Advances In Deterministic And Stochastic Analysis
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| Author | : G. F. Roach |
| Publisher | : Princeton University Press |
| Total Pages | : 400 |
| Release | : 2012-03-04 |
| Genre | : Mathematics |
| ISBN | : 1400842654 |
Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves in surprising ways not usually seen in nature. Because of their wide range of important applications, these materials have been intensely studied over the past twenty-five years, mainly from the perspectives of physics and engineering. But a body of rigorous mathematical theory has also gradually developed, and this is the first book to present that theory. Designed for researchers and advanced graduate students in applied mathematics, electrical engineering, and physics, this book introduces the electromagnetics of complex media through a systematic, state-of-the-art account of their mathematical theory. The book combines the study of well posedness, homogenization, and controllability of Maxwell equations complemented with constitutive relations describing complex media. The book treats deterministic and stochastic problems both in the frequency and time domains. It also covers computational aspects and scattering problems, among other important topics. Detailed appendices make the book self-contained in terms of mathematical prerequisites, and accessible to engineers and physicists as well as mathematicians.
| Author | : Samuel N Cohen |
| Publisher | : World Scientific |
| Total Pages | : 605 |
| Release | : 2012-08-10 |
| Genre | : Mathematics |
| ISBN | : 9814483915 |
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.
| Author | : M.A. Dempster |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 418 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 9400978014 |
This volume contains the proceedings of an Advanced Study and Re search Institute on Theoretical Approaches to Scheduling Problems. The Institute was held in Durham, England, from July 6 to July 17, 1981. It was attended by 91 participants from fifteen different countries. The format of the Institute was somewhat unusual. The first eight of the ten available days were devoted to an Advanced Study Insti tute, with lectures on the state of the art with respect to deter ministic and stochastic scheduling models and on the interface between these two approaches. The last two days were occupied by an Advanced Research Institute, where recent results and promising directions for future research, especially in the interface area, were discussed. Altogether, 37 lectures were delivered by 24 lecturers. They have all contributed to these proceedings, the first part of which deals with the Advanced Study Institute and the second part of which covers the Advanced Research Institute. Each part is preceded by an introduction, written by the editors. While confessing to a natural bias as organizers, we believe that the Institute has been a rewarding and enjoyable event for everyone concerned. We are very grateful to all those who have contributed to its realization.
| Author | : Jacques Janssen |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 428 |
| Release | : 2013-04-17 |
| Genre | : Mathematics |
| ISBN | : 9401706638 |
Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers. Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.
| Author | : Peter Imkeller |
| Publisher | : Birkhäuser |
| Total Pages | : 413 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3034882874 |
A collection of articles written by mathematicians and physicists, designed to describe the state of the art in climate models with stochastic input. Mathematicians will benefit from a survey of simple models, while physicists will encounter mathematically relevant techniques at work.
| Author | : G. S. Ladde |
| Publisher | : CRC Press |
| Total Pages | : 269 |
| Release | : 2003-12-05 |
| Genre | : Mathematics |
| ISBN | : 0824758757 |
This peerless reference/text unfurls a unified and systematic study of the two types of mathematical models of dynamic processes-stochastic and deterministic-as placed in the context of systems of stochastic differential equations. Using the tools of variational comparison, generalized variation of constants, and probability distribution as its methodological backbone, Stochastic Versus Deterministic Systems of Differential Equations addresses questions relating to the need for a stochastic mathematical model and the between-model contrast that arises in the absence of random disturbances/fluctuations and parameter uncertainties both deterministic and stochastic.
| Author | : John Wainwright |
| Publisher | : John Wiley & Sons |
| Total Pages | : 434 |
| Release | : 2004-01-26 |
| Genre | : Performing Arts |
| ISBN | : 9780471496182 |
| Author | : Tadashi Dohi |
| Publisher | : World Scientific |
| Total Pages | : 325 |
| Release | : 2007 |
| Genre | : Business & Economics |
| ISBN | : 9812706682 |
Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25OCo26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models."
| Author | : Baasansuren Jadamba |
| Publisher | : CRC Press |
| Total Pages | : 394 |
| Release | : 2021-12-15 |
| Genre | : Computers |
| ISBN | : 1000511723 |
Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations. This edited volume comprises invited contributions from world-renowned researchers in the subject of control and inverse problems. There are several contributions on optimal control and inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.
| Author | : Ovidiu Calin |
| Publisher | : World Scientific Publishing Company |
| Total Pages | : 482 |
| Release | : 2016-11-25 |
| Genre | : Business & Economics |
| ISBN | : 9813203102 |
What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and VAR.A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications.Topics covered:
