The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation.
The present volume develops the theory of integration in Banach spaces, martingales and UMD spaces, and culminates in a treatment of the Hilbert transform, Littlewood-Paley theory and the vector-valued Mihlin multiplier theorem.
This volume focuses on the development and application of fundamental concepts in mechanics and physics of solids as they pertain to the solution of challenging new problems in diverse areas, such as materials science and micro- and nanotechnology.
An Invitation to Applied Mathematics: Differential Equations, Modeling, and Computation introduces the reader to the methodology of modern applied mathematics in modeling, analysis, and scientific computing with emphasis on the use of ordinary and partial differential equations.
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.
In most undergraduate physics classes Special Relativity is taught from a simplistic point of view using Newtonian concepts rather than the relativistic way of thinking.
Applied Mathematics in Engineering and Reliability contains papers presented at the International Conference on Applied Mathematics in Engineering and Reliability (ICAMER 2016, Ho Chi Minh City, Viet Nam, 4-6 May 2016).
The 2017 PIMS-CRM Summer School in Probability was held at the Pacific Institute for the Mathematical Sciences (PIMS) at the University of British Columbia in Vancouver, Canada, during June 5-30, 2017.
For almost every phenomenon in physics, chemistry, biology, medicine, economics, and other sciences, one can make a mathematical model that can be regarded as a dynamical system.
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation.
Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods.
One of the Top Selling Physics Books according to YBP Library ServicesSuitable for graduate students, experienced researchers, and experts, this book provides a state-of-the-art review of the non-relativistic theory of high-energy ion-atom collisions.
Theories of Probability: An Examination of Foundations reviews the theoretical foundations of probability, with emphasis on concepts that are important for the modeling of random phenomena and the design of information processing systems.
Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations focusses on the inverse Gaussian approximation for the distribution of the first level-crossing time in a shifted compound renewal process framework.
This unique book presents real world success stories of collaboration between mathematicians and industrial partners, showcasing first-hand case studies, and lessons learned from the experiences, technologies, and business challenges that led to the successful development of industrial solutions based on mathematics.
Mathematicians have skills that, if deepened in the right ways, would enable them to use data to answer questions important to them and others, and report those answers in compelling ways.
This book is intended to be a useful contribution for the modern teaching of applied mathematics, educating Industrial Mathematicians that will meet the growing demand for such experts.
This book offers a comprehensive overview of the latest advancements in the field of applied mathematics as it relates to finance, marketing, and economics.
This interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater explanatory power with respect to the traditional assumption that dynamics are stochastic and shocks are exogenous.