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From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô integrals and a brief look at martingale calculus. Modern probability theory and the applications of stochastic processes rely heavily on an understanding of basic measure theory. This text is ideal preparation for graduate-level courses in mathematical finance and perfect for any reader seeking a basic understanding of the mathematics underpinning the various applications of Itô calculus.
This textbook is an introduction to non-standard analysis and to its many applications. Non standard analysis (NSA) is a subject of great research interest both in its own right and as a tool for answering questions in subjects such as functional analysis, probability, mathematical physics and topology. The book arises from a conference held in July 1986 at the University of Hull which was designed to provide both an introduction to the subject through introductory lectures, and surveys of the state of research. The first part of the book is devoted to the introductory lectures and the second part consists of presentations of applications of NSA to dynamical systems, topology, automata and orderings on words, the non- linear Boltzmann equation and integration on non-standard hulls of vector lattices. One of the book's attractions is that a standard notation is used throughout so the underlying theory is easily applied in a number of different settings. Consequently this book will be ideal for graduate students and research mathematicians coming to the subject for the first time and it will provide an attractive and stimulating account of the subject.
This is a simple and concise introduction to probability theory. Self-contained and readily accessible, it is written in an informal tutorial style with concepts and techniques defined and developed as necessary. After an elementary discussion of chance, the central and crucial rules and ideas of probability including independence and conditioning are set out. Examples, demonstrations, and exercises are used throughout to explore the ways in which probability is motivated by, and applied to, real life problems in science, medicine, gaming and other subjects of interest. This book is suitable for students taking introductory courses in probability and will provide a solid foundation for more advanced courses in probability and statistics. It would also be a valuable reference to those needing a working knowledge of probability theory and will appeal to anyone interested in this endlessly fascinating and entertaining subject.
The study of dynamical systems forms a vast and rapidly developing field even when one considers only activity whose methods derive mainly from measure theory and functional analysis. Karl Petersen has written a book which presents the fundamentals of the ergodic theory of point transformations and then several advanced topics which are currently undergoing intense research. By selecting one or more of these topics to focus on, the reader can quickly approach the specialized literature and indeed the frontier of the area of interest. Each of the four basic aspects of ergodic theory - examples, convergence theorems, recurrence properties, and entropy - receives first a basic and then a more advanced, particularized treatment. At the introductory level, the book provides clear and complete discussions of the standard examples, the mean and pointwise ergodic theorems, recurrence, ergodicity, weak mixing, strong mixing, and the fundamentals of entropy. Among the advanced topics are a thorough treatment of maximal functions and their usefulness in ergodic theory, analysis, and probability, an introduction to almost-periodic functions and topological dynamics, a proof of the Jewett-Krieger Theorem, an introduction to multiple recurrence and the Szemeredi-Furstenberg Theorem, and the Keane-Smorodinsky proof of Ornstein's Isomorphism Theorem for Bernoulli shifts. The author's easily-readable style combined with the profusion of exercises and references, summaries, historical remarks, and heuristic discussions make this book useful either as a text for graduate students or self-study, or as a reference work for the initiated.
This text is a basic course in functional analysis for senior undergraduate and beginning postgraduate students. It aims at providing some insight into basic abstract analysis which is now the contextual language of much modern mathematics. Although it is assumed that the student will have familiarity with elementary real and complex analysis and linear algebra and have studied a course in the analysis of metric spaces, a knowledge of integration theory or general topology is not required. The theme of this text concerns structural properties of normed linear spaces in general, especially associated with dual spaces and continuous linear operators on normed linear spaces. But the implications of the general theory are illustrated with a great variety of example spaces.
This textbook is an introduction to the theory of Hilbert space and its applications. The notion of Hilbert space is central in functional analysis and is used in numerous branches of pure and applied mathematics. Dr Young has stressed applications of the theory, particularly to the solution of partial differential equations in mathematical physics and to the approximation of functions in complex analysis. Some basic familiarity with real analysis, linear algebra and metric spaces is assumed, but otherwise the book is self-contained. It is based on courses given at the University of Glasgow and contains numerous examples and exercises (many with solutions). Thus it will make an excellent first course in Hilbert space theory at either undergraduate or graduate level and will also be of interest to electrical engineers and physicists, particularly those involved in control theory and filter design.
Clifford algebras, built up from quadratic spaces, have applications in many areas of mathematics, as natural generalizations of complex numbers and the quaternions. They are famously used in proofs of the Atiyah–Singer index theorem, to provide double covers (spin groups) of the classical groups and to generalize the Hilbert transform. They also have their place in physics, setting the scene for Maxwell's equations in electromagnetic theory, for the spin of elementary particles and for the Dirac equation. This straightforward introduction to Clifford algebras makes the necessary algebraic background - including multilinear algebra, quadratic spaces and finite-dimensional real algebras - easily accessible to research students and final-year undergraduates. The author also introduces many applications in mathematics and physics, equipping the reader with Clifford algebras as a working tool in a variety of contexts.
This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black–Scholes formula for the pricing of derivatives in financial mathematics, the Kalman–Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature.
This introduction to some of the principal models in the theory of disordered systems leads the reader through the basics, to the very edge of contemporary research, with the minimum of technical fuss. Topics covered include random walk, percolation, self-avoiding walk, interacting particle systems, uniform spanning tree, random graphs, as well as the Ising, Potts, and random-cluster models for ferromagnetism, and the Lorentz model for motion in a random medium. Schramm–Löwner evolutions (SLE) arise in various contexts. The choice of topics is strongly motivated by modern applications and focuses on areas that merit further research. Special features include a simple account of Smirnov's proof of Cardy's formula for critical percolation, and a fairly full account of the theory of influence and sharp-thresholds. Accessible to a wide audience of mathematicians and physicists, this book can be used as a graduate course text. Each chapter ends with a range of exercises.
