Описание: Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method diverge for these SDEs in finite time.This article develops a general theory based on rare events for studying integrability properties such as moment bounds for discrete-time stochastic processes. Using this approach, the authors establish moment bounds for fully and partially drift-implicit Euler methods and for a class of new explicit approximation methods which require only a few more arithmetical operations than the Euler-Maruyama method. These moment bounds are then used to prove strong convergence of the proposed schemes. Finally, the authors illustrate their results for several SDEs from finance, physics, biology and chemistry.
Автор: Xianzhe Dai; Xiaochun Rong Название: Metric and Differential Geometry ISBN: 3034807538 ISBN-13(EAN): 9783034807531 Издательство: Springer Рейтинг: Цена: 16169 р. Наличие на складе: Поставка под заказ.
Описание: The various contributions to this volume cover a broad range of topics in metric and differential geometry, including metric spaces, Ricci flow, Einstein manifolds, Kahler geometry, index theory, hypoelliptic Laplacian and analytic torsion.
Автор: Heinonen Juha Название: Lectures on Analysis on Metric Spaces ISBN: 0387951040 ISBN-13(EAN): 9780387951041 Издательство: Springer Рейтинг: Цена: 8084 р. Наличие на складе: Поставка под заказ.
Описание: Analysis in spaces with no a priori smooth structure has progressed to include concepts from the first order calculus. In particular, there have been important advances in understanding the infinitesimal versus global behavior of Lipschitz functions and quasiconformal mappings in rather general settings; abstract Sobolev space theories have been instrumental in this development. The purpose of this book is to communicate some of the recent work in the area while preparing the reader to study more substantial, related articles. The material can be roughly divided into three different types: classical, standard but sometimes with a new twist, and recent. The author first studies basic covering theorems and their applications to analysis in metric measure spaces. This is followed by a discussion on Sobolev spaces emphasizing principles that are valid in larger contexts. The last few sections of the book present a basic theory of quasisymmetric maps between metric spaces. Much of the material is relatively recent and appears for the first time in book format. There are plenty of exercises. The book is well suited for self-study, or as a text in a graduate course or seminar. The material is relevant to anyone who is interested in analysis and geometry in nonsmooth settings.
Автор: Sutherland, Wilson A Название: Introduction to Metric and Topological Spaces ISBN: 0199563071 ISBN-13(EAN): 9780199563074 Издательство: Oxford Academ Рейтинг: Цена: 10408 р. Наличие на складе: Поставка под заказ.
Описание: This fully updated new edition of Wilson Sutherland's classic text, Introduction to Metric and Topological Spaces, establishes the language of metric and topological spaces with continuity as the motivating concept, before developing its discussion to cover compactness, connectedness, and completeness.
Автор: Sutherland, Wilson A Название: Introduction to Metric and Topological Spaces ISBN: 019956308X ISBN-13(EAN): 9780199563081 Издательство: Oxford Academ Рейтинг: Цена: 3696 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This fully updated new edition of Wilson Sutherland's classic text, Introduction to Metric and Topological Spaces, establishes the language of metric and topological spaces with continuity as the motivating concept, before developing its discussion to cover compactness, connectedness, and completeness.
Автор: Heinonen Название: Sobolev Spaces on Metric Measure Spaces ISBN: 1107092345 ISBN-13(EAN): 9781107092341 Издательство: Cambridge Academ Рейтинг: Цена: 13283 р. Наличие на складе: Поставка под заказ.
Описание: Analysis on metric spaces emerged in the 1990s as an independent research field providing a unified treatment of first-order analysis in diverse and potentially nonsmooth settings. Based on the fundamental concept of upper gradient, the notion of a Sobolev function was formulated in the setting of metric measure spaces supporting a Poincare inequality. This coherent treatment from first principles is an ideal introduction to the subject for graduate students and a useful reference for experts. It presents the foundations of the theory of such first-order Sobolev spaces, then explores geometric implications of the critical Poincare inequality, and indicates numerous examples of spaces satisfying this axiom. A distinguishing feature of the book is its focus on vector-valued Sobolev spaces. The final chapters include proofs of several landmark theorems, including Cheeger's stability theorem for Poincare inequalities under Gromov–Hausdorff convergence, and the Keith–Zhong self-improvement theorem for Poincare inequalities.
