Download or read book Optimal Stopping and Free Boundary Problems written by Goran Peskir and published by Springer Science & Business Media. This book was released on 2006-11-10 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.
Download or read book Principles of Optimal Stopping and Free boundary Problems written by Goran Peskir and published by . This book was released on 2001 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Variational Principles and Free Boundary Problems written by Avner Friedman and published by John Wiley & Sons. This book was released on 1982-11 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive treatment of variational methods and their applications to free boundary problems. Explains important developments in the field and offers background mathematics. Text includes problems at the end of each section and an extensive bibliography.
Download or read book Free Boundary Problems Theory and Applications written by Marek Niezgodka and published by CRC Press. This book was released on 1996-11-25 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addressing various aspects of nonlinear partial differential equations, this volume contains papers and lectures presented at the Congress on Free boundary Problems, Theory and Application held in Zakopane, Poland in 1995. Topics include existence, uniqueness, asymptotic behavior, and regularity of solutions and interfaces.
Download or read book Free Boundary Problems written by J I Diaz and published by CRC Press. This book was released on 1995-04-04 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This research note consists of selected contributions from the 1993 International Conference on "Free Boundary Problems: Theory and Applications." These represent coherent and high-level research in the field of free boundary problems. Topics include mean curvature flows, phase transitions and material sciences, fluid mechanics and combustion problems.
Download or read book Free Boundary Problems written by A. Bossavit and published by . This book was released on 1985 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Free Boundary Problems written by Isabel Narra Figueiredo and published by Springer Science & Business Media. This book was released on 2007-01-11 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects refereed lectures and communications presented at the Free Boundary Problems Conference (FBP2005). These discuss the mathematics of a broad class of models and problems involving nonlinear partial differential equations arising in physics, engineering, biology and finance. Among other topics, the talks considered free boundary problems in biomedicine, in porous media, in thermodynamic modeling, in fluid mechanics, in image processing, in financial mathematics or in computations for inter-scale problems.
Download or read book Continuous time Stochastic Control and Optimization with Financial Applications written by Huyên Pham and published by Springer Science & Business Media. This book was released on 2009-05-28 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc. This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance.
Download or read book Emerging Applications in Free Boundary Problems written by J M Chadam and published by CRC Press. This book was released on 2020-12-22 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Research Note presents a collection of papers on emerging applications in free boundary problems. The subjects covered include microgravity, chemical and biological reactions, and electromagnetism and electronics.
Download or read book Free Boundary Problems Involving Solids written by J M Chadam and published by CRC Press. This book was released on 1993-02-22 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second of three volumes containing the proceedings of the International Colloquium 'Free Boundary Problems: Theory and Applications', held in Montreal from June 13 to June 22, 1990. The main theme of this volume is the concept of free boundary problems associated with solids. The first free boundary problem, the freezing of water - the Stefan problem - is the prototype of solidification problems which form the main part of this volume. The two sections treting this subject cover a large variety of topics and procedures, ranging from a theoretical mathematical treatment of solvability to numerical procedures for practical problems. Some new and interesting problems in solid mechanics are discussed in the first section while in the last section the important new subject of solid-solid-phase transition is examined.
Download or read book Free Boundary Problems in Fluid Flow with Applications written by J M Chadam and published by CRC Press. This book was released on 1993-02-22 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third of three volumes containing the proceedings of the International Colloquium 'Free Boundary problems: Theory and Applications', held in Montreal from June 13 to June 22, 1990. The main part of this volume studies the flow of fluids, an area which has led to many of the classical free boundary problems. The first two sections contain the papers on various problems in fluid mechanics. The types of problems vary fromthe collision of two jets to the growth of a sand wave. In the next two sections porous flow is considered. This has important practical applications in fields such as petroleum engineering and groundwater pollution. Some new and interesting free boundary problems in geology and engineering are treated in the final section.
