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Stochastic Model

Buch | Hardcover

304 Seiten

1993
CRC Press (Verlag)
978-0-582-08656-2 (ISBN)

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Part of the "Pitman Research Notes in Mathematics" series, this text consists of two sections, the first contains discussions of limiting behaviour for certain stochastic models, the second relates to analysis on fractals, including constructions of diffusion processes on fractals. Amongst the areas covered are the support of Wiener functionals, Hausdorff dimension of nonlinear Cantor sets and homogenization of reflecting barrier Brownian motions. The companion volume to this title, "Asymptomatic Problems in probability Theory: Wiener Functionals and Asymptomatics" is divided into a "theoretical" section on properties of Wiener functionals, including K. Ito's new approach to analysis on Wiener space, and a section on asymptomatics, especially large deviation results and asymptomatics in an infinite dimensional setting. The latter includes applications to specific examples such as Schrodinger operators and stochastic wave equations.

Limits for stochastic models: stochastic and quantum mechanical scattering on hyperbolic spaces, E.A. Carlen and K.D. Elsworthy; intermittency and phase transitions from some particle systems in random media, R. Carmona and S.A. Molchanov; predator-prey systems, R. Durrett; homogenization of reflecting barrier Brownian motions, H. Osada; nonlinear diffusion limit for a system with nearest neighbour interactions-II, S.R.S. Varadhan. Part 2 Analysis on fractals: random walks, electrical resistance, and nested fractals, M.R. Barlow; Hausdorff dimension of nonlinear Cantor sets, K. Handa; self-avoiding process on the Sierpinski gasket, K. Hatton; harmonic metric and Dirichlet form on the Sierpinski gasket, J. Kigami; construction and some properties of a class of non-symmetric diffusion processes on the Sierpinski gasket, T. Kumagai; Brownian motion penetrating the Sierpinski gasket, T. Lindstrom; the eigenvalue problem for the Laplacian on the Sierpinski gasket, T. Shima.

Erscheint lt. Verlag	22.2.1993
Zusatzinfo	d.
Verlagsort	London
Sprache	englisch
Gewicht	522 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Geometrie / Topologie
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-582-08656-6 / 0582086566
ISBN-13	978-0-582-08656-2 / 9780582086562
Zustand	Neuware