Download or read book From Elementary Probability to Stochastic Differential Equations with Maple r written by Sasha Cyganowski and published by . This book was released on 2001-11-20 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book From Elementary Probability to Stochastic Differential Equations with MAPLE written by Sasha Cyganowski and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Lectures on Hyperbolic Geometry written by Riccardo Benedetti and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Lie Groups written by Claudio Procesi and published by Springer Science & Business Media. This book was released on 2007-10-17 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Dynamical Systems written by Jürgen Jost and published by Springer Science & Business Media. This book was released on 2005-08-01 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Download or read book Mathematical Concepts of Quantum Mechanics written by Stephen J. Gustafson and published by Springer Science & Business Media. This book was released on 2003 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Mathematical Modeling for the Life Sciences written by Jacques Istas and published by Springer Science & Business Media. This book was released on 2005-06-09 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Download or read book Postmodern Analysis written by Jürgen Jost and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Tools for Computational Finance written by Rüdiger U. Seydel and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Algebra written by Falko Lorenz and published by Springer Science & Business Media. This book was released on 2007-12-27 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Applied Stochastic Processes written by Mario Lefebvre and published by Springer Science & Business Media. This book was released on 2007-12-14 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Numerical Solution of SDE Through Computer Experiments written by Peter Eris Kloeden and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.
Download or read book Applied Stochastic Control of Jump Diffusions written by Bernt Øksendal and published by Springer Science & Business Media. This book was released on 2007-04-26 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.
Download or read book A Course on Mathematical Logic written by Shashi Mohan Srivastava and published by Springer Science & Business Media. This book was released on 2008-02-15 with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a distinctive, well-motivated introduction to mathematical logic. It starts with the definition of first order languages, proceeds through propositional logic, completeness theorems, and finally the two Incompleteness Theorems of Godel.
Download or read book Algebraic Geometry written by Daniel Perrin and published by Springer Science & Business Media. This book was released on 2007-12-16 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aimed primarily at graduate students and beginning researchers, this book provides an introduction to algebraic geometry that is particularly suitable for those with no previous contact with the subject; it assumes only the standard background of undergraduate algebra. The book starts with easily-formulated problems with non-trivial solutions and uses these problems to introduce the fundamental tools of modern algebraic geometry: dimension; singularities; sheaves; varieties; and cohomology. A range of exercises is provided for each topic discussed, and a selection of problems and exam papers are collected in an appendix to provide material for further study.
Download or read book Numerical Solution of Stochastic Differential Equations with Jumps in Finance written by Eckhard Platen and published by Springer Science & Business Media. This book was released on 2010-07-23 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt: In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitative methods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding. Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance. Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.
Download or read book Recent Developments in Computational Finance written by Thomas Gerstner and published by World Scientific. This book was released on 2013 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.
