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Recent Development In Stochastic Dynamics And Stochastic Analysis
  • Language: en
  • Pages: 306

Recent Development In Stochastic Dynamics And Stochastic Analysis

Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.

New Trends in Stochastic Analysis and Related Topics
  • Language: en
  • Pages: 458

New Trends in Stochastic Analysis and Related Topics

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehe...

Perspectives in Mathematical Sciences
  • Language: en
  • Pages: 371

Perspectives in Mathematical Sciences

1. Periodic boundary problems for analytic function including automorphic functions / Haitao Cai and Jian-Ke Lu -- 2. Subharmonic bifurcations and chaos for a model of micro-cantilever in MEMS / Yushu Chen, Liangqiang Zhou and Fangqi Chen -- 3. Canonical sample spaces for random dynamical systems / Jinqiao Duan, Xingye Kan and Bjorn Schmalfuss -- 4. Epidemic propagation dynamics on complex networks / Xinchu Fu ... [et al.] -- 5. Inverse problems for equations of parabolic type / Zhibin Han, Yongzhong Huang and Ming Jian -- 6. The existence and asymptotic properties of nontrivial solutions of nonlinear (2 - q)-Laplacian type problems with linking geometric structure / Gongbao Li and Zhaofen S...

Recent Developments in Computational Finance
  • Language: en
  • Pages: 481

Recent Developments in Computational Finance

Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.

Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan
  • Language: en
  • Pages: 465

Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory.It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance.

Recent Developments in Infinite-Dimensional Analysis and Quantum Probability
  • Language: en
  • Pages: 455

Recent Developments in Infinite-Dimensional Analysis and Quantum Probability

Recent Developments in Infinite-Dimensional Analysis and Quantum Probability is dedicated to Professor Takeyuki Hida on the occasion of his 70th birthday. The book is more than a collection of articles. In fact, in it the reader will find a consistent editorial work, devoted to attempting to obtain a unitary picture from the different contributions and to give a comprehensive account of important recent developments in contemporary white noise analysis and some of its applications. For this reason, not only the latest results, but also motivations, explanations and connections with previous work have been included. The wealth of applications, from number theory to signal processing, from optimal filtering to information theory, from the statistics of stationary flows to quantum cable equations, show the power of white noise analysis as a tool. Beyond these, the authors emphasize its connections with practically all branches of contemporary probability, including stochastic geometry, the structure theory of stationary Gaussian processes, Neumann boundary value problems, and large deviations.

Ordinal And Relational Clustering (With Cd-rom)
  • Language: en
  • Pages: 198

Ordinal And Relational Clustering (With Cd-rom)

Most modern textbooks on cluster analysis are written from the standpoint of computer science, which give the background, description and implementation of computer algorithms. This book proclaims several firsts — the first to present a broad mathematical treatment of the subject, the first that illustrates dissimilarities taking values in a poset, and the first to notice the connection with formal concept analysis which is a powerful tool for investigating hidden structures in large data sets.This book presents the subject from a mathematical viewpoint with careful definitions. All clearly stated axioms are illustrated with concrete examples. New ideas are introduced informally first, and then in a careful, systematic manner. Much of the material has not previously appeared in the literature. It is to be hoped that the book holds promising directive to launch a new research area that is based on graph theory, as well as partially ordered sets. It also suggests the cluster algorithms that can be used for practical applications. The emphasis will be largely on ordinal data and ordinal cluster methods.

Stories Old and New
  • Language: en
  • Pages: 826

Stories Old and New

Stories Old and New is the first complete translation of Feng Menglong’s Gujin xiaoshuo (also known as Yushi mingyan, Illustrious Words to Instruct the World), a collection of 40 short stories first published in 1620 in China. This is considered the best of Feng’s three such collections and was a pivotal work in the development of vernacular fiction. The stories are valuable as examples of early fiction and for their detailed depiction of daily life among a broad range of social classes. The stories are populated by scholars and courtesans, spirits and ghosts, Buddhist monks and nuns, pirates and emperors, and officials both virtuous and corrupt. The streets and abodes of late-Ming China...

China Archaeology and Art Digest
  • Language: en
  • Pages: 444

China Archaeology and Art Digest

  • Type: Book
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  • Published: 1998
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  • Publisher: Unknown

"A comprehensive quarterly digest and index of all quality Chinese publications in the archeological and art history fields;" includes also translated longer synopses of articles on topics covered, and a report of archeological news.

A Panoramic View of the Song Dynasty Through the Lens of Shipbuilding Industry
  • Language: en
  • Pages: 595