"e;Following in the footsteps of Stephen Hawking's 'A brief history of time' and Simon Singh's 'Fermat's Last Theorem' this exceptionally accessible book will you leave marveling at the wonders of the world and, if you didn't listen to your science teachers, wishing you had.
The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
This book deals with one of the fundamental problems of nonequilibrium statistical mechanics: the explanation of large-scale dynamics (evolution differential equations) from models of a very large number of interacting particles.
This monograph provides a comprehensive overview of locally perturbed random walks, tools used for their analysis, and current research on their applications.
The 2nd edition of this book is essentially an extended version of the 1st and provides a very sound overview of the most important special functions of Fractional Calculus.
In many fields of science and practice large amounts of dataand informationare collected for analyzing and visualizinglatent structures as orderings or classifications forexample.
The objective of the present edition of this monograph is the same as that of earlier editions, namely, to provide readers with some mathemati- cal maturity a rigorous and modern introduction to the ideas and principal theorems of probabilistic information theory.
Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 42nd IMAC, A Conference and Exposition on Structural Dynamics, 2024, the third volume of ten from the Conference brings together contributions to this important area of research and engineering.
The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory.
This book delves into a rigorous mathematical exploration of the well-posedness and long-time behavior of weak solutions to nonlinear Fokker-Planck equations, along with their implications in the theory of probabilistically weak solutions to McKean-Vlasov stochastic differential equations and the corresponding nonlinear Markov processes.
In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals.
This textbook offers a self-contained introduction to probability, covering all topics required for further study in stochastic processes and stochastic analysis, as well as some advanced topics at the interface between probability and functional analysis.
This book delves into the foundational principles governing the treatment of molecular networks and "e;chemical space"e;-the comprehensive domain encompassing all physically achievable molecules-from the perspectives of vector space, graph theory, and data science.
This book tells the story of the probability integral, the approaches to analyzing it throughout history, and the many areas of science where it arises.
This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property.
Over the past three years I have grown accustomed to the puzzled look which appears on people's faces when they hear that I am a mathematician who studies sleep.
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 book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters.
This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters.
This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for decision-making under uncertainty.
A volume of this nature containing a collection of papers has been brought out to honour a gentleman - a friend and a colleague - whose work has, to a large extent, advanced and popularized the use of stochastic point processes.
This book offers a comprehensive discussion of the Bayesian inference framework and demonstrates why this probabilistic approach is ideal for tackling the various modelling problems within quantitative finance.
This book contains the invited papers of the interdisciplinary workshop on "e;Stochastic Nonlinear Systems in Physics, Chemistry and Biology"e; held at the Center for Interdisciplinary Research (ZIF), University of Bielefeld, West Germany, October 5-11, 1980.