Download or read book Recent Advances in Applied Probability written by Ricardo Baeza-Yates and published by Springer Science & Business Media. This book was released on 2006-02-28 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied probability is a broad research area that is of interest to scientists in diverse disciplines in science and technology, including: anthropology, biology, communication theory, economics, epidemiology, finance, geography, linguistics, medicine, meteorology, operations research, psychology, quality control, sociology, and statistics. Recent Advances in Applied Probability is a collection of survey articles that bring together the work of leading researchers in applied probability to present current research advances in this important area. This volume will be of interest to graduate students and researchers whose research is closely connected to probability modelling and their applications. It is suitable for one semester graduate level research seminar in applied probability.
Download or read book Free Boundary Problems written by Ioannis Athanasopoulos and published by Routledge. This book was released on 2019-11-11 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Free boundary problems arise in an enormous number of situations in nature and technology. They hold a strategic position in pure and applied sciences and thus have been the focus of considerable research over the last three decades. Free Boundary Problems: Theory and Applications presents the work and results of experts at the forefront of current research in mathematics, material sciences, chemical engineering, biology, and physics. It contains the plenary lectures and contributed papers of the 1997 International Interdisciplinary Congress proceedings held in Crete. The main topics addressed include free boundary problems in fluid and solid mechanics, combustion, the theory of filtration, and glaciology. Contributors also discuss material science modeling, recent mathematical developments, and numerical analysis advances within their presentations of more specific topics, such as singularities of interfaces, cusp cavitation and fracture, capillary fluid dynamics of film coating, dynamics of surface growth, phase transition kinetics, and phase field models. With the implications of free boundary problems so far reaching, it becomes important for researchers from all of these fields to stay abreast of new developments. Free Boundary Problems: Theory and Applications provides the opportunity to do just that, presenting recent advances from more than 50 researchers at the frontiers of science, mathematics, and technology.
Download or read book Real Options Ambiguity Risk and Insurance written by A. Bensoussan and published by IOS Press. This book was released on 2013-05-02 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial engineering has become the focus of widespread media attention as a result of the worldwide financial crisis of recent years. This book is the second in a series dealing with financial engineering from Ajou University in Korea. The main objective of the series is to disseminate recent developments and important issues in financial engineering to graduate students and researchers, and to provide surveys or pedagogical exposition of important published papers in a broad perspective, as well as analyses of important financial news concerning financial engineering research, practices or regulations. Real Options, Ambiguity, Risk and Insurance, comprises 12 chapters and is divided into three parts. In Part I, five chapters deal with real options analysis, which addresses the issue of investment decisions in complex, innovative or risky projects. Part II presents three chapters on ambiguity. The notion of ambiguity is one of the major breakthroughs in the expected utility theory; ambiguity arises as uncertainties cannot be precisely described in the probability space. Part III consists of four chapters devoted to risk and insurance, and covers mutual insurance for non-traded risks, downside risk management, and credit risk in fixed income markets. This volume will be useful to both graduate students and researchers in understanding relatively new areas in economics and finance, as well as challenging aspects of mathematics.
Download or read book The Theory of Optimal Stopping written by Yuan Shih Chow and published by Dover Publications. This book was released on 1991-01 with total page 139 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Free Boundary Problems written by Antonio Fasano and published by Pitman Advanced Publishing Program. This book was released on 1983 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Princeton Companion to Applied Mathematics written by Nicholas J. Higham and published by Princeton University Press. This book was released on 2015-09-15 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the most authoritative and accessible single-volume reference book on applied mathematics. Featuring numerous entries by leading experts and organized thematically, it introduces readers to applied mathematics and its uses; explains key concepts; describes important equations, laws, and functions; looks at exciting areas of research; covers modeling and simulation; explores areas of application; and more. Modeled on the popular Princeton Companion to Mathematics, this volume is an indispensable resource for undergraduate and graduate students, researchers, and practitioners in other disciplines seeking a user-friendly reference book on applied mathematics. Features nearly 200 entries organized thematically and written by an international team of distinguished contributors Presents the major ideas and branches of applied mathematics in a clear and accessible way Explains important mathematical concepts, methods, equations, and applications Introduces the language of applied mathematics and the goals of applied mathematical research Gives a wide range of examples of mathematical modeling Covers continuum mechanics, dynamical systems, numerical analysis, discrete and combinatorial mathematics, mathematical physics, and much more Explores the connections between applied mathematics and other disciplines Includes suggestions for further reading, cross-references, and a comprehensive index
