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Surface Area. (AM-35), Volume 35
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ISBN: 140088232X Year: 2016 Publisher: Princeton, NJ : Princeton University Press,

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The description for this book, Surface Area. (AM-35), Volume 35, will be forthcoming.

Keywords

Surfaces. --- Absolute continuity. --- Addition. --- Admissible set. --- Arc length. --- Axiom. --- Axiomatic system. --- Bearing (navigation). --- Bounded variation. --- Calculus of variations. --- Circumference. --- Compact space. --- Complex analysis. --- Concentric. --- Connected space. --- Continuous function (set theory). --- Continuous function. --- Corollary. --- Countable set. --- Covering set. --- Curve. --- Derivative. --- Diameter. --- Differentiable function. --- Differential geometry. --- Direct proof. --- Dirichlet integral. --- Disjoint sets. --- Empty set. --- Equation. --- Equicontinuity. --- Existence theorem. --- Existential quantification. --- Function (mathematics). --- Functional analysis. --- Geometry. --- Hausdorff measure. --- Homeomorphism. --- Homotopy. --- Infimum and supremum. --- Integral geometry. --- Intersection number (graph theory). --- Interval (mathematics). --- Iterative method. --- Jacobian. --- Lebesgue integration. --- Lebesgue measure. --- Limit (mathematics). --- Limit point. --- Limit superior and limit inferior. --- Linearity. --- Line–line intersection. --- Locally compact space. --- Mathematician. --- Mathematics. --- Measure (mathematics). --- Metric space. --- Morphism. --- Natural number. --- Nonparametric statistics. --- Orientability. --- Parameter. --- Parametric equation. --- Parametric surface. --- Partial derivative. --- Potential theory. --- Radon–Nikodym theorem. --- Representation theorem. --- Representation theory. --- Right angle. --- Semi-continuity. --- Set function. --- Set theory. --- Sign (mathematics). --- Smoothness. --- Space-filling curve. --- Subset. --- Summation. --- Surface area. --- Tangent space. --- Theorem. --- Topological space. --- Topology. --- Total order. --- Total variation. --- Uniform convergence. --- Unit square.


Book
Generalized Feynman Amplitudes. (AM-62), Volume 62
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ISBN: 1400881862 Year: 2016 Publisher: Princeton, NJ : Princeton University Press,

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This book contains a valuable discussion of renormalization through the addition of counterterms to the Lagrangian, giving the first complete proof of the cancellation of all divergences in an arbitrary interaction. The author also introduces a new method of renormalizing an arbitrary Feynman amplitude, a method that is simpler than previous approaches and can be used to study the renormalized perturbation series in quantum field theory.

Keywords

Mathematical physics. --- Quantum field theory. --- Addition. --- Adjoint. --- Amplitude. --- Analytic continuation. --- Analytic function. --- Antiparticle. --- C-number. --- Calculation. --- Change of variables. --- Classical electromagnetism. --- Coefficient. --- Commutative property. --- Compact space. --- Complex analysis. --- Complex number. --- Connectivity (graph theory). --- Constant term. --- Convolution. --- Derivative. --- Diagram (category theory). --- Differentiable function. --- Distribution (mathematics). --- Equation. --- Estimation. --- Explicit formulae (L-function). --- Fermion. --- Fock space. --- Formal power series. --- Fourier transform. --- Free field. --- Gauge theory. --- Graph theory. --- Hilbert space. --- Incidence matrix. --- Interaction picture. --- Invertible matrix. --- Irreducibility (mathematics). --- Isolated singularity. --- Lagrangian (field theory). --- Laurent series. --- Mathematical induction. --- Mathematics. --- Momentum. --- Monomial. --- Multiple integral. --- National Science Foundation. --- Notation. --- Parameter. --- Path integral formulation. --- Permutation. --- Polynomial. --- Power series. --- Probability. --- Propagator. --- Quadratic form. --- Quantity. --- Remainder. --- Renormalization. --- Requirement. --- S-matrix. --- Scattering amplitude. --- Scientific notation. --- Second quantization. --- Several complex variables. --- Simple extension. --- Special case. --- Subset. --- Subtraction. --- Suggestion. --- Summation. --- Taylor series. --- Tensor product. --- Theorem. --- Theory. --- Topological space. --- Translational symmetry. --- Tree (data structure). --- Uniform convergence. --- Vacuum expectation value. --- Vacuum state. --- Vacuum. --- Variable (mathematics). --- Vector field. --- Vector potential. --- Wick's theorem. --- Z0.


