Please use this identifier to cite or link to this item: http://localhost/handle/Hannan/309269
Title: The Parabolic Anderson Model :
Other Titles: Random Walk in Random Potential /
Authors: K?nig, Wolfgang. ;n78097402. ;
subject: Mathematics;Mathematical physics. ;sh85082129. ;;Probabilities. ;sh85107090. ;;Physics;Mathematics;Probability Theory and Stochastic Processes. ;;Mathematical Applications in the Physical Sciences. ;;Mathematical Methods in Physics. ;;519.2 ; 23 ;;QA274-274.9 ;
Year: 2016
place: Cham :
Publisher: Springer International Publishing :
Imprint: Birkh?user,
Series/Report no.: Pathways in Mathematics, ; 2367-3451. ;
Pathways in Mathematics. ; 2367-3451. ;
Abstract: This is a comprehensive survey on the research on the parabolic Anderson model ?? the heat equation with random potential or the random walk in random potential ?? of the years 1990 ?? 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension. ;
Description: 

Printed edition: ; 9783319335957. ;

URI: http://46.100.53.162/handle/Ebook/140105
http://46.100.53.162/handle/Ebook/35926
http://localhost/handle/Hannan/309269
ISBN: 9783319335964 ;
9783319335957 (print) ;
Appears in Collections:Finance

Files in This Item:
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Title: The Parabolic Anderson Model :
Other Titles: Random Walk in Random Potential /
Authors: K?nig, Wolfgang. ;n78097402. ;
subject: Mathematics;Mathematical physics. ;sh85082129. ;;Probabilities. ;sh85107090. ;;Physics;Mathematics;Probability Theory and Stochastic Processes. ;;Mathematical Applications in the Physical Sciences. ;;Mathematical Methods in Physics. ;;519.2 ; 23 ;;QA274-274.9 ;
Year: 2016
place: Cham :
Publisher: Springer International Publishing :
Imprint: Birkh?user,
Series/Report no.: Pathways in Mathematics, ; 2367-3451. ;
Pathways in Mathematics. ; 2367-3451. ;
Abstract: This is a comprehensive survey on the research on the parabolic Anderson model ?? the heat equation with random potential or the random walk in random potential ?? of the years 1990 ?? 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension. ;
Description: 

Printed edition: ; 9783319335957. ;

URI: http://46.100.53.162/handle/Ebook/140105
http://46.100.53.162/handle/Ebook/35926
http://localhost/handle/Hannan/309269
ISBN: 9783319335964 ;
9783319335957 (print) ;
Appears in Collections:Finance

Files in This Item:
File Description SizeFormat 
9783319335964.pdf2.54 MBAdobe PDFThumbnail
Preview File
Title: The Parabolic Anderson Model :
Other Titles: Random Walk in Random Potential /
Authors: K?nig, Wolfgang. ;n78097402. ;
subject: Mathematics;Mathematical physics. ;sh85082129. ;;Probabilities. ;sh85107090. ;;Physics;Mathematics;Probability Theory and Stochastic Processes. ;;Mathematical Applications in the Physical Sciences. ;;Mathematical Methods in Physics. ;;519.2 ; 23 ;;QA274-274.9 ;
Year: 2016
place: Cham :
Publisher: Springer International Publishing :
Imprint: Birkh?user,
Series/Report no.: Pathways in Mathematics, ; 2367-3451. ;
Pathways in Mathematics. ; 2367-3451. ;
Abstract: This is a comprehensive survey on the research on the parabolic Anderson model ?? the heat equation with random potential or the random walk in random potential ?? of the years 1990 ?? 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension. ;
Description: 

Printed edition: ; 9783319335957. ;

URI: http://46.100.53.162/handle/Ebook/140105
http://46.100.53.162/handle/Ebook/35926
http://localhost/handle/Hannan/309269
ISBN: 9783319335964 ;
9783319335957 (print) ;
Appears in Collections:Finance

Files in This Item:
File Description SizeFormat 
9783319335964.pdf2.54 MBAdobe PDFThumbnail
Preview File