Given a 4-manifold, we build a non-empty ${C}^{1} $-open set of vector fields having a (chain transitive) attractor containing singularities of different indices. Then, we begin the study of the hyperbolic properties of such a robust singular attractor.
We investigate the properties of the global attractor of hyperbolic balance laws on the circle, given by
ut + f(u)x = g(u).
The new tool of sub-attractors is introduced. They contain all solutions on the global attractor up to a given number of zeros. The paper proves finite dimensionality of all sub-attractors, provides a full parametrization of all sub-attractors and derives a system of ordinary differential equations for the embedding parameters that describe the full partial differential equation dynamics on the sub-attractor.
This paper deals with the blow-up of solutions to a class of parabolic problems with time-dependent coefficients under homogeneous Neumann boundary conditions. For one set of problems in this class we show that no global solution can exist. For another we derive lower bounds for the time of blow-up when blow-up occurs.
In this article, we begin by recalling the inversion formula for the convolution with the box spline. The equivariant cohomology and the equivariant $K$-theory with respect to a compact torus $G$ of various spaces associated to a linear action of $G$ in a vector space $M$ can both be described using some vector spaces of distributions, on the dual of the group $G$ or on the dual of its Lie algebra $\mathfrak{g}$. The morphism from $K$-theory to cohomology is analyzed, and multiplication by the Todd class is shown to correspond to the operator (deconvolution) inverting the semi-discrete convolution with a box spline. Finally, the multiplicities of the index of a $G$-transversally elliptic operator on $M$ are determined using the infinitesimal index of the symbol.
We derive the one-dimensional bending–torsion equilibrium model for the junction of straight rods. The starting point is a three-dimensional nonlinear elasticity equilibrium problem written as a minimization problem for a union of thin, rod-like bodies. By taking the limit as the thickness of the three-dimensional rods tends to zero, and by using ideas from the theory of Γ-convergence, we find that the resulting model consists of the union of the usual one-dimensional nonlinear bending–torsion rod models which satisfy the following transmission conditions at the junction point: continuity of displacement and rotation of the cross-sections; balance of contact forces and contact couples.
We prove that the Brauer–Manin obstruction is the only obstruction to the existence of integral points on affine varieties over global fields of positive characteristic $p$. More precisely, we show that the only obstructions come from étale covers of exponent $p$ or, alternatively, from flat covers coming from torsors under connected group schemes of exponent $p$.
We consider the nonlinear elliptic equation driven by the p-Laplacian and with a Carathéodory reaction depending on a parameter λ > 0, looking for positive solutions. We prove two bifurcation-type results. In the first the bifurcation occurs near 0 (for small values of λ > 0) and our setting incorporates problems with the combined effects of concave and convex nonlinearities. In the second, the bifurcation occurs near +∞ (for large values of λ > 0) and our setting incorporates as a special case p-logistic equations with superdiffusive reaction. Our approach is variational, based on minimax methods and truncation techniques.
We use a simple direct and basic method to prove that there is a unique isosceles trapezoid central configuration of the planar Newtonian four-body problem when two pairs of equal masses are located at adjacent vertices of a trapezoid. Such isosceles trapezoid central configurations are an exactly one-dimensional family. Explicit expressions for masses are given in terms of the size of the quadrilateral.
In some recent papers (called -functional calculus) for n-tuples of both bounded and unbounded not-necessarily commuting operators. The -functional calculus is based on the notion of -spectrum, which naturally arises from the definition of the -resolvent operator for n-tuples of operators. The -resolvent operator plays the same role as the usual resolvent operator for the Riesz–Dunford functional calculus, which is associated to a complex operator acting on a Banach space. When one considers commuting operators (bounded or unbounded) there is the possibility of simplifying the computation of the -spectrum. In fact, in this case we can use the F-spectrum, which is easier to compute than the -spectrum. In the case of commuting operators, our functional calculus is based on the -spectrum and will be called -functional calculus. We point out that for a correct definition of the -resolvent operator and of the -resolvent operator in the unbounded case we have to face different extension problems. Another reason for a more detailed study of the -spectrum is that it is related to the -functional calculus which is based on the integral version of the Fueter mapping theorem. This functional calculus is associated to monogenic functions constructed by starting from slice monogenic functions.
We relate the geometric Poisson brackets on the 2-Grassmannian in ℝ4 and on the (2, 2) Möbius sphere. We show that, when written in terms of local moving frames, the geometric Poisson bracket on the Möbius sphere does not restrict to the space of differential invariants of Schwarzian type. But when the concept of conformal natural frame is transported from the conformal sphere into the Grassmannian, and the Poisson bracket is written in terms of the Grassmannian natural frame, it restricts and results in either a decoupled system or a complexly coupled system of Korteweg–de Vries (KdV) equations, depending on the character of the invariants. We also show that the bi-Hamiltonian Grassmannian geometric brackets are equivalent to the non-commutative KdV bi-Hamiltonian structure. Both integrable systems and Hamiltonian structure can be brought back to the conformal sphere.
We combine the sub- and supersolution method and perturbation arguments to obtain positive solutions of singular quasi-monotone (p, q)-Laplacian systems.