0
Your cart

Your cart is empty

Browse All Departments
  • All Departments
Price
  • R1,000 - R2,500 (3)
  • -
Status
Brand

Showing 1 - 3 of 3 matches in All Departments

A Course on Rough Paths - With an Introduction to Regularity Structures (Paperback, 2nd ed. 2020): Peter K. Friz, Martin Hairer A Course on Rough Paths - With an Introduction to Regularity Structures (Paperback, 2nd ed. 2020)
Peter K. Friz, Martin Hairer
R1,376 Discovery Miles 13 760 Ships in 7 - 11 work days

With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations. Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property. Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Ito-integration against Brownian motion required for most of the text. From the reviews of the first edition: "Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews "It is easy to base a graduate course on rough paths on this ... A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH

Singular Random Dynamics - Cetraro, Italy 2016 (Paperback, 1st ed. 2019): Massimiliano Gubinelli, Panagiotis E. Souganidis,... Singular Random Dynamics - Cetraro, Italy 2016 (Paperback, 1st ed. 2019)
Massimiliano Gubinelli, Panagiotis E. Souganidis, Nikolay Tzvetkov; Edited by Franco Flandoli, Massimiliano Gubinelli, …
R1,263 Discovery Miles 12 630 Ships in 7 - 11 work days

Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations. This subject has recently attracted a great deal of attention, partly as a consequence of Martin Hairer's contributions and in particular his creation of a theory of regularity structures for SPDEs, for which he was awarded the Fields Medal in 2014. The text comprises three lectures covering: the theory of stochastic Hamilton-Jacobi equations, one of the most intriguing and rich new chapters of this subject; singular SPDEs, which are at the cutting edge of innovation in the field following the breakthroughs of regularity structures and related theories, with the KPZ equation as a central example; and the study of dispersive equations with random initial conditions, which gives new insights into classical problems and at the same time provides a surprising parallel to the theory of singular SPDEs, viewed from many different perspectives. These notes are aimed at graduate students and researchers who want to familiarize themselves with this new field, which lies at the interface between analysis and probability.

A Course on Rough Paths - With an Introduction to Regularity Structures (Paperback, 2014 ed.): Peter K. Friz, Martin Hairer A Course on Rough Paths - With an Introduction to Regularity Structures (Paperback, 2014 ed.)
Peter K. Friz, Martin Hairer
R2,386 Discovery Miles 23 860 Out of stock

Lyons' rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook presents the first thorough and easily accessible introduction to rough path analysis. When applied to stochastic systems, rough path analysis provides a means to construct a pathwise solution theory which, in many respects, behaves much like the theory of deterministic differential equations and provides a clean break between analytical and probabilistic arguments. It provides a toolbox allowing to recover many classical results without using specific probabilistic properties such as predictability or the martingale property. The study of stochastic PDEs has recently led to a significant extension - the theory of regularity structures - and the last parts of this book are devoted to a gentle introduction. Most of this course is written as an essentially self-contained textbook, with an emphasis on ideas and short arguments, rather than pushing for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis courses and has some interest in stochastic analysis. For a large part of the text, little more than Ito integration against Brownian motion is required as background.

Free Delivery
Pinterest Twitter Facebook Google+
You may like...
Loot
Nadine Gordimer Paperback  (2)
R180 R144 Discovery Miles 1 440
Medice Instant Ice Pack
R12 Discovery Miles 120
Generic Backpack (Black/Yellow)
 (2)
R449 R299 Discovery Miles 2 990
AVENT Ultra Soft Soother (Birth - 6…
R209 R169 Discovery Miles 1 690
ZA Flower Stud Sterling Silver Earrings
R439 R299 Discovery Miles 2 990
Disney Princess 12-Film Collection
DVD R1,299 R699 Discovery Miles 6 990
Microwave Egg Poacher (Yellow)
 (1)
R81 Discovery Miles 810
Johnson's Even Complexion Night Cream…
R39 Discovery Miles 390
Not available
Polaroid Round Full Touch Fitness Watch
 (2)
R1,050 R915 Discovery Miles 9 150

 

Partners