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Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs, Juha Ylinen, Stefan Geiss


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Автор: Juha Ylinen, Stefan Geiss
Название:  Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
ISBN: 9781470449353
Издательство: Mare Nostrum (Eurospan)
Классификация:
ISBN-10: 1470449358
Обложка/Формат: Paperback
Вес: 0.23 кг.
Дата издания: 30.03.2022
Серия: Memoirs of the american mathematical society
Язык: English
Размер: 182 x 257 x 24
Ключевые слова: Calculus & mathematical analysis
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Поставляется из: Англии
Описание: We introduce a decoupling method on the Wiener space to define a wide class of anisotropic Besov spaces. The decoupling method is based on a general distributional approach and not restricted to the Wiener space.The class of Besov spaces we introduce contains the traditional isotropic Besov spaces obtained by the real interpolation method, but also new spaces that are designed to investigate backwards stochastic differential equations (BSDEs). As examples we discuss the Besov regularity (in the sense of our spaces) of forward diffusions and local times. It is shown that among our newly introduced Besov spaces there are spaces that characterize quantitative properties of directional derivatives in the Malliavin sense without computing or accessing these Malliavin derivatives explicitly.Regarding BSDEs, we deduce regularity properties of the solution processes from the Besov regularityof the initial data, in particular upper bounds for their Lp-variation, where the generator might be of quadratic type and where no structural assumptions, for example in terms of aforward diffusion, are assumed. As an example we treat sub-quadratic BSDEs with unbounded terminal conditions.Among other tools, we use methods from harmonic analysis. As a by-product, we improve the asymptotic behaviour of the multiplicative constant in a generalized Fefferman inequality and verify the optimality of the bound we established.
Дополнительное описание: Calculus and mathematical analysis



Fourier restriction, decoupling, and applications

Автор: Demeter, Ciprian (indiana University, Bloomington)
Название: Fourier restriction, decoupling, and applications
ISBN: 1108499708 ISBN-13(EAN): 9781108499705
Издательство: Cambridge Academ
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Цена: 9029.00 р.
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Описание: Recent years have seen a flurry of advances in Fourier restriction theory, with significant applications in number theory, PDEs and geometric analysis. This timely text for specialists and graduate students in analysis, written by a leader in the field, brings the reader to the forefront of these exciting developments.

Theory of besov spaces

Автор: Sawano, Yoshihiro
Название: Theory of besov spaces
ISBN: 9811308357 ISBN-13(EAN): 9789811308352
Издательство: Springer
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Цена: 18167.00 р.
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Описание: This is a self-contained textbook of the theory of Besov spaces and Triebel-Lizorkin spaces oriented toward applications to partial differential equations and problems of harmonic analysis.

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

Автор: Samuel N. Cohen; Istv?n Gy?ngy; Gon?alo dos Reis;
Название: Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
ISBN: 3030222845 ISBN-13(EAN): 9783030222840
Издательство: Springer
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Цена: 23757.00 р.
Наличие на складе: Нет в наличии.

Описание: This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics.This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.

Wiener Chaos: Moments, Cumulants and Diagrams

Автор: Giovanni Peccati; Murad Taqqu
Название: Wiener Chaos: Moments, Cumulants and Diagrams
ISBN: 8847056047 ISBN-13(EAN): 9788847056046
Издательство: Springer
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Цена: 13974.00 р.
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Описание: The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line.This book is concerned with combinatorial structures arising from the studyof chaotic random variables related to infinitely divisible random measures.

Dynamic Decoupling of Robot Manipulators

Автор: Vigen Arakelian
Название: Dynamic Decoupling of Robot Manipulators
ISBN: 3030089738 ISBN-13(EAN): 9783030089733
Издательство: Springer
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Цена: 18167.00 р.
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Описание: This book presents the latest results in the field of dynamic decoupling of robot manipulators obtained in France, Russia, China and Austria.Manipulator dynamics can be highly coupled and nonlinear. The complicated dynamics result from varying inertia, interactions between the different joints, and nonlinear forces such as Coriolis and centrifugal forces. The dynamic decoupling of robot manipulators allows one to obtain a linear system, i.e. single-input and single output system with constant parameters. This simplifies the optimal control and accumulation of energy in manipulators. There are two ways to create the dynamically decoupled manipulators: via optimal mechanical design or control.This work emphasises mechatronic solutions. These will certainly improve the known design concepts permitting the dynamic decoupling of serial manipulators with a relatively small increase in total mass of the moving links taking into account the changing payload. For the first time such an approach has been applied on serial manipulators. Also of great interest is the dynamic decoupling control of parallel manipulators. Firstly, the dynamic model of redundant multi-axial vibration table with load has been established, and, secondly, its dynamic coupling characteristics have been analyzed. The discussed methods and applications of dynamic decoupling of robot manipulators are illustrated via CAD simulations and experimental tests.

Dynamic Decoupling of Robot Manipulators

Автор: Arakelian
Название: Dynamic Decoupling of Robot Manipulators
ISBN: 3319743627 ISBN-13(EAN): 9783319743622
Издательство: Springer
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Цена: 18167.00 р.
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Описание: This book presents the latest results in the field of dynamic decoupling of robot manipulators obtained in France, Russia, China and Austria. Manipulator dynamics can be highly coupled and nonlinear.

The Fourier Integral and Certain of its Applications

Автор: Wiener, Norbert
Название: The Fourier Integral and Certain of its Applications
ISBN: 0521358841 ISBN-13(EAN): 9780521358842
Издательство: Cambridge Academ
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Цена: 6019.00 р.
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Описание: The book was written from lectures given at the University of Cambridge and maintains throughout a high level of rigour whilst remaining a highly readable and lucid account. Topics covered include the Planchard theory of the existence of Fourier transforms of a function of L2 and Tauberian theorems.

Transformation of Measure on Wiener Space

Автор: A.S?leyman ?st?nel; Moshe Zakai
Название: Transformation of Measure on Wiener Space
ISBN: 3540664556 ISBN-13(EAN): 9783540664550
Издательство: Springer
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Цена: 13275.00 р.
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Описание: This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and researchers that can be used for courses and seminars.

Transformation of Measure on Wiener Space

Автор: A.S?leyman ?st?nel; Moshe Zakai
Название: Transformation of Measure on Wiener Space
ISBN: 3642085725 ISBN-13(EAN): 9783642085727
Издательство: Springer
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Цена: 13275.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific origins and combine these successfully, creating a text aimed at graduate students and researchers that can be used for courses and seminars.


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