Book
Elementary Differential Topology. (AM-54), Volume 54
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ISBN: 1400882656 Year: 2016 Publisher: Princeton, NJ : Princeton University Press,

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The description for this book, Elementary Differential Topology. (AM-54), Volume 54, will be forthcoming.

Keywords

Differential topology. --- Addition. --- Affine transformation. --- Algebraic topology. --- Analytic manifold. --- Approximation. --- Barycentric coordinate system. --- Barycentric subdivision. --- Basis (linear algebra). --- Brouwer fixed-point theorem. --- CR manifold. --- Centroid. --- Chain rule. --- Closed set. --- Combinatorics. --- Compact space. --- Conjecture. --- Continuous function. --- Convex set. --- Coordinate system. --- Corollary. --- Degeneracy (mathematics). --- Diameter. --- Diffeomorphism. --- Differentiable function. --- Differentiable manifold. --- Dimension (vector space). --- Dimension theory (algebra). --- Dimension theory. --- Disjoint sets. --- Elementary proof. --- Empty set. --- Equation. --- Euclidean space. --- Existential quantification. --- Function composition. --- Fundamental theorem. --- General topology. --- Geometry. --- Grassmannian. --- Homeomorphism. --- Homotopy. --- Hyperplane. --- Identity matrix. --- Inclusion map. --- Integer. --- Intersection (set theory). --- Invariance of domain. --- Jacobian matrix and determinant. --- Line segment. --- Linear algebra. --- Linear equation. --- Linear map. --- Locally compact space. --- Manifold. --- Mathematical induction. --- Matrix multiplication. --- Metrization theorem. --- Natural number. --- Number theory. --- Open set. --- Partial derivative. --- Partition of unity. --- Polyhedron. --- Polytope. --- Regular homotopy. --- Remainder. --- Scientific notation. --- Secant. --- Similarity (geometry). --- Simplex. --- Simplicial complex. --- Smoothness. --- Special case. --- Submanifold. --- Subset. --- Tangent bundle. --- Tangent vector. --- Theorem. --- Thickness (graph theory). --- Topological manifold. --- Topology. --- Trigonometric functions. --- Unit cube. --- Word problem (mathematics).

Strong rigidity of locally symmetric spaces
Author:
ISBN: 0691081360 1400881838 9780691081366 Year: 1973 Volume: 78 Publisher: Princeton : Princeton University Press,

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Locally symmetric spaces are generalizations of spaces of constant curvature. In this book the author presents the proof of a remarkable phenomenon, which he calls "strong rigidity": this is a stronger form of the deformation rigidity that has been investigated by Selberg, Calabi-Vesentini, Weil, Borel, and Raghunathan.The proof combines the theory of semi-simple Lie groups, discrete subgroups, the geometry of E. Cartan's symmetric Riemannian spaces, elements of ergodic theory, and the fundamental theorem of projective geometry as applied to Tit's geometries. In his proof the author introduces two new notions having independent interest: one is "pseudo-isometries"; the other is a notion of a quasi-conformal mapping over the division algebra K (K equals real, complex, quaternion, or Cayley numbers). The author attempts to make the account accessible to readers with diverse backgrounds, and the book contains capsule descriptions of the various theories that enter the proof.

