Nonstandard Methods in Stochastic Analysis and Mathematical Physics

Nonstandard Methods in Stochastic Analysis and Mathematical Physics
Author: Sergio Albeverio
Publisher: Courier Dover Publications
Total Pages: 529
Release: 2009-02-26
Genre: Mathematics
ISBN: 0486468992

Two-part treatment begins with a self-contained introduction to the subject, followed by applications to stochastic analysis and mathematical physics. "A welcome addition." — Bulletin of the American Mathematical Society. 1986 edition.

Stochastic Calculus with Infinitesimals

Stochastic Calculus with Infinitesimals
Author: Frederik S. Herzberg
Publisher: Springer
Total Pages: 125
Release: 2012-11-06
Genre: Mathematics
ISBN: 3642331491

Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.

Radically Elementary Probability Theory

Radically Elementary Probability Theory
Author: Edward Nelson
Publisher: Princeton University Press
Total Pages: 112
Release: 1987
Genre: Mathematics
ISBN: 9780691084749

Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.

Nonstandard Analysis

Nonstandard Analysis
Author: Leif O. Arkeryd
Publisher: Springer Science & Business Media
Total Pages: 392
Release: 1997-04-30
Genre: Mathematics
ISBN: 9780792345862

1 More than thirty years after its discovery by Abraham Robinson , the ideas and techniques of Nonstandard Analysis (NSA) are being applied across the whole mathematical spectrum,as well as constituting an im portant field of research in their own right. The current methods of NSA now greatly extend Robinson's original work with infinitesimals. However, while the range of applications is broad, certain fundamental themes re cur. The nonstandard framework allows many informal ideas (that could loosely be described as idealisation) to be made precise and tractable. For example, the real line can (in this framework) be treated simultaneously as both a continuum and a discrete set of points; and a similar dual ap proach can be used to link the notions infinite and finite, rough and smooth. This has provided some powerful tools for the research mathematician - for example Loeb measure spaces in stochastic analysis and its applications, and nonstandard hulls in Banach spaces. The achievements of NSA can be summarised under the headings (i) explanation - giving fresh insight or new approaches to established theories; (ii) discovery - leading to new results in many fields; (iii) invention - providing new, rich structures that are useful in modelling and representation, as well as being of interest in their own right. The aim of the present volume is to make the power and range of appli cability of NSA more widely known and available to research mathemati cians.

Nonstandard Analysis and Its Applications

Nonstandard Analysis and Its Applications
Author: Nigel Cutland
Publisher: Cambridge University Press
Total Pages: 365
Release: 1988-09-30
Genre: Mathematics
ISBN: 052135109X

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.

Non-standard Analysis

Non-standard Analysis
Author: Abraham Robinson
Publisher: Princeton University Press
Total Pages: 315
Release: 2016-08-11
Genre: Mathematics
ISBN: 1400884225

Considered by many to be Abraham Robinson's magnum opus, this book offers an explanation of the development and applications of non-standard analysis by the mathematician who founded the subject. Non-standard analysis grew out of Robinson's attempt to resolve the contradictions posed by infinitesimals within calculus. He introduced this new subject in a seminar at Princeton in 1960, and it remains as controversial today as it was then. This paperback reprint of the 1974 revised edition is indispensable reading for anyone interested in non-standard analysis. It treats in rich detail many areas of application, including topology, functions of a real variable, functions of a complex variable, and normed linear spaces, together with problems of boundary layer flow of viscous fluids and rederivations of Saint-Venant's hypothesis concerning the distribution of stresses in an elastic body.

Stochastic Analysis and Mathematical Physics (SAMP/ANESTOC 2002)

Stochastic Analysis and Mathematical Physics (SAMP/ANESTOC 2002)
Author: Richard Phillips Feynman
Publisher: World Scientific
Total Pages: 320
Release: 2004
Genre: Mathematics
ISBN: 9789812702364

The book collects a series of papers centered on two main streams: Feynman path integral approach to Quantum Mechanics and statistical mechanics of quantum open systems. Key authors discuss the state-of-the-art within their fields of expertise. In addition, the volume includes a number of contributed papers with new results, which have been thoroughly refereed. The contributions in this volume highlight emergent research in the area of stochastic analysis and mathematical physics, focusing, in particular on Feynman functional integral approach and, on the other hand, in quantum probability. The book is addressed to an audience of mathematical physicists, as well as specialists in probability theory, stochastic analysis and operator algebras. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences."

Contemporary Stochastic Analysis - Proceedings Of The Conference

Contemporary Stochastic Analysis - Proceedings Of The Conference
Author: Ekhaguere G O S
Publisher: #N/A
Total Pages: 160
Release: 1991-06-28
Genre:
ISBN: 981455605X

The following topical subjects were discussed: quantum stochastic calculus; unbounded quantum dynamical system; the principles of nonstandard analysis that are fundamental to an understanding of a modern approach to stochastic analysis on fractals; Brownian motion on nested fractals; stable processes; stochastic modelling of sexually transmitted diseases.