Applied mathematics

This volume contains a selection of papers presented at the work- shop "e;Modelling of Patterns in Space and Time"e;, organized by the 80nderforschungsbereich 123, "e;8tochastische Mathematische Modelle"e;, in Heidelberg, July 4-8, 1983.

Optimization problems arising in practice usually contain several random parameters.

This book gathers threads that have evolved across different mathematical disciplines into seamless narrative.

This book focuses mainly on fractional Brownian fields and their extensions.

The feasibility to extract porous medium parameters from acoustic recordings is investigated.

This collection of original papers related to the Israeli GAFA seminar (on Geometric Aspects of Functional Analysis) from the years 2006 to 2011 continues the long tradition of the previous volumes, which reflect the general trends of Asymptotic Geometric Analysis, understood in a broad sense, and are a source of inspiration for new research.

The essays in this special volume survey some of the most recent advances in the global analysis of dynamic models for economics, finance and the social sciences.

The thesis deals with averaging dynamics in a multiagent networked system, which is a main mechanism for diffusing the information over such networks.

Since 1972 and the appearance of the famous Black & Scholes option pric- ing formula, derivatives have become an integrated part of everyday life in the financial industry.

There is an enormous amount of work in the literature about the blow-up behavior of evolution equations.

The present study has been accepted as a doctoral thesis by the Depart- ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main.

This thesis summarizes most of my recent research in the field of portfolio optimization.

Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions.

In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets.

This is a new volume of the Seminaire de Probabilites which is now in its 43rd year.

This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integration techniques with applications to finance and insurance.

Discrete Mathematics and theoretical computer science are closely linked research areas with strong impacts on applications and various other scientific disciplines.

Mathematics as a production factor or driving force for innovation?

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This is a wide-ranging and persuasive book written by an undisputed expert.

Quantum-like structure is present practically everywhere.

Over the past decade, many major advances have been made in the field of graph colouring via the probabilistic method.

Focuses on acquiring spatial models of physical environments through mobile robotsThe robotic mapping problem is commonly referred to as SLAM (simultaneous localization and mapping).

Cities can be considered to be among the largest and most complex artificial networks created by human beings.

The second edition of this book contains both basic and more advanced - terial on non-life insurance mathematics.

Stormy development of electronic computation techniques (computer systems and software), observed during the last decades, has made possible automation of data processing in many important human activity areas, such as science, technology, economics and labor organization.

The aim of this volume that presents lectures given at a joint CIME and Banach Center Summer School, is to offer a broad presentation of a class of updated methods providing a mathematical framework for the development of a hierarchy of models of complex systems in the natural sciences, with a special attention to biology and medicine.

With its origins in the theories of continuous distributions of dislocations and ofmetalplasticity,inhomogeneitytheoryisarichandvibrant?

The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus.

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In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied.

The Heisenberg group comes from quantum mechanics and is the simplest non-commutative Lie group.

The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besancon, Grenoble,.

This book describes the representations of Lie superalgebras that are yielded by a graded version of Hudson-Parthasarathy quantum stochastic calculus.

The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.

Operational Quantum Physics offers a systematic presentation of quantum mechanics which makes exhaustive use of the full probabilistic structure of this theory.

Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes.

This volume of Light Scattering Reviews describes some recent advances in a broad area of light scattering media optics.

This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 8th-24th July, 1999.

This volume contains the papers selected for presentation at IPCO 2002, the NinthInternationalConferenceonIntegerProgrammingandCombinatorial- timization, Cambridge, MA (USA), May 27-29, 2002.

The monograph is devoted mainly to the analytical study of the differential, pseudo-differential and stochastic evolution equations describing the transition probabilities of various Markov processes.

Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure.

This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during 17th Aug.

 This book constitutes the refereed proceedings of the Second International Workshop on Experimental and Efficient Algorithms, WEA 2003, held in Ascona, Switzerland in May 2003.

All the papers included in this volume are original research papers.