boundary condition. --- anisotropic elasticity. --- asymptotic expansion. --- asymptotic formula. --- asymptotic imaging. --- ball. --- boundary displacement. --- boundary perturbation. --- boundary value problem. --- boundedness. --- cellular structure. --- compressional modulus. --- crack. --- density parameter. --- direct imaging. --- discrepancy function. --- displacement field. --- displacement. --- elastic coefficient. --- elastic equation. --- elastic inclusion. --- elastic moment tensor. --- elastic structure. --- elastic wave equation. --- elastic wave propagation. --- elastic wave. --- elasticity equation. --- elasticity imaging. --- elasticity. --- ellipse. --- energy functional. --- extended inclusion. --- extended source term. --- extended target. --- far-field measurement. --- filtered quadratic misfit. --- function space. --- gradient scheme. --- hard inclusion. --- hard inclusions. --- heterogeneous shear distribution. --- high contrast coefficient. --- hole. --- imaging functional. --- inclusion. --- incompressible limit. --- internal displacement measurement. --- layer potential. --- linear elasticity. --- linear transformation. --- linearized reconstruction problem. --- measurement noise. --- medium noise. --- nanoparticle. --- nonlinear optimization problem. --- nonlinear problem. --- operator-valued function. --- optimal control. --- potential energy functional. --- pressure. --- radiation condition. --- random fluctuation. --- resolution. --- reverse-time migration. --- scalar wave equation. --- search algorithm. --- shape change. --- shape deformation. --- shape. --- shear distribution. --- shear modulus. --- shear wave. --- small crack. --- small inclusion. --- small-volume expansion. --- small-volume inclusion. --- soft inclusion. --- stability analysis. --- stability. --- static regime. --- stochastic modeling. --- time-harmonic regime. --- time-reversal imaging. --- topological derivative. --- vibration testing.

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This reprint focuses on exploring new developments in both pure and applied mathematics as a result of fractional behaviour. It covers the range of ongoing activities in the context of fractional calculus by offering alternate viewpoints, workable solutions, new derivatives, and methods to solve real-world problems. It is impossible to deny that fractional behaviour exists in nature. Any phenomenon that has a pulse, rhythm, or pattern appears to be a fractal. The 17 papers that were published and are part of this volume provide credence to that claim. A variety of topics illustrate the use of fractional calculus in a range of disciplines and offer sufficient coverage to pique every reader's attention.

Research & information: general --- Mathematics & science --- bessel function --- harmonically convex function --- non-singular function involving kernel fractional operator --- Hadamard inequality --- Fejér–Hadamard inequality --- Elzaki transform --- Caputo fractional derivative --- AB-fractional operator --- new iterative transform method --- Fisher’s equation --- Hukuhara difference --- Atangana–Baleanu fractional derivative operator --- Mittag–Leffler kernel --- Fornberg–Whitham equation --- fractional div-curl systems --- Helmholtz decomposition theorem --- Riemann–Liouville derivative --- Caputo derivative --- fractional vector operators --- weighted (k,s) fractional integral operator --- weighted (k,s) fractional derivative --- weighted generalized Laplace transform --- fractional kinetic equation --- typhoid fever disease --- vaccination --- model calibration --- asymptotic stability --- fixed point theory --- nonlinear models --- efficiency index --- computational cost --- Halley’s method --- basin of attraction --- computational order of convergence --- Caputo–Hadamard fractional derivative --- thermostat modeling --- Caputo–Hadamard fractional integral --- hybrid Caputo–Hadamard fractional differential equation and inclusion --- prey-predator model --- boundedness --- period-doubling bifurcation --- Neimark-Sacker bifurcation --- hybrid control --- fractal dimensions --- cubic B-splines --- trigonometric cubic B-splines --- extended cubic B-splines --- Caputo–Fabrizio derivative --- Cattaneo equation --- Hermite-Hadamard-type inequalities --- Hilfer fractional derivative --- Hölder’s inequality --- fractional-order differential equations --- operational matrices --- shifted Vieta–Lucas polynomials --- Adomian decomposition method --- system of Whitham-Broer-Kaup equations --- Caputo-Fabrizio derivative --- Yang transform --- ϑ-Caputo derivative --- extremal solutions --- monotone iterative method --- sequences --- convex --- exponential convex --- fractional --- quantum --- inequalities --- Gould-Hopper-Laguerre-Sheffer matrix polynomials --- quasi-monomiality --- umbral calculus --- fractional calculus --- Euler’s integral of gamma functions --- beta function --- generalized hypergeometric series --- operational methods --- delta function --- Riemann zeta-function --- fractional transforms --- Fox–Wright-function --- generalized fractional kinetic equation --- n/a --- Fejér-Hadamard inequality --- Fisher's equation --- Atangana-Baleanu fractional derivative operator --- Mittag-Leffler kernel --- Fornberg-Whitham equation --- Riemann-Liouville derivative --- Halley's method --- Caputo-Hadamard fractional derivative --- Caputo-Hadamard fractional integral --- hybrid Caputo-Hadamard fractional differential equation and inclusion --- Hölder's inequality --- shifted Vieta-Lucas polynomials --- Euler's integral of gamma functions --- Fox-Wright-function