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
A collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. It covers the topics ranging from Markov processes, backward stochastic differential equations, stochastic partial differential equations, and stochastic control, to risk measure and risk theory.
Hilbert-huang Transform And Its Applications (2nd Edition)
This book is written for scientists and engineers who use HHT (Hilbert-Huang Transform) to analyze data from nonlinear and non-stationary processes. It can be treated as a HHT user manual and a source of reference for HHT applications. The book contains the basic principle and method of HHT and various application examples, ranging from the correction of satellite orbit drifting to detection of failure of highway bridges.The thirteen chapters of the first edition are based on the presentations made at a mini-symposium at the Society for Industrial and Applied Mathematics in 2003. Some outstanding mathematical research problems regarding HHT development are discussed in the first three chapters. The three new chapters of the second edition reflect the latest HHT development, including ensemble empirical mode decomposition (EEMD) and modified EMD.The book also provides a platform for researchers to develop the HHT method further and to identify more applications.
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...
Hyperbolically Embedded Subgroups and Rotating Families in Groups Acting on Hyperbolic Spaces
he authors introduce and study the notions of hyperbolically embedded and very rotating families of subgroups. The former notion can be thought of as a generalization of the peripheral structure of a relatively hyperbolic group, while the latter one provides a natural framework for developing a geometric version of small cancellation theory. Examples of such families naturally occur in groups acting on hyperbolic spaces including hyperbolic and relatively hyperbolic groups, mapping class groups, , and the Cremona group. Other examples can be found among groups acting geometrically on spaces, fundamental groups of graphs of groups, etc. The authors obtain a number of general results about rotating families and hyperbolically embedded subgroups; although their technique applies to a wide class of groups, it is capable of producing new results even for well-studied particular classes. For instance, the authors solve two open problems about mapping class groups, and obtain some results which are new even for relatively hyperbolic groups.
Exotic Cluster Structures on $SL_n$: The Cremmer-Gervais Case
This is the second paper in the series of papers dedicated to the study of natural cluster structures in the rings of regular functions on simple complex Lie groups and Poisson–Lie structures compatible with these cluster structures. According to our main conjecture, each class in the Belavin–Drinfeld classification of Poisson–Lie structures on corresponds to a cluster structure in . The authors have shown before that this conjecture holds for any in the case of the standard Poisson–Lie structure and for all Belavin–Drinfeld classes in , . In this paper the authors establish it for the Cremmer–Gervais Poisson–Lie structure on , which is the least similar to the standard one.
Perspectives In Mathematical Sciences
Mathematical sciences have been playing an increasingly important role in modern society. They are in high demand for investigating complex problems in physical science, environmental and geophysical sciences, materials science, life science and chemical sciences.This is a review volume on some timely and interesting topics in applied mathematical sciences. It surveys new developments and presents some future research directions in these topics. The chapters are written by experts in these fields, with a wide audience in mind and hence will be accessible to graduate students, junior researchers and other professionals who are interested in the subjects. The contributions of Professor Youzhong Guo, a leading expert in these areas, will be celebrated. His life and academic achievements are highlighted in the Preface and Postscript of the book. The underlying theme that binds the various chapters seamlessly is a set of dedicated ideas and techniques from partial differential equations and dynamical systems.
Local Entropy Theory of a Random Dynamical System
In this paper the authors extend the notion of a continuous bundle random dynamical system to the setting where the action of R or N is replaced by the action of an infinite countable discrete amenable group. Given such a system, and a monotone sub-additive invariant family of random continuous functions, they introduce the concept of local fiber topological pressure and establish an associated variational principle, relating it to measure-theoretic entropy. They also discuss some variants of this variational principle. The authors introduce both topological and measure-theoretic entropy tuples for continuous bundle random dynamical systems, and apply variational principles to obtain a relationship between these of entropy tuples. Finally, they give applications of these results to general topological dynamical systems, recovering and extending many recent results in local entropy theory.
On Dwork's $p$-Adic Formal Congruences Theorem and Hypergeometric Mirror Maps
Using Dwork's theory, the authors prove a broad generalization of his famous -adic formal congruences theorem. This enables them to prove certain -adic congruences for the generalized hypergeometric series with rational parameters; in particular, they hold for any prime number and not only for almost all primes. Furthermore, using Christol's functions, the authors provide an explicit formula for the “Eisenstein constant” of any hypergeometric series with rational parameters. As an application of these results, the authors obtain an arithmetic statement “on average” of a new type concerning the integrality of Taylor coefficients of the associated mirror maps. It contains all the similar univariate integrality results in the literature, with the exception of certain refinements that hold only in very particular cases.
Imaginary Schur-Weyl Duality
The authors study imaginary representations of the Khovanov-Lauda-Rouquier algebras of affine Lie type. Irreducible modules for such algebras arise as simple heads of standard modules. In order to define standard modules one needs to have a cuspidal system for a fixed convex preorder. A cuspidal system consists of irreducible cuspidal modules—one for each real positive root for the corresponding affine root system X , as well as irreducible imaginary modules—one for each -multiplication. The authors study imaginary modules by means of “imaginary Schur-Weyl duality” and introduce an imaginary analogue of tensor space and the imaginary Schur algebra. They construct a projective generator for the imaginary Schur algebra, which yields a Morita equivalence between the imaginary and the classical Schur algebra, and construct imaginary analogues of Gelfand-Graev representations, Ringel duality and the Jacobi-Trudy formula.
Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii
This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large class of both linear and non-linear equations.The other papers in this volume were specially written for the occasion of Prof Rozovskii's 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives.
