Stochastic calculusStochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese mathematician Kiyosi Itô during World War II. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces.
Stratonovich integralIn stochastic processes, the Stratonovich integral or Fisk–Stratonovich integral (developed simultaneously by Ruslan Stratonovich and Donald Fisk) is a stochastic integral, the most common alternative to the Itô integral. Although the Itô integral is the usual choice in applied mathematics, the Stratonovich integral is frequently used in physics. In some circumstances, integrals in the Stratonovich definition are easier to manipulate. Unlike the Itô calculus, Stratonovich integrals are defined such that the chain rule of ordinary calculus holds.
Stochastic differential equationA stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the derivative of a Brownian motion or more generally a semimartingale.
Rigged Hilbert spaceIn mathematics, a rigged Hilbert space (Gelfand triple, nested Hilbert space, equipped Hilbert space) is a construction designed to link the distribution and square-integrable aspects of functional analysis. Such spaces were introduced to study spectral theory in the broad sense. They bring together the 'bound state' (eigenvector) and 'continuous spectrum', in one place. A function such as is an eigenfunction of the differential operator on the real line R, but isn't square-integrable for the usual Borel measure on R.
Field extensionIn mathematics, particularly in algebra, a field extension is a pair of fields such that the operations of K are those of L restricted to K. In this case, L is an extension field of K and K is a subfield of L. For example, under the usual notions of addition and multiplication, the complex numbers are an extension field of the real numbers; the real numbers are a subfield of the complex numbers. Field extensions are fundamental in algebraic number theory, and in the study of polynomial roots through Galois theory, and are widely used in algebraic geometry.
Abelian extensionIn abstract algebra, an abelian extension is a Galois extension whose Galois group is abelian. When the Galois group is also cyclic, the extension is also called a cyclic extension. Going in the other direction, a Galois extension is called solvable if its Galois group is solvable, i.e., if the group can be decomposed into a series of normal extensions of an abelian group. Every finite extension of a finite field is a cyclic extension.
Isomorphism theoremsIn mathematics, specifically abstract algebra, the isomorphism theorems (also known as Noether's isomorphism theorems) are theorems that describe the relationship between quotients, homomorphisms, and subobjects. Versions of the theorems exist for groups, rings, vector spaces, modules, Lie algebras, and various other algebraic structures. In universal algebra, the isomorphism theorems can be generalized to the context of algebras and congruences.
Reproducing kernel Hilbert spaceIn functional analysis (a branch of mathematics), a reproducing kernel Hilbert space (RKHS) is a Hilbert space of functions in which point evaluation is a continuous linear functional. Roughly speaking, this means that if two functions and in the RKHS are close in norm, i.e., is small, then and are also pointwise close, i.e., is small for all . The converse does not need to be true. Informally, this can be shown by looking at the supremum norm: the sequence of functions converges pointwise, but does not converge uniformly i.
Hilbert cubeIn mathematics, the Hilbert cube, named after David Hilbert, is a topological space that provides an instructive example of some ideas in topology. Furthermore, many interesting topological spaces can be embedded in the Hilbert cube; that is, can be viewed as subspaces of the Hilbert cube (see below).
Stochastic processIn probability theory and related fields, a stochastic (stəˈkæstɪk) or random process is a mathematical object usually defined as a sequence of random variables, where the index of the sequence has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule.
Group extensionIn mathematics, a group extension is a general means of describing a group in terms of a particular normal subgroup and quotient group. If and are two groups, then is an extension of by if there is a short exact sequence If is an extension of by , then is a group, is a normal subgroup of and the quotient group is isomorphic to the group . Group extensions arise in the context of the extension problem, where the groups and are known and the properties of are to be determined.
Order isomorphismIn the mathematical field of order theory, an order isomorphism is a special kind of monotone function that constitutes a suitable notion of isomorphism for partially ordered sets (posets). Whenever two posets are order isomorphic, they can be considered to be "essentially the same" in the sense that either of the orders can be obtained from the other just by renaming of elements. Two strictly weaker notions that relate to order isomorphisms are order embeddings and Galois connections.
Group isomorphismIn abstract algebra, a group isomorphism is a function between two groups that sets up a one-to-one correspondence between the elements of the groups in a way that respects the given group operations. If there exists an isomorphism between two groups, then the groups are called isomorphic. From the standpoint of group theory, isomorphic groups have the same properties and need not be distinguished.
Isometry groupIn mathematics, the isometry group of a metric space is the set of all bijective isometries (that is, bijective, distance-preserving maps) from the metric space onto itself, with the function composition as group operation. Its identity element is the identity function. The elements of the isometry group are sometimes called motions of the space. Every isometry group of a metric space is a subgroup of isometries. It represents in most cases a possible set of symmetries of objects/figures in the space, or functions defined on the space.
Graph isomorphismIn graph theory, an isomorphism of graphs G and H is a bijection between the vertex sets of G and H such that any two vertices u and v of G are adjacent in G if and only if and are adjacent in H. This kind of bijection is commonly described as "edge-preserving bijection", in accordance with the general notion of isomorphism being a structure-preserving bijection. If an isomorphism exists between two graphs, then the graphs are called isomorphic and denoted as . In the case when the bijection is a mapping of a graph onto itself, i.
Subgraph isomorphism problemIn theoretical computer science, the subgraph isomorphism problem is a computational task in which two graphs G and H are given as input, and one must determine whether G contains a subgraph that is isomorphic to H. Subgraph isomorphism is a generalization of both the maximum clique problem and the problem of testing whether a graph contains a Hamiltonian cycle, and is therefore NP-complete. However certain other cases of subgraph isomorphism may be solved in polynomial time.
IsometryIn mathematics, an isometry (or congruence, or congruent transformation) is a distance-preserving transformation between metric spaces, usually assumed to be bijective. The word isometry is derived from the Ancient Greek: ἴσος isos meaning "equal", and μέτρον metron meaning "measure". Given a metric space (loosely, a set and a scheme for assigning distances between elements of the set), an isometry is a transformation which maps elements to the same or another metric space such that the distance between the image elements in the new metric space is equal to the distance between the elements in the original metric space.
Separable extensionIn field theory, a branch of algebra, an algebraic field extension is called a separable extension if for every , the minimal polynomial of over F is a separable polynomial (i.e., its formal derivative is not the zero polynomial, or equivalently it has no repeated roots in any extension field). There is also a more general definition that applies when E is not necessarily algebraic over F. An extension that is not separable is said to be inseparable.
Local martingaleIn mathematics, a local martingale is a type of stochastic process, satisfying the localized version of the martingale property. Every martingale is a local martingale; every bounded local martingale is a martingale; in particular, every local martingale that is bounded from below is a supermartingale, and every local martingale that is bounded from above is a submartingale; however, in general a local martingale is not a martingale, because its expectation can be distorted by large values of small probability.
Algebraic extensionIn mathematics, an algebraic extension is a field extension L/K such that every element of the larger field L is algebraic over the smaller field K; that is, every element of L is a root of a non-zero polynomial with coefficients in K. A field extension that is not algebraic, is said to be transcendental, and must contain transcendental elements, that is, elements that are not algebraic. The algebraic extensions of the field of the rational numbers are called algebraic number fields and are the main objects of study of algebraic number theory.
