Narrow your search

Library

Odisee (4)

Thomas More Kempen (4)

Thomas More Mechelen (4)

UCLL (4)

VIVES (4)

KU Leuven (3)

LUCA School of Arts (3)

ULiège (3)

ULB (2)

UAntwerpen (1)

More...

Resource type

book (5)


Language

English (5)


Year
From To Submit

2017 (1)

2012 (1)

2010 (1)

2007 (1)

1995 (1)

Listing 1 - 5 of 5
Sort by

Book
Random and vector measures
Author:
ISBN: 1283433842 9786613433848 9814350826 9789814350822 9789814350815 9814350818 Year: 2012 Publisher: Singapore : World Scientific,

Loading...
Export citation

Choose an application

Bookmark

Abstract

The book is devoted to the structural analysis of vector and random (or both) valued countably additive measures, and used for integral representations of random fields. The spaces can be Banach or Frechet types. Several stationary aspects and related processes are analyzed whilst numerous new results are included and many research avenues are opened up.


Book
Multidimensional stochastic processes as rough paths : theory and applications
Authors: ---
ISBN: 9780511845079 9780521876070 9780511677540 0511677545 9780511682025 0511682026 0511845073 9780511680045 051168004X 0521876079 1107210712 0511684002 Year: 2010 Publisher: Cambridge, UK ; New York : Cambridge University Press,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and the authors include some first results in this direction. They also emphasize interactions with other parts of mathematics, including Caratheodory geometry, Dirichlet forms and Malliavin calculus. Based on successful courses at the graduate level, this up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.

On the Martingale problem for interactive measure-valued branching diffusions
Author:
ISSN: 00659266 ISBN: 0821803581 Year: 1995 Publisher: Providence, R.I. American Mathematical Society


Book
Random measures, theory and applications
Author:
ISBN: 3319415980 3319415964 Year: 2017 Publisher: Cham : Springer International Publishing : Imprint: Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.

Wave propagation and time reversal in randomly layered media
Author:
ISBN: 1280944412 9786610944415 0387498087 0387308903 1441921621 Year: 2007 Publisher: New York : Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Wave propagation in random media is an interdisciplinary field that has emerged from the need in physics and engineering to model and analyze wave energy transport in complex environments. This book gives a systematic and self-contained presentation of wave propagation in randomly layered media using the asymptotic theory of ordinary differential equations with random coefficients. The first half of the book gives a detailed treatment of wave reflection and transmission in one-dimensional random media, after introducing gradually the tools from partial differential equations and probability theory that are needed for the analysis. The second half of the book presents wave propagation in three-dimensional randomly layered media along with several applications, primarily involving time reversal. Many new results are presented here for the first time. The book is addressed to students and researchers in applied mathematics that are interested in understanding how tools from stochastic analysis can be used to study some intriguing phenomena in wave propagation in random media. Parts of the book can be used for courses in which random media and related homogenization, averaging, and diffusion approximation methods are involved.

Listing 1 - 5 of 5
Sort by