Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations
Author : Constantin Varsan
Publisher :
Page : 256 pages
File Size : 26,4 MB
Release : 2014-01-15
Category :
ISBN : 9789401146807
Author : Constantin Varsan
Publisher :
Page : 256 pages
File Size : 26,4 MB
Release : 2014-01-15
Category :
ISBN : 9789401146807
Author : Julia Di Nunno
Publisher : Springer Science & Business Media
Page : 532 pages
File Size : 22,36 MB
Release : 2011-03-29
Category : Mathematics
ISBN : 364218412X
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.
Author :
Publisher :
Page : 1886 pages
File Size : 14,73 MB
Release : 2000
Category : Books
ISBN :
Author :
Publisher :
Page : 508 pages
File Size : 42,41 MB
Release : 2006
Category : Mathematics
ISBN :
Author : Audrey Terras
Publisher : Springer Science & Business Media
Page : 430 pages
File Size : 30,49 MB
Release : 2013-09-12
Category : Mathematics
ISBN : 146147972X
This unique text is an introduction to harmonic analysis on the simplest symmetric spaces, namely Euclidean space, the sphere, and the Poincaré upper half plane. This book is intended for beginning graduate students in mathematics or researchers in physics or engineering. Written with an informal style, the book places an emphasis on motivation, concrete examples, history, and, above all, applications in mathematics, statistics, physics, and engineering. Many corrections and updates have been incorporated in this new edition. Updates include discussions of P. Sarnak and others' work on quantum chaos, the work of T. Sunada, Marie-France Vignéras, Carolyn Gordon, and others on Mark Kac's question "Can you hear the shape of a drum?", A. Lubotzky, R. Phillips and P. Sarnak's examples of Ramanujan graphs, and, finally, the author's comparisons of continuous theory with the finite analogues. Topics featured throughout the text include inversion formulas for Fourier transforms, central limit theorems, Poisson's summation formula and applications in crystallography and number theory, applications of spherical harmonic analysis to the hydrogen atom, the Radon transform, non-Euclidean geometry on the Poincaré upper half plane H or unit disc and applications to microwave engineering, fundamental domains in H for discrete groups Γ, tessellations of H from such discrete group actions, automorphic forms, and the Selberg trace formula and its applications in spectral theory as well as number theory.
Author : Marcos Marino
Publisher : Springer Science & Business Media
Page : 219 pages
File Size : 22,52 MB
Release : 2008-08-22
Category : Mathematics
ISBN : 3540798137
Starting in the middle of the 80s, there has been a growing and fruitful interaction between algebraic geometry and certain areas of theoretical high-energy physics, especially the various versions of string theory. Physical heuristics have provided inspiration for new mathematical definitions (such as that of Gromov-Witten invariants) leading in turn to the solution of problems in enumerative geometry. Conversely, the availability of mathematically rigorous definitions and theorems has benefited the physics research by providing the required evidence in fields where experimental testing seems problematic. The aim of this volume, a result of the CIME Summer School held in Cetraro, Italy, in 2005, is to cover part of the most recent and interesting findings in this subject.
Author :
Publisher :
Page : 1608 pages
File Size : 17,50 MB
Release : 2005
Category : Mathematics
ISBN :
Author : Alfonso Di Bartolo
Publisher : Springer Science & Business Media
Page : 223 pages
File Size : 25,84 MB
Release : 2008-04-17
Category : Mathematics
ISBN : 3540785833
This volume treats algebraic groups from a group theoretical point of view and compares the results with the analogous issues in the theory of Lie groups. It examines a classification of algebraic groups and Lie groups having only few subgroups.
Author : Ravi P. Agarwal
Publisher : Springer Science & Business Media
Page : 333 pages
File Size : 26,94 MB
Release : 2008-12-10
Category : Mathematics
ISBN : 0387712763
Ordinary differential equations serve as mathematical models for many exciting real world problems. Rapid growth in the theory and applications of differential equations has resulted in a continued interest in their study by students in many disciplines. This textbook organizes material around theorems and proofs, comprising of 42 class-tested lectures that effectively convey the subject in easily manageable sections. The presentation is driven by detailed examples that illustrate how the subject works. Numerous exercise sets, with an "answers and hints" section, are included. The book further provides a background and history of the subject.
Author : Martin Brokate
Publisher : CRC Press
Page : 136 pages
File Size : 16,5 MB
Release : 1997-12-08
Category : Mathematics
ISBN : 9780582312609
This volume constitutes the proceedings of a conference on functional analysis and its applications, which took place in India during December 1996. Topics include topological vector spaces, Banach algebras, meromorphic functions, partial differential equations, variational equations and inequalities, optimization, wavelets, elastroplasticity, numerical integration, fractal image compression, reservoir simulation, forest management, and industrial maths.