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E-grāmata: Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics

(University of Ulster)
  • Formāts: PDF+DRM
  • Izdošanas datums: 23-Apr-2021
  • Izdevniecība: John Wiley & Sons Inc
  • Valoda: eng
  • ISBN-13: 9781119595502
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  • Formāts: PDF+DRM
  • Izdošanas datums: 23-Apr-2021
  • Izdevniecība: John Wiley & Sons Inc
  • Valoda: eng
  • ISBN-13: 9781119595502
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GAUGE INTEGRAL STRUCTURES FOR STOCHASTIC CALCULUS AND QUANTUM ELECTRODYNAMICS A stand-alone introduction to specific integration problems in the probabilistic theory of stochastic calculus

Picking up where his previous book, A Modern Theory of Random Variation, left off, Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics introduces readers to particular problems of integration in the probability-like theory of quantum mechanics.

Written as a motivational explanation of the key points of the underlying mathematical theory, and including ample illustrations of the calculus, this book relies heavily on the mathematical theory set out in the authors previous work. That said, this work stands alone and does not require a reading of A Modern Theory of Random Variation in order to be understandable.

Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics takes a gradual, relaxed, and discursive approach to the subject in a successful attempt to engage the reader by exploring a narrower range of themes and problems.

Organized around examples with accompanying introductions and explanations, the book covers topics such as:





Stochastic calculus, including discussions of random variation, integration and probability, and stochastic processes Field theory, including discussions of gauges for product spaces and quantum electrodynamics Robust and thorough appendices, examples, illustrations, and introductions for each of the concepts discussed within An introduction to basic gauge integral theory (for those unfamiliar with the authors previous book)

The methods employed in this book show, for instance, that it is no longer necessary to resort to unreliable Black Box theory in financial calculus; that full mathematical rigor can now be combined with clarity and simplicity. Perfect for students and academics with even a passing interest in the application of the gauge integral technique pioneered by R. Henstock and J. Kurzweil, Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics is an illuminating and insightful exploration of the complex mathematical topics contained within.
I Stochastic Calculus
23(150)
1 Stochastic Integration
25(12)
2 Random Variation
37(18)
2.1 What is Random Variation?
37(3)
2.2 Probability and Riemann Sums
40(2)
2.3 A Basic Stochastic Integral
42(8)
2.4 Choosing a Sample Space
50(2)
2.5 More on Basic Stochastic Integral
52(3)
3 Integration and Probability
55(24)
3.1 Complete Integration
55(7)
3.2 Burkill-complete Stochastic Integral
62(1)
3.3 The Henstock Integral
63(4)
3.4 Riemann Approach to Random Variation
67(3)
3.5 Riemann Approach to Stochastic Integrals
70(9)
4 Stochastic Processes
79(28)
4.1 From Rn to R∞
79(8)
4.2 Sample Space RT with T Uncountable
87(5)
4.3 Stochastic Integrals for Example 12
92(5)
4.4 Example 12
97(7)
4.5 Review of Integrability Issues
104(3)
5 Brownian Motion
107(32)
5.1 Introduction to Brownian Motion
107(7)
5.2 Brownian Motion Preliminaries
114(3)
5.3 Review of Brownian Probability
117(3)
5.4 Brownian Stochastic Integration
120(7)
5.5 Some Features of Brownian Motion
127(3)
5.6 Varieties of Stochastic Integral
130(9)
6 Stochastic Sums
139(34)
6.1 Review of Random Variability
140(2)
6.2 Riemann Sums for Stochastic Integrals
142(3)
6.3 Stochastic Sum as Observable
145(1)
6.4 Stochastic Sum as Random Variable
146(3)
6.5 Introduction to ∞T(dXs)2 =t
149(2)
6.6 Isometry Preliminaries
151(2)
6.7 Isometry Property for Stochastic Sums
153(4)
6.8 Other Stochastic Sums
157(5)
6.9 Introduction to Ito's Formula
162(2)
6.10 Ito's Formula for Stochastic Sums
164(1)
6.11 Proof of Ito's Formula
165(2)
6.12 Stochastic Sums or Stochastic Integrals?
167(6)
II Field Theory
173(130)
7 Gauges for Product Spaces
175(28)
7.1 Introduction
175(1)
7.2 Three-dimensional Brownian Motion
175(3)
7.3 A Structured Cartesian Product Space
178(3)
7.4 Gauges for Product Spaces
181(3)
7.5 Gauges for Infinite-dimensional Spaces
184(7)
7.6 Higher-dimensional Brownian Motion
191(5)
7.7 Infinite Products of Infinite Products
196(7)
8 Quantum Field Theory
203(62)
8.1 Overview of Feynman Integrals
206(4)
8.2 Path Integral for Particle Motion
210(2)
8.3 Action Waves
212(3)
8.4 Interpretation of Action Waves
215(2)
8.5 Calculus of Variations
217(4)
8.6 Integration Issues
221(7)
8.7 Numerical Estimate of Path Integral
228(8)
8.8 Free Particle in Three Dimensions
236(4)
8.9 From Particle to Field
240(5)
8.10 Simple Harmonic Oscillator
245(6)
8.11 A Finite Number of Particles
251(6)
8.12 Continuous Mass Field
257(8)
9 Quantum Electrodynamics
265(38)
9.1 Electromagnetic Field Interaction
265(5)
9.2 Constructing the Field Interaction Integral
270(3)
9.3 Complete Integral Over Histories
273(5)
9.4 Review of Point-Cell Structure
278(1)
9.5 Calculating Integral Over Histories
279(4)
9.6 Integration of a Step Function
283(3)
9.7 Regular Partition Calculation
286(2)
9.8 Integrand for Integral over Histories
288(3)
9.9 Action Wave Amplitudes
291(4)
9.10 Probability and Wave Functions
295(8)
III Appendices
303
10 Appendix 1: Integration
307(18)
10.1 Monstrous Functions
308(1)
10.2 A Non-monstrous Function
309(4)
10.3 Riemann-complete Integration
313(5)
10.4 Convergence Criteria
318(6)
10.5 "I would not care to fly in that plane"
324(1)
11 Appendix 2: Theorem 63
325(12)
11.1 Fresnel's Integral
325(5)
11.2 Theorem 188 of [ MTRV]
330(5)
11.3 Some Consequences of Theorem 63 Fallacy
335(2)
12 Appendix 3: Option Pricing
337(20)
12.1 American Options
337(7)
12.2 Asian Options
344(13)
13 Appendix 4: Listings
357
13.1 Theorems
357(1)
13.2 Examples
358(2)
13.3 Definitions
360(1)
13.4 Symbols
360
PAT MULDOWNEY, PHD, was a lecturer at the Magee Business School at Ulster University for more than twenty years. He has published extensively in his areas of expertise: financial mathematics, random variation, Feynman path integrals, and integration theory.