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This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an "integral kernel method" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high co-dimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Hölder spaces. They show that the semigroups defined by these operators have holomorphic extensions to the right half-plane. Epstein and Mazzeo also demonstrate precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations.

Elliptic operators. --- Markov processes. --- Population biology --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Stochastic processes --- Differential operators, Elliptic --- Operators, Elliptic --- Partial differential operators --- Mathematical models. --- 1-dimensional integral. --- Euclidean model problem. --- Euclidean space. --- Hlder space. --- Hopf boundary point. --- Kimura diffusion equation. --- Kimura diffusion operator. --- Laplace transform. --- Schauder estimate. --- WrightІisher geometry. --- adjoint operator. --- backward Kolmogorov equation. --- boundary behavior. --- degenerate elliptic operator. --- doubling. --- elliptic Kimura operator. --- elliptic equation. --- forward Kolmogorov equation. --- function space. --- general model problem. --- generalized Kimura diffusion. --- heat equation. --- heat kernel. --- higher dimensional corner. --- higher regularity. --- holomorphic semi-group. --- homogeneous Cauchy problem. --- hybrid space. --- hypersurface boundary. --- induction hypothesis. --- induction. --- inhomogeneous problem. --- irregular solution. --- long time asymptotics. --- long-time behavior. --- manifold with corners. --- martingale problem. --- mathematical finance. --- model problem. --- normal form. --- normal vector. --- null-space. --- off-diagonal behavior. --- open orthant. --- parabolic equation. --- perturbation theory. --- polyhedron. --- population genetics. --- probability theory. --- regularity. --- resolvent operator. --- semi-group. --- solution operator. --- uniqueness.

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This lavishly illustrated book provides a hands-on, step-by-step introduction to the intriguing mathematics of symmetry. Instead of breaking up patterns into blocks-a sort of potato-stamp method-Frank Farris offers a completely new waveform approach that enables you to create an endless variety of rosettes, friezes, and wallpaper patterns: dazzling art images where the beauty of nature meets the precision of mathematics.Featuring more than 100 stunning color illustrations and requiring only a modest background in math, Creating Symmetry begins by addressing the enigma of a simple curve, whose curious symmetry seems unexplained by its formula. Farris describes how complex numbers unlock the mystery, and how they lead to the next steps on an engaging path to constructing waveforms. He explains how to devise waveforms for each of the 17 possible wallpaper types, and then guides you through a host of other fascinating topics in symmetry, such as color-reversing patterns, three-color patterns, polyhedral symmetry, and hyperbolic symmetry. Along the way, Farris demonstrates how to marry waveforms with photographic images to construct beautiful symmetry patterns as he gradually familiarizes you with more advanced mathematics, including group theory, functional analysis, and partial differential equations. As you progress through the book, you'll learn how to create breathtaking art images of your own.Fun, accessible, and challenging, Creating Symmetry features numerous examples and exercises throughout, as well as engaging discussions of the history behind the mathematics presented in the book.

