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Ps4 Adventure Time Finn And Jake Investigations...
29,32 € *
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Adventure Time: Finn and Jake Investigations is an all-new, real-time, fully 3D action-oriented twist on the classic story-driven graphic adventure game. Finn and Jake decide to carry on the profession of Finn foster parents, who were Professional Investigators. Confronted with mysterious Land of Ooo disappearances and strange events, players will interrogate colorful inhabitants, dispatch evil doers in fast-paced combat, solve mind-bending puzzles, explore new and familiar locations, and genuinely feel as if they have stepped into their own personal episode of Adventure Time. First time on console you can see the Adventure Time characters and familiar locations in visually stunning 3D with different camera movements that give the game a more cinematic look and feel . The game is divided into five chapters where you play as Finn in an episode of the show. The last challenge of the game is to puzzle out the common theme in all five stories. Tackle puzzles by creatively using inventory objects and Jake (the shape-shifting dog). Combat is fun-based action (about 25-30% of total gameplay) with comedic overtones, this makes it unique among adventure games. Innovative gameplay that comes from exploration, creative puzzle-solving and interaction. Single-player game with simple controls: Move, Attack and Interact and, like most 3D games, full character movement within the environment. Engage with new and familiar Adventure Time characters, including fan-favorites Peppermint Butler, Lumpy Space Princess, BMO, Magic Man, Lemongrab, Ice King, and Princess Bubblegum.  A modern-day interpretation of classic and beloved adventure games. Play in an interactive Land of Ooo - between chapters players can embark on activities to collect stuff, find treasure, engage in more combat, poke around the Treehouse and other locations and talk to more Land of Ooo inhabitants.

Anbieter: G2A
Stand: 21.10.2020
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Stochastic Integration and Differential Equations
68,99 € *
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It has been 15 years since the first edition of Stochastic Integration and Differential Equations , A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach".The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern treatment of compensators. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery's examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H^1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL http://www.orie.cornell.edu/~protter/books.html.

Anbieter: buecher
Stand: 21.10.2020
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Stochastic Integration and Differential Equations
68,99 € *
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It has been 15 years since the first edition of Stochastic Integration and Differential Equations , A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach".The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern treatment of compensators. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery's examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H^1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL http://www.orie.cornell.edu/~protter/books.html.

Anbieter: buecher
Stand: 21.10.2020
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Bounded Mean Oscillation
29,00 € *
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In harmonic analysis, a branch of mathematics, the space of functions of bounded mean oscillation (BMO), introduced by John & Nirenberg (1961), plays the same role in the theory of Hardy spaces that the space L of bounded functions plays in the theory of Lp-spaces. A general reference for functions of bounded mean oscillation is (Stein 1993, chapter IV).The space VMO of functions of vanishing mean oscillation is the closure in BMO of the continuous functions that vanish at infinity. It can also be defined as the space of functions whose "mean oscillations" on balls Q are not only bounded, but also tend to zero uniformly as the radius of the ball Q tends to 0 or infinity. The space VMO is a sort of Hardy space analogue of the space of continuous functions vanishing at infinity, and in particular the Hardy space H1 is the dual of VMO. (Stein 1993, p. 180)

Anbieter: Dodax
Stand: 21.10.2020
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Inequalities for Differential Forms
129,84 € *
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This monograph is the first one to systematically present a series of local and global estimates and inequalities for differential forms, in particular the ones that satisfy the A-harmonic equations. The presentation focuses on the Hardy-Littlewood, Poincare, Cacciooli, imbedded and reverse Holder inequalities. Integral estimates for operators, such as homotopy operator, the Laplace-Beltrami operator, and the gradient operator are discussed next. Additionally, some related topics such as BMO inequalities, Lipschitz classes, Orlicz spaces and inequalities in Carnot groups are discussed in the concluding chapter. An abundance of bibliographical references and historical material supplement the text throughout.This rigorous presentation requires a familiarity with topics such as differential forms, topology and Sobolev space theory. It will serve as an invaluable reference for researchers, instructors and graduate students in analysis and partial differential equations and could be used as additional material for specific courses in these fields.

Anbieter: Dodax
Stand: 21.10.2020
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Harmonic Analysis
69,90 CHF *
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Un nouveal espace fonctionnel adapte a l'etude des operateurs definis par des integrales singulieres.- Application of Carleson measures to partial differential equations and Fourier multiplier problems.- On the maximal function for the Mehler kernel.- Pointwise behavpour of solutions to Schr¿dinger equations.- An application of Lp estimates to scattering theory.- Elementary characterizations of the Morrey-Campanato spaces.- On nonisotropic Lipschitz spaces.- Lipschitz spaces on compact rank one symmetric spaces.- On the Sobolev spaces Wk,1(Rn).- Interval averages of H1-functions and BMO norm of inner functions.- An H1 function with non-summable Fourier expansion.- Integral characterization of a space generated by blocks.- Another characterization of Hp, 0

