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In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) lar...
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Dynamical systems that are amenable to formulation in terms of a Hamiltonian function or operator encompass a vast swath of fundamental cases in applied mathematics and physics. This carefully edited volume represents work carried out during the special program on Hamiltonian Systems at MSRI in the Fall of 2018. Topics covered include KAM theory, polygonal billiards, Arnold diffusion, quantum hydrodynamics, viscosity solutions of the Hamilton–Jacobi equation, surfaces of locally minimal flux, Denjoy subsystems and horseshoes, and relations to symplectic topology.
Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions and martingales) to the nonlinear case of tug-of-war games and their related partial differential equations, this unique book collects several results in this direction and puts them in an elementary perspective in a lucid and self-contained fashion.
This volume contains more than sixty invited papers of international wellknown scientists in the fields where Alain Bensoussan's contributions have been particularly important: filtering and control of stochastic systems, variationnal problems, applications to economy and finance, numerical analysis... In particular, the extended texts of the lectures of Professors Jens Frehse, Hitashi Ishii, Jacques-Louis Lions, Sanjoy Mitter, Umberto Mosco, Bernt Oksendal, George Papanicolaou, A. Shiryaev, given in the Conference held in Paris on December 4th, 2000 in honor of Professor Alain Bensoussan are included.
A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advan...
This book gives an extensive survey of many important topics in the theory of Hamilton–Jacobi equations with particular emphasis on modern approaches and viewpoints. Firstly, the basic well-posedness theory of viscosity solutions for first-order Hamilton–Jacobi equations is covered. Then, the homogenization theory, a very active research topic since the late 1980s but not covered in any standard textbook, is discussed in depth. Afterwards, dynamical properties of solutions, the Aubry–Mather theory, and weak Kolmogorov–Arnold–Moser (KAM) theory are studied. Both dynamical and PDE approaches are introduced to investigate these theories. Connections between homogenization, dynamical aspects, and the optimal rate of convergence in homogenization theory are given as well. The book is self-contained and is useful for a course or for references. It can also serve as a gentle introductory reference to the homogenization theory.
The volume contains 46 papers presented at the Seventh Symposium in Tokyo. They represent the most recent research activity in Japan, Russia, Ukraina, Lithuania, Georgia and some other countries on diverse topics of the traditionally strong fields in these countries — probability theory and mathematical statistics.
This volume contains 110 representative works on hydrocephalus which are collected from 26 listed journals and books in the field of neuroscience published in 1986. We express our sincere thanks to all authors, listed publishers and editorial boards for their cooperation and permission on this publication. It isour pleasure if this book willprovide you with an up-to-date review of the works on hydrocephalus. The editors ACKNOWLEDGMENT Greatful acknowledgments for permission to reproduce copyright material are made to the editors and the publishers listed below: . Acta Cytologica: The International Academy of Cytology Acta Neurochirurgica: Springer-Verlag Acta Neurochirurgica: Springer-Verlag...
Nonlinear Partial Differential Equations in Applied Science