New Trends In Stochastic Analysis: Proceedings Of The Tanaguchi International Symposium

New Trends In Stochastic Analysis: Proceedings Of The Tanaguchi International Symposium PDF

Author: Elworthy K David

Publisher: World Scientific

Published: 1997-05-05

Total Pages: 440

ISBN-13: 9814547123

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Advances in semi-automated high-throughput image data collection routines, coupled with a decline in storage costs and an increase in high-performance computing solutions have led to an exponential surge in data collected by biomedical scientists and medical practitioners. Interpreting this raw data is a challenging task, and nowhere is this more evident than in the field of opthalmology. The sheer speed at which data on cataracts, diabetic retinopathy, glaucoma and other eye disorders are collected, makes it impossible for the human observer to directly monitor subtle, yet critical details.This book is a novel and well-timed endeavor to present, in an amalgamated format, computational image modeling methods as applied to various extrinsic scientific problems in ophthalmology. It is self-contained and presents a highly comprehensive array of image modeling algorithms and methodologies relevant to ophthalmologic problems. The book is the first of its kind, bringing eye imaging and multi-dimensional hyperspectral imaging and data fusion of the human eye, into focus.The editors are at the top of their fields and bring a strong multidisciplinary synergy to this visionary volume. Their “inverted-pyramid” approach in presenting the content, and focus on core applications, will appeal to students and practitioners in the field.

Stochastic Analysis

Stochastic Analysis PDF

Author: Kiyosi Itō

Publisher: North Holland

Published: 1984

Total Pages: 504

ISBN-13:

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Stochastic analysis, a branch of probability theory stemming from the theory of stochastic differential equations, is becoming increasingly important in connection with partial differential equations, non-linear functional analysis, control theory and statistical mechanics.

Proceedings of the International Conference on Stochastic Analysis and Applications

Proceedings of the International Conference on Stochastic Analysis and Applications PDF

Author: Sergio Albeverio

Publisher: Springer Science & Business Media

Published: 2004-07-28

Total Pages: 364

ISBN-13: 9781402024672

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Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject. This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.

Stochastic Flows and Jump-Diffusions

Stochastic Flows and Jump-Diffusions PDF

Author: Hiroshi Kunita

Publisher: Springer

Published: 2019-03-26

Total Pages: 352

ISBN-13: 9811338019

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This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.

Itô’s Stochastic Calculus and Probability Theory

Itô’s Stochastic Calculus and Probability Theory PDF

Author: Nobuyuki Ikeda

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 425

ISBN-13: 4431685324

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Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics. This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here. This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included.

Wolf Prize in Mathematics

Wolf Prize in Mathematics PDF

Author: Shiing-Shen Chern

Publisher: World Scientific

Published: 2000

Total Pages: 780

ISBN-13: 9789810239459

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This invaluable book features bibliographies, important papers, and speeches (for example at international congresses) of Wolf Prize winners. This is the first time that lectures by some Wolf Prize winners have been published together. Since the work of the Wolf laureates covers a wide spectrum, much of the mathematics of the twentieth century comes to life in this book.

Perspectives on Quantization

Perspectives on Quantization PDF

Author: Lewis A. Coburn

Publisher: American Mathematical Soc.

Published: 1998

Total Pages: 210

ISBN-13: 082180684X

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This book presents the proceedings of a 1996 Joint Summer Research Conference sponsored by AMS-IMS-SIAM on "Quantization" held at Mount Holyoke College (Northampton, MA). The purpose of this conference was to bring together researchers focusing on various mathematical aspects of quantization. In the early work of Weyl and von Neumann at the beginning of the quantum era, the setting for this enterprise was operators on Hilbert space. This setting has been expanded, especially over the past decade, to involve C*-algebras - noncommutative differential geometry and noncommutative harmonic analysis - as well as more general algebras and infinite-dimensional manifolds. The applications now include quantum field theory, notable conformal and topological field theories related to quantization of moduli spaces, and constructive quantum field theory of supersymmetric models and condensed matter physics (the fractional quantum Hall effect in particular). The spectrum of research interests which significantly intersects the topic of quantization is unusually broad including, for example, pseudodifferential analysis, the representation theory of Lie groups and algebras (including infinite-dimensional ones), operator algebras and algebraic deformation theory. The papers in this collection originated with talks by the authors at the conference and represent a strong cross-section of the interests described above.

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