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Stochastic Analysis and Applications 2014
Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice...
Fractal Geometry and Stochastics VI
This collection of contributions originates from the well-established conference series "Fractal Geometry and Stochastics" which brings together researchers from different fields using concepts and methods from fractal geometry. Carefully selected papers from keynote and invited speakers are included, both discussing exciting new trends and results and giving a gentle introduction to some recent developments. The topics covered include Assouad dimensions and their connection to analysis, multifractal properties of functions and measures, renewal theorems in dynamics, dimensions and topology of random discrete structures, self-similar trees, p-hyperbolicity, phase transitions from continuous to discrete scale invariance, scaling limits of stochastic processes, stemi-stable distributions and fractional differential equations, and diffusion limited aggregation. Representing a rich source of ideas and a good starting point for more advanced topics in fractal geometry, the volume will appeal to both established experts and newcomers.
Fractal Geometry and Applications: A Jubilee of Benoit Mandelbrot
This volume offers an excellent selection of cutting-edge articles about fractal geometry, covering the great breadth of mathematics and related areas touched by this subject. Included are rich survey articles and fine expository papers. The high-quality contributions to the volume by well-known researchers--including two articles by Mandelbrot--provide a solid cross-section of recent research representing the richness and variety of contemporary advances in and around fractal geometry. In demonstrating the vitality and diversity of the field, this book will motivate further investigation into the many open problems and inspire future research directions. It is suitable for graduate students and researchers interested in fractal geometry and its applications. This is a two-part volume. Part 1 covers analysis, number theory, and dynamical systems; Part 2, multifractals, probability and statistical mechanics, and applications.
Fractal Geometry, Complex Dimensions and Zeta Functions
Number theory, spectral geometry, and fractal geometry are interlinked in this in-depth study of the vibrations of fractal strings, that is, one-dimensional drums with fractal boundary. Throughout Geometry, Complex Dimensions and Zeta Functions, Second Edition, new results are examined and a new definition of fractality as the presence of nonreal complex dimensions with positive real parts is presented. The new final chapter discusses several new topics and results obtained since the publication of the first edition.
The Conscious Mind
Writing in a rigorous, thought-provoking style, the author takes us on a far-reaching tour through the philosophical ramifications of consciousness, offering provocative insights into the relationship between mind and brain.
Commodities
Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development. Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing, Second Edition covers the fundamental theory of and derivatives pricing for major commodity markets, as well as the interaction between commodity prices, the real economy, and other financial markets. After a thoroughly updated and extensive theoretical and practical introduction, this new edition of the book is divided into five parts – the fifth of which is entirely new material covering cutting-edge...
Optimal Oil Production and the World Supply of Oil
We study the optimal oil extraction strategy and the value of an oil field using a multiple real option approach. The numerical method is flexible enough to solve a model with several state variables, to discuss the effect of risk aversion, and to take into account uncertainty in the size of reserves. Optimal extraction in the baseline model is found to be volatile. If the oil producer is risk averse, production is more stable, but spare capacity is much higher than what is typically observed. We show that decisions are very sensitive to expectations on the equilibrium oil price using a mean reverting model of the oil price where the equilibrium price is also a random variable. Oil productio...
In Search of the Riemann Zeros
Formulated in 1859, the Riemann Hypothesis is the most celebrated and multifaceted open problem in mathematics. In essence, it states that the primes are distributed as harmoniously as possible--or, equivalently, that the Riemann zeros are located on a single vertical line, called the critical line.
Fractal Geometry and Stochastics II
A collection of contributions by outstanding mathematicians, highlighting the principal directions of research on the combination of fractal geometry and stochastic methods. Clear expositions introduce the most recent results and problems on these subjects and give an overview of their historical development.
Fractal Geometry, Complex Dimensions and Zeta Functions
Number theory, spectral geometry, and fractal geometry are interlinked in this study of the vibrations of fractal strings, that is, one-dimensional drums with fractal boundary. The Riemann hypothesis is given a natural geometric reformulation in context of vibrating fractal strings, and the book offers explicit formulas extended to apply to the geometric, spectral and dynamic zeta functions associated with a fractal.