Keywords

Differential geometry. Global analysis --- Riemannian manifolds --- Symmetric spaces --- Rigidity (Geometry) --- 512 --- Lie groups --- Geometric rigidity --- Rigidity theorem --- Discrete geometry --- Spaces, Symmetric --- Geometry, Differential --- Manifolds, Riemannian --- Riemannian space --- Space, Riemannian --- Manifolds (Mathematics) --- Groups, Lie --- Lie algebras --- Topological groups --- Algebra --- Lie groups. --- Riemannian manifolds. --- Symmetric spaces. --- Rigidity (Geometry). --- 512 Algebra --- Addition. --- Adjoint representation. --- Affine space. --- Approximation. --- Automorphism. --- Axiom. --- Big O notation. --- Boundary value problem. --- Cohomology. --- Compact Riemann surface. --- Compact space. --- Conjecture. --- Constant curvature. --- Corollary. --- Counterexample. --- Covering group. --- Covering space. --- Curvature. --- Diameter. --- Diffeomorphism. --- Differentiable function. --- Dimension. --- Direct product. --- Division algebra. --- Ergodicity. --- Erlangen program. --- Existence theorem. --- Exponential function. --- Finitely generated group. --- Fundamental domain. --- Fundamental group. --- Geometry. --- Half-space (geometry). --- Hausdorff distance. --- Hermitian matrix. --- Homeomorphism. --- Homomorphism. --- Hyperplane. --- Identity matrix. --- Inner automorphism. --- Isometry group. --- Jordan algebra. --- Matrix multiplication. --- Metric space. --- Morphism. --- Möbius transformation. --- Normal subgroup. --- Normalizing constant. --- Partially ordered set. --- Permutation. --- Projective space. --- Riemann surface. --- Riemannian geometry. --- Sectional curvature. --- Self-adjoint. --- Set function. --- Smoothness. --- Stereographic projection. --- Subgroup. --- Subset. --- Summation. --- Symmetric space. --- Tangent space. --- Tangent vector. --- Theorem. --- Topology. --- Tubular neighborhood. --- Two-dimensional space. --- Unit sphere. --- Vector group. --- Weyl group. --- Riemann, Variétés de --- Lie, Groupes de --- Geometrie differentielle globale --- Varietes riemanniennes

Smoothings of piecewise linear manifolds
Authors: ---
ISBN: 069108145X 1400881684 Year: 1974 Volume: no. 80 Publisher: Princeton : Princeton University Press,

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The intention of the authors is to examine the relationship between piecewise linear structure and differential structure: a relationship, they assert, that can be understood as a homotopy obstruction theory, and, hence, can be studied by using the traditional techniques of algebraic topology.Thus the book attacks the problem of existence and classification (up to isotopy) of differential structures compatible with a given combinatorial structure on a manifold. The problem is completely "solved" in the sense that it is reduced to standard problems of algebraic topology.The first part of the book is purely geometrical; it proves that every smoothing of the product of a manifold M and an interval is derived from an essentially unique smoothing of M. In the second part this result is used to translate the classification of smoothings into the problem of putting a linear structure on the tangent microbundle of M. This in turn is converted to the homotopy problem of classifying maps from M into a certain space PL/O. The set of equivalence classes of smoothings on M is given a natural abelian group structure.

Keywords

Algebraic topology --- Piecewise linear topology --- Manifolds (Mathematics) --- Topologie linéaire par morceaux --- Variétés (Mathématiques) --- 515.16 --- PL topology --- Topology --- Geometry, Differential --- Topology of manifolds --- Piecewise linear topology. --- Manifolds (Mathematics). --- 515.16 Topology of manifolds --- Topologie linéaire par morceaux --- Variétés (Mathématiques) --- Affine transformation. --- Approximation. --- Associative property. --- Bijection. --- Bundle map. --- Classification theorem. --- Codimension. --- Coefficient. --- Cohomology. --- Commutative property. --- Computation. --- Convex cone. --- Convolution. --- Corollary. --- Counterexample. --- Diffeomorphism. --- Differentiable function. --- Differentiable manifold. --- Differential structure. --- Dimension. --- Direct proof. --- Division by zero. --- Embedding. --- Empty set. --- Equivalence class. --- Equivalence relation. --- Euclidean space. --- Existential quantification. --- Exponential map (Lie theory). --- Fiber bundle. --- Fibration. --- Functor. --- Grassmannian. --- H-space. --- Homeomorphism. --- Homotopy. --- Integral curve. --- Inverse problem. --- Isomorphism class. --- K0. --- Linearization. --- Manifold. --- Mathematical induction. --- Milnor conjecture. --- Natural transformation. --- Neighbourhood (mathematics). --- Normal bundle. --- Obstruction theory. --- Open set. --- Partition of unity. --- Piecewise linear. --- Polyhedron. --- Reflexive relation. --- Regular map (graph theory). --- Sheaf (mathematics). --- Smoothing. --- Smoothness. --- Special case. --- Submanifold. --- Tangent bundle. --- Tangent vector. --- Theorem. --- Topological manifold. --- Topological space. --- Topology. --- Transition function. --- Transitive relation. --- Vector bundle. --- Vector field. --- Variétés topologiques

