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Painlevé Differential Equations in the Complex Plane
  • Language: en
  • Pages: 313

Painlevé Differential Equations in the Complex Plane

This book is the first comprehensive treatment of Painlevé differential equations in the complex plane. Starting with a rigorous presentation for the meromorphic nature of their solutions, the Nevanlinna theory will be applied to offer a detailed exposition of growth aspects and value distribution of Painlevé transcendents. The subsequent main part of the book is devoted to topics of classical background such as representations and expansions of solutions, solutions of special type like rational and special transcendental solutions, Bäcklund transformations and higher order analogues, treated separately for each of these six equations. The final chapter offers a short overview of applications of Painlevé equations, including an introduction to their discrete counterparts. Due to the present important role of Painlevé equations in physical applications, this monograph should be of interest to researchers in both mathematics and physics and to graduate students interested in mathematical physics and the theory of differential equations.

Nevanlinna Theory and Complex Differential Equations
  • Language: en
  • Pages: 353

Nevanlinna Theory and Complex Differential Equations

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high ...

Discontinuous Groups of Isometries in the Hyperbolic Plane
  • Language: en
  • Pages: 389

Discontinuous Groups of Isometries in the Hyperbolic Plane

This is an introductory textbook on isometry groups of the hyperbolic plane. Interest in such groups dates back more than 120 years. Examples appear in number theory (modular groups and triangle groups), the theory of elliptic functions, and the theory of linear differential equations in the complex domain (giving rise to the alternative name Fuchsian groups). The current book is based on what became known as the famous Fenchel-Nielsen manuscript. Jakob Nielsen (1890-1959) started this project well before World War II, and his interest arose through his deep investigations on the topology of Riemann surfaces and from the fact that the fundamental group of a surface of genus greater than one is represented by such a discontinuous group. Werner Fenchel (1905-1988) joined the project later and overtook much of the preparation of the manuscript. The present book is special because of its very complete treatment of groups containing reversions and because it avoids the use of matrices to represent Moebius maps. This text is intended for students and researchers in the many areas of mathematics that involve the use of discontinuous groups.

Stochastic Finance
  • Language: en
  • Pages: 473

Stochastic Finance

This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures.

Value Distribution Theory and Related Topics
  • Language: en
  • Pages: 331

Value Distribution Theory and Related Topics

The Nevanlinna theory of value distribution of meromorphic functions, one of the milestones of complex analysis during the last century, was c- ated to extend the classical results concerning the distribution of of entire functions to the more general setting of meromorphic functions. Later on, a similar reasoning has been applied to algebroid functions, subharmonic functions and meromorphic functions on Riemann surfaces as well as to - alytic functions of several complex variables, holomorphic and meromorphic mappings and to the theory of minimal surfaces. Moreover, several appli- tions of the theory have been exploited, including complex differential and functional equations, complex dynam...

Heat Kernel and Analysis on Manifolds
  • Language: en
  • Pages: 504

Heat Kernel and Analysis on Manifolds

"This volume contains the expanded lecture notes of courses taught at the Emile Borel Centre of the Henri Poincaré Institute (Paris). In the book, leading experts introduce recent research in their fields. The unifying theme is the study of heat kernels in various situations using related geometric and analytic tools. Topics include analysis of complex-coefficient elliptic operators, diffusions on fractals and on infinite-dimensional groups, heat kernel and isoperimetry on Riemannian manifolds, heat kernels and infinite dimensional analysis, diffusions and Sobolev-type spaces on metric spaces, quasi-regular mappings and p -Laplace operators, heat kernel and spherical inversion on SL 2 (C) , random walks and spectral geometry on crystal lattices, isoperimetric and isocapacitary inequalities, and generating function techniques for random walks on graphs."--Publisher's website.

Variational Methods for Potential Operator Equations
  • Language: en
  • Pages: 301

Variational Methods for Potential Operator Equations

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high ...

Handbook of Differential Equations: Ordinary Differential Equations
  • Language: en
  • Pages: 719

Handbook of Differential Equations: Ordinary Differential Equations

  • Type: Book
  • -
  • Published: 2008-08-19
  • -
  • Publisher: Elsevier

This handbook is the fourth volume in a series of volumes devoted to self-contained and up-to-date surveys in the theory of ordinary differential equations, with an additional effort to achieve readability for mathematicians and scientists from other related fields so that the chapters have been made accessible to a wider audience. - Covers a variety of problems in ordinary differential equations - Pure mathematical and real-world applications - Written for mathematicians and scientists of many related fields

Riemannian Geometry
  • Language: en
  • Pages: 421

Riemannian Geometry

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 35 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high ...

Ergodic Theory and Zd Actions
  • Language: en
  • Pages: 496

Ergodic Theory and Zd Actions

A mixture of surveys and original articles that span the theory of Zd actions.