Applied mathematics

The main objective of this monograph is the study of a class of stochastic differential systems having unbounded coefficients, both in finite and in infinite dimension.

The aim of this book is to present a recently developed approach suitable for investigating a variety of qualitative aspects of order-preserving random dynamical systems and to give the background for further development of the theory.

This volume includes the five lecture courses given at the CIME-EMS School on "e;Stochastic Methods in Finance"e; held in Bressanone/Brixen, Italy 2003.

Bond markets differ in one fundamental aspect from standard stock markets.

This volume of original research papers from the Israeli GAFA seminar during the years 1996-2000 not only reports on more traditional directions of Geometric Functional Analysis, but also reflects on some of the recent new trends in Banach Space Theory and related topics.

Surveys the methods currently applied to study sums of infinite-dimensional independent random vectors in situations where their distributions resemble Gaussian laws.

These lecture notes by very authoritative scientists survey recent advances of mathematics driven by industrial application showing not only how mathematics is applied to industry but also how mathematics has drawn benefit from interaction with real-word problems.

The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming!

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming!

This expanded version of the 1997 European Mathematical Society Lectures given by the author in Helsinki, begins with a self-contained introduction to nonstandard analysis (NSA) and the construction of Loeb Measures, which are rich measures discovered in 1975 by Peter Loeb, using techniques from NSA.

In World Mathematical Year 2000 the traditional St.

The present book includes a set of selected papers from the fourth "e;International Conference on Informatics in Control Automation and Robotics"e; (ICINCO 2007), held at the University of Angers, France, from 9 to 12 May 2007.

Leading researchers in the field of Optimal Transportation, with different views and perspectives, contribute to this Summer School volume: Monge-Ampere and Monge-Kantorovich theory, shape optimization and mass transportation are linked, among others, to applications in fluid mechanics granular material physics and statistical mechanics, emphasizing the attractiveness of the subject from both a theoretical and applied point of view.

The Israeli GAFA seminar (on Geometric Aspect of Functional Analysis) during the years 2002-2003 follows the long tradition of the previous volumes.

In this new century mankind faces ever more challenging environmental and publichealthproblems,suchaspollution,invasionbyexoticspecies,theem- gence of new diseases or the emergence of diseases into new regions (West Nile virus,SARS,Anthrax,etc.

Spin glass theory is going through a stunning period of progress while finding exciting new applications in areas beyond theoretical physics, in particular in combinatorics and computer science.

At the Summer School Saint Petersburg 2001, the main lecture courses bore on recent progress in asymptotic representation theory: those written up for this volume deal with the theory of representations of infinite symmetric groups, and groups of infinite matrices over finite fields; Riemann-Hilbert problem techniques applied to the study of spectra of random matrices and asymptotics of Young diagrams with Plancherel measure; the corresponding central limit theorems; the combinatorics of modular curves and random trees with application to QFT; free probability and random matrices, and Hecke algebras.

This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists.

Big Queues aims to give a simple and elegant account of how large deviations theory can be applied to queueing problems.

This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001).

When we consider the main object of forestry, the tree, it immediately becomes clear why experimental population geneticists have been so hesitant in making this object a primary concern of their research.

It was generally believed that the study of probability theory was started by Pascal and Fermat in 1654 when they succeeded in deriving the exact probabilitiesforcertaingamblingproblem.

Opening new directions in research in both discrete event dynamic systems as well as in stochastic control, this volume focuses on a wide class of control and of optimization problems over sequences of integer numbers.

This introduction to the recent theory of abstract tubes describes the framework for establishing improved inclusion-exclusion identities and Bonferroni inequalities, which are provably at least as sharp as their classical counterparts while involving fewer terms.

This book presents topics of science and engineering which occur in nature or are part of daily life.

Stochastic Geometry is the mathematical discipline which studies mathematical models for random geometric structures, as they appear frequently in almost all natural sciences or technical fields.

The proceedings of the Israeli GAFA seminar on Geometric Aspect of Functional Analysis during the years 2001-2002 follow the long tradition of the previous volumes.

The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points.

Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues.

In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction - for an audience knowing basic functional analysis and measure theory but not necessarily probability theory - to analysis in a separable Hilbert space of infinite dimension.

When "e;Financial Risk in Insurance"e; appeared in 1995, we would not have imag- ined that this text would find such a wide readership.

This book summarizes and highlights progress in our understanding of Dy- namical Systems during six years of the German Priority Research Program "e;Ergodic Theory, Analysis, and Efficient Simulation of Dynamical Systems"e; .

As a branch of mathematics that studies the behavior of random, fuzzy and rough events, uncertainty theory is the generic name of probability theory, credibility theory, and trust theory.

One of my favorite quotes is from a letter of Charles Darwin (1887): "e;I have long discovered that geologists never read each other's works, and that the only object in writing a book is proof of earnestness, and that you do not form your opinions without undergoing labour of some kind.

This volume honors Alexander Gammerman on the occasion of his 80th birthday, Prof.

Dieses Buch bietet einen modernen Ansatz für die Theorie der zeitstetigen stochastischen Prozesse und der stochastischen Analysis.

Dieses Buch bietet einen modernen Ansatz für die Theorie der zeitstetigen stochastischen Prozesse und der stochastischen Analysis.

This is the third and final volume of Mathematical Systems Theory.

This book focuses on the kinematic analysis, design, and simulation of industrial robots, making these topics easily accessible to students and engineers through an interactive scheme.

This book compiles the contributions to the 16th International Conference on Industrial Logistics (ICIL 2025), held in Tokyo, Japan, from 30 October to 2 November 2025.

This book provides a modern review of Fluctuation Relations and Fluctuation Theorems in nonequilibrium statistical mechanics.

Fundamentals of Stochastic Signals, Systems and Estimation Theory (third edition) explains the concepts underlying modeling and analysis of stochastic signals and linear stochastic systems.

What is combinatorial optimization?

As the boundaries between biological intelligence and artificial systems continue to dissolve, a new frontier is emerging—where thoughts can control machines, and machines can decode mental states.

This compendium collects advances and reflections on the teaching of econometrics from internationally well-known econometricians, including a number of accomplished textbook writers.

This book is based on an Oberwolfach Seminar, and it intends to give an introduction and an overview to several directions of the recent research on stochastic geophysical fluid dynamics and to discuss different geophysical stochastic partial differential equations.