Analytic Theory of Global Bifurcation.
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ISBN: 0691112983 1400884330 9781400884339 9780691112985 Year: 2016 Publisher: Princeton University Press

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Rabinowitz's classical global bifurcation theory, which concerns the study in-the-large of parameter-dependent families of nonlinear equations, uses topological methods that address the problem of continuous parameter dependence of solutions by showing that there are connected sets of solutions of global extent. Even when the operators are infinitely differentiable in all the variables and parameters, connectedness here cannot in general be replaced by path-connectedness. However, in the context of real-analyticity there is an alternative theory of global bifurcation due to Dancer, which offers a much stronger notion of parameter dependence. This book aims to develop from first principles Dancer's global bifurcation theory for one-parameter families of real-analytic operators in Banach spaces. It shows that there are globally defined continuous and locally real-analytic curves of solutions. In particular, in the real-analytic setting, local analysis can lead to global consequences--for example, as explained in detail here, those resulting from bifurcation from a simple eigenvalue. Included are accounts of analyticity and implicit function theorems in Banach spaces, classical results from the theory of finite-dimensional analytic varieties, and the links between these two and global existence theory. Laying the foundations for more extensive studies of real-analyticity in infinite-dimensional problems and illustrating the theory with examples, Analytic Theory of Global Bifurcation is intended for graduate students and researchers in pure and applied analysis.

Keywords

Differential geometry. Global analysis --- Bifurcation theory. --- Differential equations, Nonlinear --- Stability --- Numerical solutions --- Addition. --- Algebraic equation. --- Analytic function. --- Analytic manifold. --- Atmospheric pressure. --- Banach space. --- Bernhard Riemann. --- Bifurcation diagram. --- Boundary value problem. --- Bounded operator. --- Bounded set (topological vector space). --- Boundedness. --- Canonical form. --- Cartesian coordinate system. --- Codimension. --- Compact operator. --- Complex analysis. --- Complex conjugate. --- Complex number. --- Connected space. --- Coordinate system. --- Corollary. --- Curvature. --- Derivative. --- Diagram (category theory). --- Differentiable function. --- Differentiable manifold. --- Dimension (vector space). --- Dimension. --- Direct sum. --- Eigenvalues and eigenvectors. --- Elliptic integral. --- Embedding. --- Equation. --- Euclidean division. --- Euler equations (fluid dynamics). --- Existential quantification. --- First principle. --- Fredholm operator. --- Froude number. --- Functional analysis. --- Hilbert space. --- Homeomorphism. --- Implicit function theorem. --- Integer. --- Linear algebra. --- Linear function. --- Linear independence. --- Linear map. --- Linear programming. --- Linear space (geometry). --- Linear subspace. --- Linearity. --- Linearization. --- Metric space. --- Morse theory. --- Multilinear form. --- N0. --- Natural number. --- Neumann series. --- Nonlinear functional analysis. --- Nonlinear system. --- Numerical analysis. --- Open mapping theorem (complex analysis). --- Operator (physics). --- Ordinary differential equation. --- Parameter. --- Parametrization. --- Partial differential equation. --- Permutation group. --- Permutation. --- Polynomial. --- Power series. --- Prime number. --- Proportionality (mathematics). --- Pseudo-differential operator. --- Puiseux series. --- Quantity. --- Real number. --- Resultant. --- Singularity theory. --- Skew-symmetric matrix. --- Smoothness. --- Solution set. --- Special case. --- Standard basis. --- Sturm–Liouville theory. --- Subset. --- Symmetric bilinear form. --- Symmetric group. --- Taylor series. --- Taylor's theorem. --- Theorem. --- Total derivative. --- Two-dimensional space. --- Union (set theory). --- Variable (mathematics). --- Vector space. --- Zero of a function.