Symmetry (Mathematics) --- Symmetry (Art) --- Abstract algebra. --- Addition. --- Algorithm. --- Antisymmetry. --- Arc length. --- Boundary value problem. --- Cartesian coordinate system. --- Circular motion. --- Circumference. --- Coefficient. --- Complex analysis. --- Complex multiplication. --- Complex number. --- Complex plane. --- Computation. --- Coordinate system. --- Coset. --- Cyclic group. --- Derivative. --- Diagonal. --- Diagram (category theory). --- Dihedral group. --- Division by zero. --- Domain coloring. --- Dot product. --- Eigenfunction. --- Eigenvalues and eigenvectors. --- Eisenstein integer. --- Epicycloid. --- Equation. --- Euler's formula. --- Even and odd functions. --- Exponential function. --- Fourier series. --- Frieze group. --- Function (mathematics). --- Function composition. --- Function space. --- Gaussian integer. --- Geometry. --- Glide reflection. --- Group (mathematics). --- Group theory. --- Homomorphism. --- Horocycle. --- Hyperbolic geometry. --- Ideal point. --- Integer. --- Lattice (group). --- Linear interpolation. --- Local symmetry. --- M. C. Escher. --- Main diagonal. --- Mathematical proof. --- Mathematical structure. --- Mathematics. --- Mirror symmetry (string theory). --- Mirror symmetry. --- Morphing. --- Natural number. --- Normal subgroup. --- Notation. --- Ordinary differential equation. --- Parallelogram. --- Parametric equation. --- Parametrization. --- Periodic function. --- Plane symmetry. --- Plane wave. --- Point group. --- Polynomial. --- Power series. --- Projection (linear algebra). --- Pythagorean triple. --- Quantity. --- Quotient group. --- Real number. --- Reciprocal lattice. --- Rectangle. --- Reflection symmetry. --- Right angle. --- Ring of integers. --- Rotational symmetry. --- Scientific notation. --- Special case. --- Square lattice. --- Subgroup. --- Summation. --- Symmetry group. --- Symmetry. --- Tetrahedron. --- Theorem. --- Translational symmetry. --- Trigonometric functions. --- Unique factorization domain. --- Unit circle. --- Variable (mathematics). --- Vector space. --- Wallpaper group. --- Wave packet. --- Abstract algebra. --- Addition. --- Algorithm. --- Antisymmetry. --- Arc length. --- Boundary value problem. --- Cartesian coordinate system. --- Circular motion. --- Circumference. --- Coefficient. --- Complex analysis. --- Complex multiplication. --- Complex number. --- Complex plane. --- Computation. --- Coordinate system. --- Coset. --- Cyclic group. --- Derivative. --- Diagonal. --- Diagram (category theory). --- Dihedral group. --- Division by zero. --- Domain coloring. --- Dot product. --- Eigenfunction. --- Eigenvalues and eigenvectors. --- Eisenstein integer. --- Epicycloid. --- Equation. --- Euler's formula. --- Even and odd functions. --- Exponential function. --- Fourier series. --- Frieze group. --- Function (mathematics). --- Function composition. --- Function space. --- Gaussian integer. --- Geometry. --- Glide reflection. --- Group (mathematics). --- Group theory. --- Homomorphism. --- Horocycle. --- Hyperbolic geometry. --- Ideal point. --- Integer. --- Lattice (group). --- Linear interpolation. --- Local symmetry. --- M. C. Escher. --- Main diagonal. --- Mathematical proof. --- Mathematical structure. --- Mathematics. --- Mirror symmetry (string theory). --- Mirror symmetry. --- Morphing. --- Natural number. --- Normal subgroup. --- Notation. --- Ordinary differential equation. --- Parallelogram. --- Parametric equation. --- Parametrization. --- Periodic function. --- Plane symmetry. --- Plane wave. --- Point group. --- Polynomial. --- Power series. --- Projection (linear algebra). --- Pythagorean triple. --- Quantity. --- Quotient group. --- Real number. --- Reciprocal lattice. --- Rectangle. --- Reflection symmetry. --- Right angle. --- Ring of integers. --- Rotational symmetry. --- Scientific notation. --- Special case. --- Square lattice. --- Subgroup. --- Summation. --- Symmetry group. --- Symmetry. --- Tetrahedron. --- Theorem. --- Translational symmetry. --- Trigonometric functions. --- Unique factorization domain. --- Unit circle. --- Variable (mathematics). --- Vector space. --- Wallpaper group. --- Wave packet.

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This book discusses some aspects of the theory of partial differential equations from the viewpoint of probability theory. It is intended not only for specialists in partial differential equations or probability theory but also for specialists in asymptotic methods and in functional analysis. It is also of interest to physicists who use functional integrals in their research. The work contains results that have not previously appeared in book form, including research contributions of the author.

