From Elementary Probability to Stochastic Differential Equations with MAPLE®


Book Description

This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.




Lectures on Hyperbolic Geometry


Book Description

Focussing on the geometry of hyperbolic manifolds, the aim here is to provide an exposition of some fundamental results, while being as self-contained, complete, detailed and unified as possible. Following some classical material on the hyperbolic space and the Teichmüller space, the book centers on the two fundamental results: Mostow's rigidity theorem (including a complete proof, following Gromov and Thurston) and Margulis' lemma. These then form the basis for studying Chabauty and geometric topology; a unified exposition is given of Wang's theorem and the Jorgensen-Thurston theory; and much space is devoted to the 3D case: a complete and elementary proof of the hyperbolic surgery theorem, based on the representation of three manifolds as glued ideal tetrahedra.




Lie Groups


Book Description

Lie groups has been an increasing area of focus and rich research since the middle of the 20th century. In Lie Groups: An Approach through Invariants and Representations, the author's masterful approach gives the reader a comprehensive treatment of the classical Lie groups along with an extensive introduction to a wide range of topics associated with Lie groups: symmetric functions, theory of algebraic forms, Lie algebras, tensor algebra and symmetry, semisimple Lie algebras, algebraic groups, group representations, invariants, Hilbert theory, and binary forms with fields ranging from pure algebra to functional analysis. By covering sufficient background material, the book is made accessible to a reader with a relatively modest mathematical background. Historical information, examples, exercises are all woven into the text. This unique exposition is suitable for a broad audience, including advanced undergraduates, graduates, mathematicians in a variety of areas from pure algebra to functional analysis and mathematical physics.




Dynamical Systems


Book Description

Breadth of scope is unique Author is a widely-known and successful textbook author Unlike many recent textbooks on chaotic systems that have superficial treatment, this book provides explanations of the deep underlying mathematical ideas No technical proofs, but an introduction to the whole field that is based on the specific analysis of carefully selected examples Includes a section on cellular automata




Mathematical Concepts of Quantum Mechanics


Book Description

The book gives a streamlined introduction to quantum mechanics, while describing the basic mathematical structures underpinning this discipline. Starting with an overview of the key physical experiments illustrating the origin of the physical foundations, the book proceeds to a description of the basic notions of quantum mechanics and their mathematical content. It then makes its way to topics of current interest, specifically those in which mathematics plays an important role. The topics presented include spectral theory, many-body theory, positive temperatures, path integrals and quasiclassical asymptotics, the theory of resonances, an introduction to quantum field theory and the theory of radiation. The book can serve as a text for an intermediate course in quantum mechanics, or a more advanced topics course.




Mathematical Modeling for the Life Sciences


Book Description

Provides a wide range of mathematical models currently used in the life sciences Each model is thoroughly explained and illustrated by example Includes three appendices to allow for independent reading




Postmodern Analysis


Book Description

What is the title of this book intended to signify, what connotations is the adjective "Postmodern" meant to carry? A potential reader will surely pose this question. To answer it, I should describe what distinguishes the approach to analysis presented here from what has been called "Modern Analysis" by its protagonists. "Modern Analysis" as represented in the works of the Bour baki group or in the textbooks by Jean Dieudonne is characterized by its systematic and axiomatic treatment and by its drive towards a high level of abstraction. Given the tendency of many prior treatises on analysis to degen erate into a collection of rather unconnected tricks to solve special problems, this definitely represented a healthy achievement. In any case, for the de velopment of a consistent and powerful mathematical theory, it seems to be necessary to concentrate solely on the internal problems and structures and to neglect the relations to other fields of scientific, even of mathematical study for a certain while. Almost complete isolation may be required to reach the level of intellectual elegance and perfection that only a good mathematical theory can acquire. However, once this level has been reached, it might be useful to open one's eyes again to the inspiration coming from concrete ex ternal problems.




Tools for Computational Finance


Book Description

Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering.




Algebra


Book Description

This is Volume II of a two-volume introductory text in classical algebra. The text moves methodically with numerous examples and details so that readers with some basic knowledge of algebra can read it without difficulty. It is recommended either as a textbook for some particular algebraic topic or as a reference book for consultations in a selected fundamental branch of algebra. The book contains a wealth of material. Amongst the topics covered in Volume are the theory of ordered fields and Nullstellen Theorems. Known researcher Lorenz also includes the fundamentals of the theory of quadratic forms, of valuations, local fields and modules. What’s more, the book contains some lesser known or nontraditional results – for instance, Tsen's results on the solubility of systems of polynomial equations with a sufficiently large number of indeterminates.




Applied Stochastic Processes


Book Description

This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.