Book
Lectures on uniformization of complex manifolds : the role of connections
Author:
ISBN: 069108176X 1322884951 1400869307 0691636443 Year: 1978 Publisher: Princeton : Princeton University Press,

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The classical uniformization theorem for Riemann surfaces and its recent extensions can be viewed as introducing special pseudogroup structures, affine or projective structures, on Riemann surfaces. In fact, the additional structures involved can be considered as local forms of the uniformizations of Riemann surfaces. In this study, Robert Gunning discusses the corresponding pseudogroup structures on higher-dimensional complex manifolds, modeled on the theory as developed for Riemann surfaces.Originally published in 1978.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Keywords

Analytical spaces --- Differential geometry. Global analysis --- Complex manifolds --- Connections (Mathematics) --- Pseudogroups --- Mathematics --- Physical Sciences & Mathematics --- Calculus --- Global analysis (Mathematics) --- Lie groups --- Geometry, Differential --- Analytic spaces --- Manifolds (Mathematics) --- Adjunction formula. --- Affine connection. --- Affine transformation. --- Algebraic surface. --- Algebraic torus. --- Algebraic variety. --- Analytic continuation. --- Analytic function. --- Automorphic function. --- Automorphism. --- Bilinear form. --- Canonical bundle. --- Characterization (mathematics). --- Cohomology. --- Compact Riemann surface. --- Complex Lie group. --- Complex analysis. --- Complex dimension. --- Complex manifold. --- Complex multiplication. --- Complex number. --- Complex plane. --- Complex torus. --- Complex vector bundle. --- Contraction mapping. --- Covariant derivative. --- Differentiable function. --- Differentiable manifold. --- Differential equation. --- Differential form. --- Differential geometry. --- Differential operator. --- Dimension (vector space). --- Dimension. --- Elliptic operator. --- Elliptic surface. --- Enriques surface. --- Equation. --- Existential quantification. --- Explicit formula. --- Explicit formulae (L-function). --- Exterior derivative. --- Fiber bundle. --- General linear group. --- Geometric genus. --- Group homomorphism. --- Hausdorff space. --- Holomorphic function. --- Homomorphism. --- Identity matrix. --- Invariant subspace. --- Invertible matrix. --- Irreducible representation. --- Jacobian matrix and determinant. --- K3 surface. --- Kähler manifold. --- Lie algebra representation. --- Lie algebra. --- Line bundle. --- Linear equation. --- Linear map. --- Linear space (geometry). --- Linear subspace. --- Manifold. --- Mathematical analysis. --- Mathematical induction. --- Ordinary differential equation. --- Partial differential equation. --- Permutation. --- Polynomial. --- Principal bundle. --- Projection (linear algebra). --- Projective connection. --- Projective line. --- Pseudogroup. --- Quadratic transformation. --- Quotient space (topology). --- Representation theory. --- Riemann surface. --- Riemann–Roch theorem. --- Schwarzian derivative. --- Sheaf (mathematics). --- Special case. --- Subalgebra. --- Subgroup. --- Submanifold. --- Symmetric tensor. --- Symmetrization. --- Tangent bundle. --- Tangent space. --- Tensor field. --- Tensor product. --- Tensor. --- Theorem. --- Topological manifold. --- Uniformization theorem. --- Uniformization. --- Unit (ring theory). --- Vector bundle. --- Vector space. --- Fonctions de plusieurs variables complexes --- Variétés complexes

Recent developments in several complex variables
Author:
ISBN: 0691082855 0691082812 1400881544 Year: 1981 Publisher: Princeton : Tokyo : Princeton University Press University of Tokyo press,

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The description for this book, Recent Developments in Several Complex Variables. (AM-100), Volume 100, will be forthcoming.