Partial differential equations --- Differential equations, Partial. --- Probabilities. --- Integration, Functional. --- Functional integration --- Functional analysis --- Integrals, Generalized --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- A priori estimate. --- Absolute continuity. --- Almost surely. --- Analytic continuation. --- Axiom. --- Big O notation. --- Boundary (topology). --- Boundary value problem. --- Bounded function. --- Calculation. --- Cauchy problem. --- Central limit theorem. --- Characteristic function (probability theory). --- Chebyshev's inequality. --- Coefficient. --- Comparison theorem. --- Continuous function (set theory). --- Continuous function. --- Convergence of random variables. --- Cylinder set. --- Degeneracy (mathematics). --- Derivative. --- Differential equation. --- Differential operator. --- Diffusion equation. --- Diffusion process. --- Dimension (vector space). --- Direct method in the calculus of variations. --- Dirichlet boundary condition. --- Dirichlet problem. --- Eigenfunction. --- Eigenvalues and eigenvectors. --- Elliptic operator. --- Elliptic partial differential equation. --- Equation. --- Existence theorem. --- Exponential function. --- Feynman–Kac formula. --- Fokker–Planck equation. --- Function space. --- Functional analysis. --- Fundamental solution. --- Gaussian measure. --- Girsanov theorem. --- Hessian matrix. --- Hölder condition. --- Independence (probability theory). --- Integral curve. --- Integral equation. --- Invariant measure. --- Iterated logarithm. --- Itô's lemma. --- Joint probability distribution. --- Laplace operator. --- Laplace's equation. --- Lebesgue measure. --- Limit (mathematics). --- Limit cycle. --- Limit point. --- Linear differential equation. --- Linear map. --- Lipschitz continuity. --- Markov chain. --- Markov process. --- Markov property. --- Maximum principle. --- Mean value theorem. --- Measure (mathematics). --- Modulus of continuity. --- Moment (mathematics). --- Monotonic function. --- Navier–Stokes equations. --- Nonlinear system. --- Ordinary differential equation. --- Parameter. --- Partial differential equation. --- Periodic function. --- Poisson kernel. --- Probabilistic method. --- Probability space. --- Probability theory. --- Probability. --- Random function. --- Regularization (mathematics). --- Schrödinger equation. --- Self-adjoint operator. --- Sign (mathematics). --- Simultaneous equations. --- Smoothness. --- State-space representation. --- Stochastic calculus. --- Stochastic differential equation. --- Stochastic. --- Support (mathematics). --- Theorem. --- Theory. --- Uniqueness theorem. --- Variable (mathematics). --- Weak convergence (Hilbert space). --- Wiener process.

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The theory of infinite loop spaces has been the center of much recent activity in algebraic topology. Frank Adams surveys this extensive work for researchers and students. Among the major topics covered are generalized cohomology theories and spectra; infinite-loop space machines in the sense of Boadman-Vogt, May, and Segal; localization and group completion; the transfer; the Adams conjecture and several proofs of it; and the recent theories of Adams and Priddy and of Madsen, Snaith, and Tornehave.

