This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time.
This volume collects the expanded notes of four series of lectures given on the occasion of the CIME course on Nonlinear Optimization held in Cetraro, Italy, from July 1 to 7, 2007.
Stable Levy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics.
Dieses Buch bietet eine umfassende Darstellung der Didaktik der Analysis unter Berücksichtigung der aktuellen didaktischen Diskussion, theoretischer Konzepte, praktischer Unterrichtserfahrungen und der Bildungsstandards der Kultusministerkonferenz.
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one.
Managing uncertainty in new product development projects for improved valuation and decision making is one of the most complex and challenging problems in operations management.
Stochastic processes are as usual the main subject of the Seminaire, with contributions on Brownian motion (fractional or other), Levy processes, martingales and probabilistic finance.
This volume introduces an entirely new pseudodifferential analysis on the line, the opposition of which to the usual (Weyl-type) analysis can be said to reflect that, in representation theory, between the representations from the discrete and from the (full, non-unitary) series, or that between modular forms of the holomorphic and substitute for the usual Moyal-type brackets.
Algebraic groups are treated in this volume from a group theoretical point of view and the obtained results are compared with the analogous issues in the theory of Lie groups.
The theory of nonlinear hyperbolic equations in several space dimensions has recently obtained remarkable achievements thanks to ideas and techniques related to the structure and fine properties of functions of bounded variation.
The lectures concentrate on highlights in Combinatorial (ChaptersII and III) and Number Theoretical (ChapterIV) Extremal Theory, in particular on the solution of famous problems which were open for many decades.
Graduate students and postgraduates in Mathematics, Engineering and the Natural Sciences want to understand Applied Mathematics for the solution of everyday problems.
Entropy and entropy production have recently become mathematical tools for kinetic and hydrodynamic limits, when deriving the macroscopic behaviour of systems from the interaction dynamics of their many microscopic elementary constituents at the atomic or molecular level.
By virtue of their special algebraic structures, Pythagorean-hodograph (PH) curves offer unique advantages for computer-aided design and manufacturing, robotics, motion control, path planning, computer graphics, animation, and related fields.
In wavelet analysis, irregular wavelet frames have recently come to the forefront of current research due to questions concerning the robustness and stability of wavelet algorithms.
This book studies the large-time asymptotic behavior of solutions of the pure initial value problem for linear dispersive equations with constant coefficients and homogeneous symbols in one space dimension.
Queueing networks constitute a large family of stochastic models, involving jobs that enter a network, compete for service, and eventually leave the network upon completion of service.
Several books deal with Sobolev spaces on open subsets of R (n), but none yet with Sobolev spaces on Riemannian manifolds, despite the fact that the theory of Sobolev spaces on Riemannian manifolds already goes back about 20 years.
The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance.