Keywords

Complex analysis --- Functions of several complex variables. --- Complex variables --- Several complex variables, Functions of --- Functions of complex variables --- Analytic continuation. --- Analytic function. --- Analytic set. --- Analytic space. --- Asymptotic expansion. --- Automorphic function. --- Axiom. --- Base change. --- Bergman metric. --- Betti number. --- Big O notation. --- Bilinear form. --- Boundary value problem. --- CR manifold. --- Canonical bundle. --- Cauchy problem. --- Cauchy–Riemann equations. --- Characteristic variety. --- Codimension. --- Coefficient. --- Cohomology ring. --- Cohomology. --- Commutative property. --- Commutator. --- Compactification (mathematics). --- Complete intersection. --- Complete metric space. --- Complex dimension. --- Complex manifold. --- Complex number. --- Complex plane. --- Complex projective space. --- Complex space. --- Complex-analytic variety. --- Degeneracy (mathematics). --- Dense set. --- Determinant. --- Diffeomorphism. --- Differentiable function. --- Dimension (vector space). --- Dimension. --- Eigenvalues and eigenvectors. --- Embedding. --- Existential quantification. --- Explicit formulae (L-function). --- Fermat curve. --- Fiber bundle. --- Fundamental solution. --- Gorenstein ring. --- Hartogs' extension theorem. --- Hilbert space. --- Hilbert transform. --- Holomorphic function. --- Homotopy. --- Hyperfunction. --- Hypersurface. --- Hypoelliptic operator. --- Interpolation theorem. --- Irreducible component. --- Isometry. --- Linear map. --- Manifold. --- Maximal ideal. --- Monic polynomial. --- Monotonic function. --- Multiple integral. --- Nilpotent Lie algebra. --- Norm (mathematics). --- Open set. --- Orthogonal group. --- Parametrization. --- Permutation. --- Plurisubharmonic function. --- Polynomial. --- Principal bundle. --- Principal part. --- Principal value. --- Projection (linear algebra). --- Projective line. --- Proper map. --- Quadratic function. --- Real projective space. --- Resolution of singularities. --- Riemann surface. --- Riemannian manifold. --- Sectional curvature. --- Sheaf cohomology. --- Special case. --- Submanifold. --- Subset. --- Symplectic vector space. --- Tangent space. --- Theorem. --- Topology. --- Uniqueness theorem. --- Unit disk. --- Unit sphere. --- Variable (mathematics). --- Vector bundle. --- Vector field. --- Fonctions de variables complexes --- Colloque

Multiple Integrals in the Calculus of Variations and Nonlinear Elliptic Systems. (AM-105), Volume 105
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ISBN: 0691083304 0691083312 1400881625 9780691083315 Year: 2016 Volume: no. 105 Publisher: Princeton, NJ : Princeton University Press,

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The description for this book, Multiple Integrals in the Calculus of Variations and Nonlinear Elliptic Systems. (AM-105), Volume 105, will be forthcoming.

Keywords

Calculus of variations --- Integrals, Multiple --- Differential equations, Elliptic --- Calcul des variations --- Equations différentielles elliptiques --- $ PDMC --- Multiple integrals --- Calculus of variations. --- Multiple integrals. --- Differential equations, Elliptic. --- Equations différentielles elliptiques --- Elliptic differential equations --- Elliptic partial differential equations --- Linear elliptic differential equations --- Differential equations, Linear --- Differential equations, Partial --- Double integrals --- Iterated integrals --- Triple integrals --- Integrals --- Probabilities --- Isoperimetrical problems --- Variations, Calculus of --- Maxima and minima --- A priori estimate. --- Analytic function. --- Boundary value problem. --- Coefficient. --- Compact space. --- Convex function. --- Convex set. --- Corollary. --- Counterexample. --- David Hilbert. --- Dense set. --- Derivative. --- Differentiable function. --- Differential geometry. --- Dirichlet integral. --- Dirichlet problem. --- Division by zero. --- Ellipse. --- Energy functional. --- Equation. --- Estimation. --- Euler equations (fluid dynamics). --- Existential quantification. --- First variation. --- Generic property. --- Harmonic function. --- Harmonic map. --- Hausdorff dimension. --- Hölder's inequality. --- I0. --- Infimum and supremum. --- Limit superior and limit inferior. --- Linear equation. --- Maxima and minima. --- Maximal function. --- Metric space. --- Minimal surface. --- Multiple integral. --- Nonlinear system. --- Obstacle problem. --- Open set. --- Partial derivative. --- Quantity. --- Semi-continuity. --- Singular solution. --- Smoothness. --- Sobolev space. --- Special case. --- Stationary point. --- Subsequence. --- Subset. --- Theorem. --- Topological property. --- Topology. --- Uniform convergence. --- Variational inequality. --- Weak formulation. --- Weak solution.

