80 research outputs found
Stationary conjugation of flows for parabolic SPDEs with multiplicative noise and some applications
No full textBook reviews: René L. Schilling; "Wahrscheinlichkeit - Eine Einführung für Bachelor-Studenten". De Gruyter Studium, Walter de Gruyter GmbH, Berlin/Boston 2017, x+232 p., ISBN: 978-3-11-035065-4. Language: German; translated title: Probability – An Introduction for Bachelor Students.
No full textProfessor René L. Schilling from the Technical University in Dresden (Germany) is a well{known expert in the fifield of stochastic processes. This book continues the course of the author about measure and integration theory (Ma und Integral, published in 2015 with De Gruyter, Berlin). It is addressed to students of mathematics, natural sciences (especially physics), economics, and engineering, but also to any re- searcher interested in the field of probability theory and its applications
René L. Schilling, Mass und Integral - Eine Einführung für Bachelor-Studenten, x+172 pp, Walter de Gruyter, Berlin/Bsoton, 2015, ISBN: 978-3-11-034814-9/pbk; eISBN(PDF): 978-3-11-035064-7; eISBN(EPUB): 978-3-11-038332-
No full textThis is a text of a course on measure theory and integration for students in mathematics and physics. The main goal of the book is to present the basic properties of the Lebesgue measure and integral needed in higher analysis, probability theory and mathematical physics
Can Art Save the World? "The Nature of the Game" by Francis Alys might
No full textThe author received no financial support for the research, authorship, and/or publication of this article
Book reviews: Vidyadhar S. Mandrekar; Weak convergence of stochastic processes. With applica- tions to statistical limit theorems, De Gruyter Graduate, De Gruyter, Berlin 2016, vi+141 p., ISBN: 978-3-11-047542-5/pbk; 978-3-11-047631-6/ebook).
No full textThe book is devoted to a detailed study of weak convergence in probability theory with applications to Brownian motion, inference in statistics and convergence in martingale theory
A special evolution equation used in the analysis of the stochastic Navier-stokes equation
No full textDieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG geförderten) Allianz- bzw. Nationallizenz frei zugänglich.This publication is with permission of the rights owner freely accessible due to an Alliance licence and a national licence (funded by the DFG, German Research Foundation) respectively.We investigate a stochastic evolution equation of a special type. We use it to develop a linear approximation method for the solution of an equation of Navier-Stokes type
Critical point result of Schechter type in a Banach space
No full textUsing Ekeland's variational principle we give a critical point theorem of Schechter type for extrema on a sublevel set in a Banach space. This result can be applied to localize the solutions of PDEs which contain nonlinear homogeneous operators
Moderate Deviations for a Stochastic Schrödinger Equation with Linear Drift
No full textModerate deviation principle is achieved by the weak convergence approach for a stochastic Schrödinger type equation with linear drift term and noise driven by a -Wiener process. The central limit theorem is also shown for the equation to further analyze its asymptotic behavior
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