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Recent Advances in Mathematical Analysis
This book collects selected peer reviewed papers on the topics of Nonlinear Analysis, Functional Analysis, (Korovkin-Type) Approximation Theory, and Partial Differential Equations. The aim of the volume is, in fact, to promote the connection among those different fields in Mathematical Analysis. The book celebrates Francesco Altomare, on the occasion of his 70th anniversary.
Markov Operators, Positive Semigroups and Approximation Processes
In recent years several investigations have been devoted to the study of large classes of (mainly degenerate) initial-boundary value evolution problems in connection with the possibility to obtain a constructive approximation of the associated positive C_0-semigroups. In this research monograph we present the main lines of a theory which finds its root in the above-mentioned research field.
Integral Methods in Science and Engineering, Volume 1
This contributed volume contains a collection of articles on the most recent advances in integral methods. The first of two volumes, this work focuses on the construction of theoretical integral methods. Written by internationally recognized researchers, the chapters in this book are based on talks given at the Fourteenth International Conference on Integral Methods in Science and Engineering, held July 25-29, 2016, in Padova, Italy. A broad range of topics is addressed, such as:• Integral equations• Homogenization• Duality methods• Optimal design• Conformal techniques This collection will be of interest to researchers in applied mathematics, physics, and mechanical and electrical engineering, as well as graduate students in these disciplines, and to other professionals who use integration as an essential tool in their work.
Noncommutative Geometry
This book covers the basics of noncommutative geometry (NCG) and its applications in topology, algebraic geometry, and number theory. The author takes up the practical side of NCG and its value for other areas of mathematics. A brief survey of the main parts of NCG with historical remarks, bibliography, and a list of exercises is included. The presentation is intended for graduate students and researchers with interests in NCG, but will also serve nonexperts in the field. Contents Part I: Basics Model examples Categories and functors C∗-algebras Part II: Noncommutative invariants Topology Algebraic geometry Number theory Part III: Brief survey of NCG Finite geometries Continuous geometries Connes geometries Index theory Jones polynomials Quantum groups Noncommutative algebraic geometry Trends in noncommutative geometry
Ergodic Behavior of Markov Processes
The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples. Contents Part I: Ergodic Rates for Markov Chains and Processes Markov Chains with Discrete State Spaces General Markov Chains: Ergodicity in Total Variation MarkovProcesseswithContinuousTime Weak Ergodic Rates Part II: Limit Theorems The Law of Large Numbers and the Central Limit Theorem Functional Limit Theorems
Stochastic Calculus of Variations
This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book "processes with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Namely, asymptotic expansions functionals related with financial...
American-Type Options
The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.
Interval Analysis
This self-contained text is a step-by-step introduction and a complete overview of interval computation and result verification, a subject whose importance has steadily increased over the past many years. The author, an expert in the field, gently presents the theory of interval analysis through many examples and exercises, and guides the reader from the basics of the theory to current research topics in the mathematics of computation. Contents Preliminaries Real intervals Interval vectors, interval matrices Expressions, P-contraction, ε-inflation Linear systems of equations Nonlinear systems of equations Eigenvalue problems Automatic differentiation Complex intervals
