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Synopsis
This book describes a completely novel mathematical development which has already influenced probability theory and has potential for application to engineering and to areas of pure mathematics. Intended for probabilists, mathematicians and engineers with a mathematical background from graduate level onwards, this book develops the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli. Attention is focussed on an analysis of the relationship between the stimulus and the short to medium term evolution of a receiver. The core result of the book is a continuity theorum that proves that the response of the system depends continuously on these nilpotent elements.
"synopsis" may belong to another edition of this title.
About the Author
Terry Lyons is Wallis Professor of Mathematics, University of Oxford and St Anne's College. Zhongmin Qian is at Charge de recherche, CNRS (France) and University Paul-Sabatier.
Review
This book is very interesting and provides a theoretical platform for further developments. * Zentralblatt MATH *
"About this title" may belong to another edition of this title.
- PublisherClarendon Press
- Publication date2003
- ISBN 10 0198506481
- ISBN 13 9780198506485
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages228
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System Control and Rough Paths (Hardcover)
Published by
Oxford University Press, Oxford, 2002
ISBN 10: 0198506481
ISBN 13: 9780198506485
New
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Hardcover. Condition: new. Hardcover. This book describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics.Intended for probabilists, mathematicians and engineers with a mathematical background from graduate level onwards, this book develops the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli. Attention is focussed onan analysis of the relationship between the stimulus (or control) and the short to medium term evolution of a receiver (the response of the system).A rapidly fluctuation stimulican be likened to a huge dataset; and a basic question is how best to reduce this dataset so as to capture the critical information and little else. An essential component problem involves identifying the point at which two different stimuli produce essentially the same response from the class of receivers. (When do two stereo sounds sound the same?). This is an essentially non-linear problem that requires novel mathematics.At one level, this book focuses on systemsresponding to such rough external stimuli, and demonstrates that the natural reduction approximates the stimuli as a sequence of nilpotent elements. The core result of the book is a continuity theorem thatproves that the response of the system depends continuously on these nilpotent elements.A key mathematical aspect of the book is the notion of a rough path, based on combining the notion of p-variation of Wiener with the iterated integral expansions of paths introduced by K. T. Chen. The continuity theorem for these rough paths gives a new way to construct solutions to stochastic differential equations, providing a fresh approach to the Ito theory but also allowingnew kinds of noisy perturbations (such as Fractional Brownian Motions) that cannot be discussed in the standard Ito approach. It also provides some interesting concrete examples of 'continuous freegroups'. This book describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9780198506485
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System Control and Rough Paths (Hardcover)
Published by
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ISBN 10: 0198506481
ISBN 13: 9780198506485
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Hardcover. Condition: new. Hardcover. This book describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics.Intended for probabilists, mathematicians and engineers with a mathematical background from graduate level onwards, this book develops the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli. Attention is focussed onan analysis of the relationship between the stimulus (or control) and the short to medium term evolution of a receiver (the response of the system).A rapidly fluctuation stimulican be likened to a huge dataset; and a basic question is how best to reduce this dataset so as to capture the critical information and little else. An essential component problem involves identifying the point at which two different stimuli produce essentially the same response from the class of receivers. (When do two stereo sounds sound the same?). This is an essentially non-linear problem that requires novel mathematics.At one level, this book focuses on systemsresponding to such rough external stimuli, and demonstrates that the natural reduction approximates the stimuli as a sequence of nilpotent elements. The core result of the book is a continuity theorem thatproves that the response of the system depends continuously on these nilpotent elements.A key mathematical aspect of the book is the notion of a rough path, based on combining the notion of p-variation of Wiener with the iterated integral expansions of paths introduced by K. T. Chen. The continuity theorem for these rough paths gives a new way to construct solutions to stochastic differential equations, providing a fresh approach to the Ito theory but also allowingnew kinds of noisy perturbations (such as Fractional Brownian Motions) that cannot be discussed in the standard Ito approach. It also provides some interesting concrete examples of 'continuous freegroups'. This book describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780198506485
Quantity: 1 available
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System Control and Rough Paths (Hardcover)
Published by
Oxford University Press, Oxford, 2002
ISBN 10: 0198506481
ISBN 13: 9780198506485
New
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Hardcover. Condition: new. Hardcover. This book describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics.Intended for probabilists, mathematicians and engineers with a mathematical background from graduate level onwards, this book develops the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli. Attention is focussed onan analysis of the relationship between the stimulus (or control) and the short to medium term evolution of a receiver (the response of the system).A rapidly fluctuation stimulican be likened to a huge dataset; and a basic question is how best to reduce this dataset so as to capture the critical information and little else. An essential component problem involves identifying the point at which two different stimuli produce essentially the same response from the class of receivers. (When do two stereo sounds sound the same?). This is an essentially non-linear problem that requires novel mathematics.At one level, this book focuses on systemsresponding to such rough external stimuli, and demonstrates that the natural reduction approximates the stimuli as a sequence of nilpotent elements. The core result of the book is a continuity theorem thatproves that the response of the system depends continuously on these nilpotent elements.A key mathematical aspect of the book is the notion of a rough path, based on combining the notion of p-variation of Wiener with the iterated integral expansions of paths introduced by K. T. Chen. The continuity theorem for these rough paths gives a new way to construct solutions to stochastic differential equations, providing a fresh approach to the Ito theory but also allowingnew kinds of noisy perturbations (such as Fractional Brownian Motions) that cannot be discussed in the standard Ito approach. It also provides some interesting concrete examples of 'continuous freegroups'. This book describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780198506485
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System Control and Rough Paths
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