This is an advanced text on ordinary differential equations (ODES) in Banach and more general locally convex spaces, most notably the ODEs on measures and various function spaces. It yields the concise exposition of the fundamentals with the fast, but rigorous and systematic transition to the up-fronts of modern research in linear and nonlinear partial and pseudo-differential equations, general kinetic equations and fractional evolutions. The level of generality is chosen to be suitable for the study of the most important nonlinear equations of mathematical physics, such as Boltzmann, Smoluchovskii, Vlasov, Landau-Fokker-Planck, Cahn-Hilliard, Hamilton-Jacobi-Bellman, nonlinear Schroedinger, McKean-Vlasov diffusions and their nonlocal extensions, mass-action-law kinetics from chemistry. It also covers nonlinear evolutions arising in evolutionary biology and mean-field games, optimization theory, epidemics and system biology, in general models of interacting particles or agents describing splitting and merging, collisions and breakage, mutations and the preferential-attachment growth on networks. The book is meant for final year undergraduate and postgraduate students and researchers in differential equations and their applications. A significant amount of attention is paid to the interconnections between various topics revealing where and how a particular result is used in other chapters or may be used in other contexts, as well as to the clarification of the links between the languages of pseudo-differential operators, generalized functions, operator theory, abstract linear spaces, fractional calculus and path integrals.
We develop the basic constructions of homological algebra in the (appropriately defined) unbounded derived categories of modules over algebras over coalgebras over noncommutative rings (which we call semialgebras over corings). We define double-sided derived functors SemiTor and SemiExt of the functors of semitensor product and semihomomorphisms, and construct an equivalence between the exotic derived categories of semimodules and semicontramodules. Certain (co)flatness and/or (co)projectivity conditions have to be imposed on the coring and semialgebra to make the module categories abelian (and the cotensor product associative). Besides, for a number of technical reasons we mostly have to assume that the basic ring has a finite homological dimension (no such assumptions about the coring and semialgebra are made). In the final chapters we construct model category structures on the categories of complexes of semi(contra)modules, and develop relative nonhomogeneous Koszul duality theory for filtered semialgebras and quasi-differential corings. Our motivating examples come from the semi-infinite cohomology theory. Comparison with the semi-infinite (co)homology of Tate Lie algebras and graded associative algebras is established in appendices; an application to the correspondence between Tate Harish-Chandra modules with complementary central charges is worked out; and the semi-infinite homology of a locally compact topological group relative to an open profinite subgroup is defined.
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.