Algebraic topology --- Loop spaces --- Espaces de lacets --- Infinite loop spaces. --- Abelian group. --- Adams spectral sequence. --- Adjoint functors. --- Algebraic K-theory. --- Algebraic topology. --- Automorphism. --- Axiom. --- Bott periodicity theorem. --- CW complex. --- Calculation. --- Cartesian product. --- Cobordism. --- Coefficient. --- Cofibration. --- Cohomology operation. --- Cohomology ring. --- Cohomology. --- Commutative diagram. --- Continuous function. --- Counterexample. --- De Rham cohomology. --- Diagram (category theory). --- Differentiable manifold. --- Dimension. --- Discrete space. --- Disjoint union. --- Double coset. --- Eilenberg. --- Eilenberg–Steenrod axioms. --- Endomorphism. --- Epimorphism. --- Equivalence class. --- Euler class. --- Existential quantification. --- Explicit formulae (L-function). --- Exterior algebra. --- F-space. --- Fiber bundle. --- Fibration. --- Finite group. --- Function composition. --- Function space. --- Functor. --- Fundamental class. --- Fundamental group. --- Geometry. --- H-space. --- Homology (mathematics). --- Homomorphism. --- Homotopy category. --- Homotopy group. --- Homotopy. --- Hurewicz theorem. --- Inverse limit. --- J-homomorphism. --- K-theory. --- Limit (mathematics). --- Loop space. --- Mathematical induction. --- Maximal torus. --- Module (mathematics). --- Monoid. --- Monoidal category. --- Moore space. --- Morphism. --- Multiplication. --- Natural transformation. --- P-adic number. --- P-complete. --- Parameter space. --- Permutation. --- Prime number. --- Principal bundle. --- Principal ideal domain. --- Pullback (category theory). --- Quotient space (topology). --- Reduced homology. --- Riemannian manifold. --- Ring spectrum. --- Serre spectral sequence. --- Simplicial set. --- Simplicial space. --- Special case. --- Spectral sequence. --- Stable homotopy theory. --- Steenrod algebra. --- Subalgebra. --- Subring. --- Subset. --- Surjective function. --- Theorem. --- Theory. --- Topological K-theory. --- Topological ring. --- Topological space. --- Topology. --- Universal bundle. --- Universal coefficient theorem. --- Vector bundle. --- Weak equivalence (homotopy theory). --- Topologie algébrique

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Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise.Originally published in 1970.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Stationary processes --- Stationary processes. --- Stochastic processes --- 519.216 --- 519.216 Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Bochner integral. --- Bochner's theorem. --- Bounded operator. --- Bounded variation. --- Brownian motion. --- Characteristic exponent. --- Characteristic function (probability theory). --- Complexification. --- Compound Poisson process. --- Computation. --- Conditional expectation. --- Continuous function (set theory). --- Continuous function. --- Continuous linear operator. --- Convergence of random variables. --- Coset. --- Covariance function. --- Cyclic subspace. --- Cylinder set. --- Degrees of freedom (statistics). --- Derivative. --- Differential equation. --- Dimension (vector space). --- Dirac delta function. --- Discrete spectrum. --- Distribution function. --- Dual space. --- Eigenfunction. --- Equation. --- Existential quantification. --- Exponential distribution. --- Exponential function. --- Finite difference. --- Fourier series. --- Fourier transform. --- Function (mathematics). --- Function space. --- Gaussian measure. --- Gaussian process. --- Harmonic analysis. --- Hermite polynomials. --- Hilbert space. --- Homeomorphism. --- Independence (probability theory). --- Independent and identically distributed random variables. --- Indicator function. --- Infinitesimal generator (stochastic processes). --- Integral equation. --- Isometry. --- Joint probability distribution. --- Langevin equation. --- Lebesgue measure. --- Lie algebra. --- Limit superior and limit inferior. --- Linear combination. --- Linear function. --- Linear interpolation. --- Linear subspace. --- Mean squared error. --- Measure (mathematics). --- Monotonic function. --- Normal distribution. --- Normal subgroup. --- Nuclear space. --- One-parameter group. --- Orthogonality. --- Orthogonalization. --- Parameter. --- Poisson point process. --- Polynomial. --- Probability distribution. --- Probability measure. --- Probability space. --- Probability. --- Projective linear group. --- Radon–Nikodym theorem. --- Random function. --- Random variable. --- Reproducing kernel Hilbert space. --- Self-adjoint operator. --- Self-adjoint. --- Semigroup. --- Shift operator. --- Special case. --- Stable process. --- Stationary process. --- Stochastic differential equation. --- Stochastic process. --- Stochastic. --- Subgroup. --- Summation. --- Symmetrization. --- Theorem. --- Transformation semigroup. --- Unitary operator. --- Unitary representation. --- Unitary transformation. --- Variance. --- White noise. --- Zero element.