Anbieter: Orell Fuessli CH
Stand: 21.10.2020
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Hardy Spaces on the Euclidean Space
155,00 CHF *
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'Still waters run deep.' This proverb expresses exactly how a mathematician Akihito Uchiyama and his works were. He was not celebrated except in the field of harmonic analysis, and indeed he never wanted that. He suddenly passed away in summer of 1997 at the age of 48. However, nowadays his contributions to the fields of harmonic analysis and real analysis are permeating through various fields of analysis deep and wide. One could write several papers explaining his contributions and how they have been absorbed into these fields, developed, and used in further breakthroughs. Peter W. Jones (Professor of Yale University) says in his special contribution to this book that Uchiyama's decomposition of BMO functions is considered to be the Mount Everest of Hardy space theory. This book is based on the draft, which the author Akihito Uchiyama had completed by 1990. It deals with the theory of real Hardy spaces on the n-dimensional Euclidean space. Here the author explains scrupulously some of important results on Hardy spaces by real-variable methods, in particular, the atomic decomposition of elements in Hardy spaces and his constructive proof of the Fefferman-Stein decomposition of BMO functions into the sum of a bounded?function and Riesz transforms of bounded functions.

Anbieter: Orell Fuessli CH
Stand: 21.10.2020
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Interpolation Spaces and Allied Topics in Analysis
52,90 CHF *
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The theory of interpolation spaces ¿ its origin, prospects for the future.- An interpolation theorem for modular spaces.- Some aspects of the minimal, M¿biusinvariant space of analytic functions on the unit disc.- A non-linear complex interpolation result.- A remark about Calder¿n's upper s method of interpolation.- The coincidence of real and complex interpolation methods for couples of weighted Banach lattices.- The K functional for (H1, BMO).- A relation between two interpolation methods.- Harmonic interpolation.- Higher order commutators of singular integral operators.- On interpolation between H1 and H?.- Interpolation theory and duality.- The K-functional for symmetric spaces.- Applications of interpolation with a function parameter to Lorentz, Sobolev and besov spaces.- On the smoothness of fourier transforms.- Rearrangements of BMO functions and interpolation.- Descriptions of some interpolation spaces in off-diagonal cases.- N.B. - Some of these problems were prepared already for the 1982 conference.

Anbieter: Orell Fuessli CH
Stand: 21.10.2020
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Séminaire de Probabilités XIII
69,90 CHF *
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On the integrability of Banach space valued Walsh polynomials.- Le principe de sous-suites dans les espaces de Banach.- Domains of attraction in Banach spaces.- Charges, poids et mesures de Levy dans les espaces vectoriels localement convexes.- Random fourier series on locally compact abelian groups.- Une solution simple au probleme de Skorokhod.- Demonstration elementaire d'un resultat d'Azema et Jeulin.- Sauts additifs et sauts multiplicatifs des semi-martingales.- Le support exact du temps local d'une martingale continue.- Martingales locales a accroissements independants.- Decomposition de martingales locales et rarefaction des sauts.- Un critere previsible pour l'uniforme integrabilite des semimartingales exponentielles.- Sur la convergence des martingales indexees par ? ¿?.- Arret de certaines suites multiples de variables aleatoires independantes.- Une remarque sur le calcul stochastique dependant d'un parametre.- Quasimartingales et formes lineaires associees.- Sur la p-variation d'une surmartingale continue.- Sur la p-variation des surmartingales.- Une remarque sur l'expose precedent.- Representations multiplicatives de sousmartingales.- Caracterisation d'une classe de semimartingales.- Sur les integrales stochastiques de L.C. Young.- Une topologie sur l'espace des semimartingales.- Equations differentielles lipschitziennes etude de la stabilite.- Fonction maximale et variation quadratique des martingales en presence d'un poids.- Weighted norm inequalities for martingales.- Inegalites de normes avec poids.- In¿lit¿e Hardy, semimartingales, et faux-amis.- Sur l'expression de la dualit¿ntre H1 et BMO.- Inegalites de convexite pour les processus croissants et les sousmartingales.- Theoreme de separation dans le probleme d'arret optimal.- Martingales et changements de temps.- Quelques epilogues.- En cherchant une d¿nition naturelle des int¿ales stochastiques optionnelles.- Les filtrations de certaines martingales du mouvement brownien dans ?n.- Demonstration simple d'un resultat sur le temps local.- Temps local et balayage des semi-martingales.- Sur le balayage des semi-martingales continues.- Semimartingales et valeur absolue.- Sur une formule de la theorie du balayage.- Construction de quasimartingales s'annulant sur un ensemble donne.- Conditional excursion theory.- Problemes a frontiere libre et arbres de mesures.- Un th¿¿ de J.W. Pitman.- Mesures de probabilite sur les entiers et ensembles Progressions.- On the uniqueness of optimal controls.- Processus de diffusion gouverne par la forme de dirichlet de l'operateur de Schr¿dinger.- Operateur de Schr¿dinger a resolvante compacte.- Grossissement d'une filtration et applications.- Encore une remarque sur la ? formule de balayage ?.- Presentation de l'?inegalite de doob ? de metivier-pellaumail.- Solution explicite de l'equation .- Caracterisation des semimartingales, d'apres dellacherie.- Un exemple de J. Pitman.- Le probleme de skorokhod : complements a l'expose precedent.- A propos de la formule d'Azema-Yor.- Martingales de valeur absolue donnee, d'apres Protter et Sharpe.- On the left end points of Brownian excursions.

Anbieter: Orell Fuessli CH
Stand: 21.10.2020
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