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 Lecture Notes Series written by and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 Principles of Optimal Stopping and Free boundary Problems written by Goran Peskir and published by . This book was released on 2006 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 Optimal Stopping and Free Boundary Problems written by Pierre Lucien Jules Van Moerbeke and published by . This book was released on 1973 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Free Boundary Problems written by A. Bossavit and published by . This book was released on 1985 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 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 Corrected Random Walk Approximations to Free Boundary Problems in Optimal Stopping written by T. L. Lai and published by . This book was released on 2005 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Free Boundary Problems written by Darya Apushkinskaya and published by Springer. This book was released on 2018-09-20 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with several elliptic and parabolic obstacle-type problems with a focus on the cases where the free and fixed boundaries meet. The results presented complement those found in existing books in the subject, which mainly treat regularity properties away from the fixed boundary. The topics include optimal regularity, analysis of global solutions, tangential touch of the free and fixed boundaries, as well as Lipschitz- and $C^1$-regularity of the free boundary. Special attention is given to local versions of various monotonicity formulas. The intended audience includes research mathematicians and advanced graduate students interested in problems with free boundaries.

Download or read book Free Boundary Problems written by A. Bossavit and published by . This book was released on 1985 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Free Boundary Problems written by Karl-Heinz Hoffmann and published by Longman Scientific and Technical. This book was released on 1990 with total page 468 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 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 Optimal control for free boundary problems written by Viorel Barbu and published by . This book was released on 1985 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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.