Welcome to our book review site go-pdf.online!
You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
Stochastic Analysis and Applications to Finance
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 kn...
The Fascination of Probability, Statistics and their Applications
Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.
Probabilistic Methods in Fluids
This volume contains recent research papers presented at the international workshop on OC Probabilistic Methods in FluidsOCO held in Swansea. The central problems considered were turbulence and the NavierOCoStokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial differential equations, jump processes and random dynamical systems. The volume provides a snapshot of current studies in a field where the applications range from the design of aircraft through the mathematics of finance to the study of fluids in porous media."
Asymptotic Expansions for Infinite Weighted Convolutions of Heavy Tail Distributions and Applications
"January 2009, volume 197, number 922 (Fourth of five numbers)."
Dissipative Lattice Dynamical Systems
There is an extensive literature in the form of papers (but no books) on lattice dynamical systems. The book focuses on dissipative lattice dynamical systems and their attractors of various forms such as autonomous, nonautonomous and random. The existence of such attractors is established by showing that the corresponding dynamical system has an appropriate kind of absorbing set and is asymptotically compact in some way.There is now a very large literature on lattice dynamical systems, especially on attractors of all kinds in such systems. We cannot hope to do justice to all of them here. Instead, we have focused on key areas of representative types of lattice systems and various types of attractors. Our selection is biased by our own interests, in particular to those dealing with biological applications. One of the important results is the approximation of Heaviside switching functions in LDS by sigmoidal functions.Nevertheless, we believe that this book will provide the reader with a solid introduction to the field, its main results and the methods that are used to obtain them.
The Dynamics of Modulated Wave Trains
The authors investigate the dynamics of weakly-modulated nonlinear wave trains. For reaction-diffusion systems and for the complex Ginzburg-Landau equation, they establish rigorously that slowly varying modulations of wave trains are well approximated by solutions to the Burgers equation over the natural time scale. In addition to the validity of the Burgers equation, they show that the viscous shock profiles in the Burgers equation for the wave number can be found as genuine modulated waves in the underlying reaction-diffusion system. In other words, they establish the existence and stability of waves that are time-periodic in appropriately moving coordinate frames which separate regions in...
The Mapping Class Group from the Viewpoint of Measure Equivalence Theory
The author obtains some classification result for the mapping class groups of compact orientable surfaces in terms of measure equivalence. In particular, the mapping class groups of different closed surfaces cannot be measure equivalent. Moreover, the author gives various examples of discrete groups which are not measure equivalent to the mapping class groups. In the course of the proof, the author investigates amenability in a measurable sense for the actions of the mapping class group on the boundary at infinity of the curve complex and on the Thurston boundary and, using this investigation, proves that the mapping class group of a compact orientable surface is exact.
Rock Blocks
Consider representation theory associated to symmetric groups, or to Hecke algebras in type A, or to $q$-Schur algebras, or to finite general linear groups in non-describing characteristic. Rock blocks are certain combinatorially defined blocks appearing in such a representation theory, first observed by R. Rouquier. Rock blocks are much more symmetric than general blocks, and every block is derived equivalent to a Rock block. Motivated by a theorem of J. Chuang and R. Kessar in the case of symmetric group blocks of abelian defect, the author pursues a structure theorem for these blocks.
Stochastic Processes, Physics and Geometry: New Interplays. II
This volume and Stochastic Processes, Physics and Geometry: New Interplays I present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are ...
Noncommutative Curves of Genus Zero
In these notes the author investigates noncommutative smooth projective curves of genus zero, also called exceptional curves. As a main result he shows that each such curve $\mathbb{X}$ admits, up to some weighting, a projective coordinate algebra which is a not necessarily commutative graded factorial domain $R$ in the sense of Chatters and Jordan. Moreover, there is a natural bijection between the points of $\mathbb{X}$ and the homogeneous prime ideals of height one in $R$, and these prime ideals are principal in a strong sense.
