Download or read book S minaire de probabilit s proceedings written by and published by . This book was released on 1990 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seminaire de Probabilites XXIV 1988 89 written by Jacques Azema and published by Springer. This book was released on 2006-11-14 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: The different papers contained in this volume are all research papers. The main directions of research which are being developed are: quantum probability, semimartingales and stochastic calculus.
Download or read book S minaire de Probabilit s XLIII written by Catherine Donati Martin and published by Springer Science & Business Media. This book was released on 2010-10-28 with total page 511 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.
Download or read book S minaire de Probabilit s XXXVII written by Jacques Azéma and published by Springer Science & Business Media. This book was released on 2003-11-26 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.
Download or read book Recent Developments in Mathematical Finance written by Jiongmin Yong and published by World Scientific. This book was released on 2002 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, etc. It also reflects on some recent developments in certain important aspects of mathematical finance.
Download or read book Ecole d Ete de Probabilites de Saint Flour XIX 1989 written by Donald L. Burkholder and published by Springer. This book was released on 2006-11-14 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book K theory and Homological Algebra written by Hvedri Inassaridze and published by Springer. This book was released on 2006-11-14 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Research Today and Tomorrow written by Carlos Casacuberta and published by Springer Science & Business Media. This book was released on 1992-12-14 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Symposium on the Current State and Prospects of Mathematics was held in Barcelona from June 13 to June 18, 1991. Seven invited Fields medalists gavetalks on the development of their respective research fields. The contents of all lectures were collected in the volume, together witha transcription of a round table discussion held during the Symposium. All papers are expository. Some parts include precise technical statements of recent results, but the greater part consists of narrative text addressed to a very broad mathematical public. CONTENTS: R. Thom: Leaving Mathematics for Philosophy.- S. Novikov: Role of Integrable Models in the Development of Mathematics.- S.-T. Yau: The Current State and Prospects of Geometry and Nonlinear Differential Equations.- A. Connes: Noncommutative Geometry.- S. Smale: Theory of Computation.- V. Jones: Knots in Mathematics and Physics.- G. Faltings: Recent Progress in Diophantine Geometry.
Download or read book Non commutativity Infinite dimensionality And Probability At The Crossroads Procs Of The Rims Workshop On Infinite dimensional Analysis And Quantum Probability written by Taku Matsui and published by World Scientific. This book was released on 2003-01-16 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Infinite-dimensional analysis and quantum probability have undergone significant developments in the last few years and created many applications. This volume includes four expository articles on recent developments in quantum field theory, quantum stochastic differential equations, free probability and quantum white noise calculus, which are targeted also for graduate study. The fourteen research papers deal with most of the current topics, and their interconnections reflect a vivid development in interacting Fock space, infinite-dimensional groups, stochastic independence, non-commutative central limit theorems, stochastic geometry, and so on.
Download or read book Non commutativity Infinite dimensionality and Probability at the Crossroads written by Nobuaki Obata and published by World Scientific. This book was released on 2003-01-16 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Infinite-dimensional analysis and quantum probability have undergone significant developments in the last few years and created many applications. This volume includes four expository articles on recent developments in quantum field theory, quantum stochastic differential equations, free probability and quantum white noise calculus, which are targeted also for graduate study. The fourteen research papers deal with most of the current topics, and their interconnections reflect a vivid development in interacting Fock space, infinite-dimensional groups, stochastic independence, non-commutative central limit theorems, stochastic geometry, and so on.
Download or read book Functional Analysis and Related Topics 1991 written by Hikosaburo Komatsu and published by Springer. This book was released on 2006-11-15 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: In these proceedings of the international conference held in Kyoto in memoryof the late Professor K saku Yosida, twenty six invited speakers display in their many facets of functional analysis and its applications in the research tradition of Yosida's school. Many of the topics are related tolinear and non-linear partial differential equations, including the Schr|dinger equations, the Navier-Stokes equations and quasilinear hyperbolic equations. Several of the papers are survey articles, the others are original (unpublished) and refereed research articles. Also included is a full listing of the publications of K. Yosida. Recommendedto students and research workers looking for a bird's-eye view of current research activity in functional analysis and its applications. FROM THE CONTENTS: K. Ito: Semigroups in probability theory.- T. Kato: Abstract evolution equations, linear and quasilinear, revisited.- J.L. Lions: Remarkson systems with incompletely given initial data and incompletely given part of the boundary.- H. Brezis: New energies for harmonic maps and liquid crystals.- D. Fujiwara: Some Feynman path integrals as oscillatory integrals over a Sobolev manifold.- M. Giga, Y. Giga, H. Sohr: L estimates for the Stokes system.- Y. Kawahigashi: Exactly solvable orbifold models and subfactors.- H. Kitada: Asymptotic completeness of N-body wave operators II. A new proof for the short-range case and the asymptotic clustering for the long-range systems. Y. Kobayashi, S. Oharu: Semigroups oflocally Lipschitzian operators and applications.- H. Komatsu: Operational calculus and semi-groups of operators.
Download or read book Clifford Wavelets Singular Integrals and Hardy Spaces written by Marius Mitrea and published by Springer. This book was released on 2006-11-15 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book discusses the extensions of basic Fourier Analysis techniques to the Clifford algebra framework. Topics covered: construction of Clifford-valued wavelets, Calderon-Zygmund theory for Clifford valued singular integral operators on Lipschitz hyper-surfaces, Hardy spaces of Clifford monogenic functions on Lipschitz domains. Results are applied to potential theory and elliptic boundary value problems on non-smooth domains. The book is self-contained to a large extent and well-suited for graduate students and researchers in the areas of wavelet theory, Harmonic and Clifford Analysis. It will also interest the specialists concerned with the applications of the Clifford algebra machinery to Mathematical Physics.
Download or read book Linear and Complex Analysis Problem Book 3 written by Victor P. Havin and published by Springer. This book was released on 2006-12-08 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 2-volume book is an updated, reorganized and considerably enlarged version of the previous edition of the Research Problem Book in Analysis (LNM 1043), a collection familiar to many analysts, that has sparked off much research. This new edition, created in a joint effort by a large team of analysts, is, like its predecessor, a collection of unsolved problems of modern analysis designed as informally written mini-articles, each containing not only a statement of a problem but also historical and methodological comments, motivation, conjectures and discussion of possible connections, of plausible approaches as well as a list of references. There are now 342 of these mini- articles, almost twice as many as in the previous edition, despite the fact that a good deal of them have been solved!
Download or read book Aspects of Brownian Motion written by Roger Mansuy and published by Springer Science & Business Media. This book was released on 2008-09-16 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals, including Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brownian local times; Exponential functionals of Brownian motion with drift; Time spent by Brownian motion below a multiple of its one-sided supremum.
Download or read book Algebraic Geometry written by Spencer Bloch and published by Springer. This book was released on 2006-11-14 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Arbitrage Credit And Informational Risks written by Ying Jiao and published by World Scientific. This book was released on 2014-03-27 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into three parts which treat each of these topics.
Download or read book Stochastic Finance written by Hans Föllmer and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-07-25 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents: Part I: Mathematical finance in one period Arbitrage theory Preferences Optimality and equilibrium Monetary measures of risk Part II: Dynamic hedging Dynamic arbitrage theory American contingent claims Superhedging Efficient hedging Hedging under constraints Minimizing the hedging error Dynamic risk measures