Автор: Ambrosio Luigi, Serra Cassano Francesco Название: Lectures on analysis in metric spaces ISBN: 8876422552 ISBN-13(EAN): 9788876422553 Издательство: Springer Рейтинг: Цена: 1733 р. Наличие на складе: Поставка под заказ.
Автор: ? Searc?id Название: Metric Spaces ISBN: 1846283698 ISBN-13(EAN): 9781846283697 Издательство: Springer Рейтинг: Цена: 4037 р. Наличие на складе: Поставка под заказ.
Описание: The abstract concepts of metric spaces are often perceived as difficult. This book offers a unique approach to the subject which gives readers the advantage of a new perspective on ideas familiar from the analysis of a real line. Rather than passing quickly from the definition of a metric to the more abstract concepts of convergence and continuity, the author takes the concrete notion of distance as far as possible, illustrating the text with examples and naturally arising questions. Attention to detail at this stage is designed to prepare the reader to understand the more abstract ideas with relative ease.The book is designed for third- and fourth-year undergraduates and beginning graduates. Readers should have some practical knowledge of differential and integral calculus and have completed a first course in real analysis. With its many examples, careful illustrations, and full solutions to selected exercises, this book provides a gentle introduction that is ideal for self-study and an excellent preparation for applications.
Автор: Hadzic O., Pap E. Название: Fixed Point Theory in Probabilistic Metric Spaces ISBN: 1402001290 ISBN-13(EAN): 9781402001291 Издательство: Springer Рейтинг: Цена: 10971 р. Наличие на складе: Поставка под заказ.
Описание: Fixed point theory in probabilistic metric spaces can be considered as a part of Probabilistic Analysis, which is a very dynamic area of mathematical research. A primary aim of this monograph is to stimulate interest among scientists and students in this fascinating field. The text is self-contained for a reader with a modest knowledge of the metric fixed point theory. Several themes run through this book. The first is the theory of triangular norms (t-norms), which is closely related to fixed point theory in probabilistic metric spaces. Its recent development has had a strong influence upon the fixed point theory in probabilistic metric spaces. In Chapter 1 some basic properties of t-norms are presented and several special classes of t-norms are investigated. Chapter 2 is an overview of some basic definitions and examples from the theory of probabilistic metric spaces. Chapters 3, 4, and 5 deal with some single-valued and multi-valued probabilistic versions of the Banach contraction principle. In Chapter 6, some basic results in locally convex topological vector spaces are used and applied to fixed point theory in vector spaces. Audience: The book will be of value to graduate students, researchers, and applied mathematicians working in nonlinear analysis and probabilistic metric spaces.
Автор: Shirali Название: Metric Spaces ISBN: 1852339225 ISBN-13(EAN): 9781852339227 Издательство: Springer Рейтинг: Цена: 4614 р. Наличие на складе: Поставка под заказ.
Описание: Provides an introduction to metric space theory. This book covers the topology of metric spaces, continuity, connectedness, compactness and product spaces, and the Tietze-Urysohn extension theorem, Picard`s theorem on ordinary differential equations, and the set of discontinuities of the pointwise limit of a sequence of continuous functions.
Автор: Alexander Zaslavski Название: Optimization on Metric and Normed Spaces ISBN: 0387886206 ISBN-13(EAN): 9780387886206 Издательство: Springer Рейтинг: Цена: 19056 р. Наличие на складе: Поставка под заказ.
Описание: Covering recent work on Banach and complete metric spaces, this book uses the Baire approach and considers approximate solutions. It presents new results including penalty methods in constrained optimization and extant solutions in parametric optimization.
Описание: Presents up-to-date Banach space results. Features an extensive bibliography for outside reading. Provides detailed exercises that elucidate more introductory material.
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