[图书][B] Stochastic partial differential equations: an introduction
This book provides an introduction to the theory of stochastic partial differential equations
(SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability …
(SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability …
[图书][B] Probabilistic theory of mean field games with applications I-II
The lion's share of this chapter is devoted to the construction of equilibria for mean field
games with a common noise. We develop a general two-step strategy for the search of weak …
games with a common noise. We develop a general two-step strategy for the search of weak …
[图书][B] Fokker–Planck–Kolmogorov Equations
This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …
elliptic and parabolic equations for measures, the main examples of which are Fokker …
Learning dynamical systems via Koopman operator regression in reproducing kernel Hilbert spaces
We study a class of dynamical systems modelled as stationary Markov chains that admit an
invariant distribution via the corresponding transfer or Koopman operator. While data-driven …
invariant distribution via the corresponding transfer or Koopman operator. While data-driven …
Ensemble samplers with affine invariance
J Goodman, J Weare - … in applied mathematics and computational science, 2010 - msp.org
We propose a family of Markov chain Monte Carlo methods whose performance is
unaffected by affine tranformations of space. These algorithms are easy to construct and …
unaffected by affine tranformations of space. These algorithms are easy to construct and …
The Bayesian approach to inverse problems
M Dashti, AM Stuart - arXiv preprint arXiv:1302.6989, 2013 - arxiv.org
These lecture notes highlight the mathematical and computational structure relating to the
formulation of, and development of algorithms for, the Bayesian approach to inverse …
formulation of, and development of algorithms for, the Bayesian approach to inverse …
[图书][B] Stochastic equations in infinite dimensions
G Da Prato, J Zabczyk - 2014 - books.google.com
Now in its second edition, this book gives a systematic and self-contained presentation of
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …
[图书][B] Moral luck: philosophical papers 1973-1980
B Williams - 1981 - books.google.com
A new volume of philosophical essays by Bernard Williams. The book is a successor to
Problems of the Self, but whereas that volume dealt mainly with questions of personal …
Problems of the Self, but whereas that volume dealt mainly with questions of personal …
Elliptic and parabolic equations for measures
VI Bogachev, NV Krylov… - Russian Mathematical …, 2009 - iopscience.iop.org
This article gives a detailed account of recent investigations of weak elliptic and parabolic
equations for measures with unbounded and possibly singular coefficients. The existence …
equations for measures with unbounded and possibly singular coefficients. The existence …
[图书][B] Representations of algebraic groups
JC Jantzen - 2003 - books.google.com
Now back in print by the AMS, this is a significantly revised edition of a book originally
published in 1987 by Academic Press. This book gives the reader an introduction to the …
published in 1987 by Academic Press. This book gives the reader an introduction to the …