This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods.
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.
There are several subjects in analysis that are frequently used in applied mathematics, theoretical physics and engineering sciences, such as complex variable, ordinary differential equations, special functions, asymptotic methods, integral transforms and distribution theory.
This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial mathematics.
New Edition: The Nonlinear Workbook (6th Edition)The study of nonlinear dynamical systems has advanced tremendously in the last 20 years, making a big impact on science and technology.
This unique book provides a comprehensive introduction to computational mathematics, which forms an essential part of modern numerical algorithms and scientific computing.
Latest Edition: Linear Mathematical Models in Chemical Engineering (2nd Edition)Understanding the mathematical modeling of chemical processes is fundamental to the successful career of a researcher in chemical engineering.
This book provides a broad description of the financial derivatives business from a practitioner's point of view, with a particular emphasis on fixed income derivatives, a specific development on fixed income derivatives and a practical approach to the field.
This textbook provides an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three or four semester sequence of calculus courses.
Researchers are faced with the problem of solving a variety of equations in the course of their work in engineering, economics, physics, and the computational sciences.
New Edition: The Nonlinear Workbook (6th Edition)The study of nonlinear dynamical systems has advanced tremendously in the last 20 years, making a big impact on science and technology.
This book deals with analytic problems related to some developments and generalizations of the Boltzmann equation toward the modeling and qualitative analysis of large systems that are of interest in applied sciences.
New Edition: The Nonlinear Workbook (6th Edition)The study of nonlinear dynamical systems has advanced tremendously in the last 15 years, making a big impact on science and technology.
This invaluable book presents gravitation and gauge fields as interrelated topics with a common physical and mathematical foundation, such as gauge theory of gravitation and other fields, giving emphasis to the physicist's point of view.
This book discusses systematically treatment on the development of stochastic, statistical and state space models of the HIV epidemic and of HIV pathogenesis in HIV-infected individuals, and presents the applications of these models.
The theory of 2-structures provides a convenient framework for decomposition and transformation of mathematical systems where one or several different binary relationships hold between the objects of the system.
This invaluable book presents a comprehensive introduction to bifurcation theory in the presence of symmetry, an applied mathematical topic which has developed considerably over the past twenty years and has been very successful in analysing and predicting pattern formation and other critical phenomena in most areas of science where nonlinear models are involved, like fluid flow instabilities, chemical waves, elasticity and population dynamics.
NewsProfessor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University).
This book provides a clear, understandable, and motivated account on the subject that spans both conventional and modern materials about discrete event systems, material that, up to now, has been presented in the literature in different fields, such as the graph theory, the probability theory, the automata's theory, and the queueing theory.
This monograph aims to fill a void by making available a source book which first systematically describes all the available uniqueness and nonuniqueness criteria for ordinary differential equations, and compares and contrasts the merits of these criteria, and second, discusses open problems and offers some directions towards possible solutions.
This is one of the first books presenting stabilizability of nonlinear systems in a well-organized and detailed way, the problem, its motivation, features and results.
This book presents applications to several fluid dynamics problems in both the bounded and unbounded domains in the framework of the discrete velocity models of kinetic theory.
The theory of soliton equations and integrable systems has developed rapidly during the last 20 years with numerous applications in mechanics and physics.
This book presents the conceptional line which goes from the observation of physical systems to their modeling and analysis by ordinary differential nonlinear stochastic equations.
This unique text presents the new domain of consistent non-linear counterparts for all basic objects and tools of linear algebra, and develops an adequate calculus for solving non-linear algebraic and differential equations.
Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications.