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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.
Recent Development in Stochastic Dynamics and Stochastic Analysis
1. Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- 2. Decoherent information of quantum operations / Xuelian Cao, Nan Li and Shunlong Luo -- 3. Stabilization of evolution equations by noise / Tomás Caraballo and Peter E. Kloeden -- 4. Stochastic quantification of missing mechanisms in dynamical systems / Baohua Chen and Jinqiao Duan -- 5. Banach space-valued functionals of white noise / Yin Chen and Caishi Wang -- 6. Hurst index estimation for self-similar processes with long-memory / Alexandra Chronopoulou and Frederi G. Viens -- 7. Modeling colored noise by fractional Brownian motion / Jinqiao Duan, Chujin Li and Xiangjun Wang -- 8. A suffi...
Recent Progress in Atmospheric Sciences
This book contains 22 peer-reviewed articles that cover a spectrum of contemporary subjects relevant to atmospheric sciences, with specific applications to the Asia-Pacific region. The majority of these papers consist of a review of a scientific sub-field in atmospheric sciences, while some contain original contributions. All of the accepted papers were subject to scientific reviews and revisions.The book is divided into 2 traditional fields in atmospheric sciences: atmospheric dynamics and meteorology; and atmospheric physics and chemistry. The authors of these papers are distinguished alumni of the Department of Atmospheric Sciences at the National Taiwan University, residing in the USA an...
The Global Monsoon System
This book presents a current review of the science of monsoon research and forecasting. The contents are based on the invited reviews presented at the World Meteorological Organization''s Fourth International Workshop on Monsoons in late 2008, with subsequent manuscripts revised from 2009 to early 2010. The book builds on the concept that the monsoons in various parts of the globe can be viewed as components of an integrated global monsoon system, while emphasizing that significant region-specific characteristics are present in individual monsoon regions. The topics covered include all major monsoon regions and time scales (mesoscale, synoptic, intraseasonal, interannual, decadal, and climate change). It is intended to provide an updated comprehensive review of the current status of knowledge, modeling capability, and future directions in the research of monsoon systems around the world.
Recent Advances in Knowledge Management
Recent Advances in Knowledge Management investigates the multidimensional aspects of knowledge management by exploring different perspectives and practices as well as existing theories of effective knowledge management in a changing world. Chapters address such topics as tacit knowledge, knowledge management frameworks, informally structured domains of knowledge management, and more. Beyond understanding the nature of knowledge management processes in different kinds of organizations, this book examines the nature of knowledge management focusing on what we know and how we know it.
Global Perspectives On Tropical Cyclones: From Science To Mitigation
This book is a completely rewritten, updated and expanded new edition of the original Global Perspectives on Tropical Cyclones published in 1995. It presents a comprehensive review of the state of science and forecasting of tropical cyclones together with the application of this science to disaster mitigation, hence the tag: From Science to Mitigation.Since the previous volume, enormous progress in understanding tropical cyclones has been achieved. These advances range from the theoretical through to ever more sophisticated computer modeling, all underpinned by a vast and growing range of observations from airborne, space and ocean observation platforms. The growth in observational capabilit...
East Asian Monsoon
The East Asian summer monsoon has complex space and time structures that are distinct from the South Asian summer monsoon. It covers both subtropics and midlatitudes and its rainfall tends to be concentrated in rain belts that stretch for many thousands of kilometers and affect China, Japan, Korea, and the surrounding areas. The circulation of the East Asian winter monsoon encompasses a large meridional domain with cold air outbreaks emanating from the Siberian high and penetrates deeply into the equatorial Maritime Continent region, where the center of maximum rainfall has long been recognized as a major planetary scale heat source that provides a significant amount of energy which drives t...