Markov processes from K. Itô's perspective
Author:
ISBN: 0691115427 1400835577 0691115435 1322063230 9781400835577 9781322063232 9780691115436 9870691115427 9780691115429 Year: 2003 Publisher: Princeton, New Jersey ; Oxfordshire, England : Princeton University Press,

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Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed increments. To remedy this defect, Itô interpreted Kolmogorov's famous forward equation as an equation that describes the integral curve of a vector field on the space of probability measures. Thus, in order to show how Itô's thinking leads to his theory of stochastic integral equations, Stroock begins with an account of integral curves on the space of probability measures and then arrives at stochastic integral equations when he moves to a pathspace setting. In the first half of the book, everything is done in the context of general independent increment processes and without explicit use of Itô's stochastic integral calculus. In the second half, the author provides a systematic development of Itô's theory of stochastic integration: first for Brownian motion and then for continuous martingales. The final chapter presents Stratonovich's variation on Itô's theme and ends with an application to the characterization of the paths on which a diffusion is supported. The book should be accessible to readers who have mastered the essentials of modern probability theory and should provide such readers with a reasonably thorough introduction to continuous-time, stochastic processes.

Keywords

Markov processes. --- Stochastic difference equations. --- Itō, Kiyosi, --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Itō, K. --- Ito, Kiesi, --- Itō, Kiyoshi, --- 伊藤淸, --- 伊藤清, --- Itō, Kiyosi, --- Itō, Kiyosi, 1915-2008. --- Stochastic difference equations --- Difference equations --- Stochastic processes --- Abelian group. --- Addition. --- Analytic function. --- Approximation. --- Bernhard Riemann. --- Bounded variation. --- Brownian motion. --- Central limit theorem. --- Change of variables. --- Coefficient. --- Complete metric space. --- Compound Poisson process. --- Continuous function (set theory). --- Continuous function. --- Convergence of measures. --- Convex function. --- Coordinate system. --- Corollary. --- David Hilbert. --- Decomposition theorem. --- Degeneracy (mathematics). --- Derivative. --- Diffeomorphism. --- Differentiable function. --- Differentiable manifold. --- Differential equation. --- Differential geometry. --- Dimension. --- Directional derivative. --- Doob–Meyer decomposition theorem. --- Duality principle. --- Elliptic operator. --- Equation. --- Euclidean space. --- Existential quantification. --- Fourier transform. --- Function space. --- Functional analysis. --- Fundamental solution. --- Fundamental theorem of calculus. --- Homeomorphism. --- Hölder's inequality. --- Initial condition. --- Integral curve. --- Integral equation. --- Integration by parts. --- Invariant measure. --- Itô calculus. --- Itô's lemma. --- Joint probability distribution. --- Lebesgue measure. --- Linear interpolation. --- Lipschitz continuity. --- Local martingale. --- Logarithm. --- Markov chain. --- Markov process. --- Markov property. --- Martingale (probability theory). --- Normal distribution. --- Ordinary differential equation. --- Ornstein–Uhlenbeck process. --- Polynomial. --- Principal part. --- Probability measure. --- Probability space. --- Probability theory. --- Pseudo-differential operator. --- Radon–Nikodym theorem. --- Representation theorem. --- Riemann integral. --- Riemann sum. --- Riemann–Stieltjes integral. --- Scientific notation. --- Semimartingale. --- Sign (mathematics). --- Special case. --- Spectral sequence. --- Spectral theory. --- State space. --- State-space representation. --- Step function. --- Stochastic calculus. --- Stochastic. --- Stratonovich integral. --- Submanifold. --- Support (mathematics). --- Tangent space. --- Tangent vector. --- Taylor's theorem. --- Theorem. --- Theory. --- Topological space. --- Topology. --- Translational symmetry. --- Uniform convergence. --- Variable (mathematics). --- Vector field. --- Weak convergence (Hilbert space). --- Weak topology.

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