In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX

In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
Author: Marc Yor
Publisher: Springer
Total Pages: 423
Release: 2006-10-17
Genre: Mathematics
ISBN: 3540355138

The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled in this book, and tributes are paid by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance and Brownian motion. These contributions provide an overview on the current trends of stochastic calculus.

Séminaire de Probabilités XLIII

Séminaire de Probabilités XLIII
Author: Catherine Donati Martin
Publisher: Springer
Total Pages: 511
Release: 2010-10-20
Genre: Mathematics
ISBN: 3642152171

This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.

Séminaire de Probabilités XLII

Séminaire de Probabilités XLII
Author: Catherine Donati-Martin
Publisher: Springer Science & Business Media
Total Pages: 457
Release: 2009-06-29
Genre: Mathematics
ISBN: 3642017622

The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.

Eigenvalues, Embeddings and Generalised Trigonometric Functions

Eigenvalues, Embeddings and Generalised Trigonometric Functions
Author: Jan Lang
Publisher: Springer
Total Pages: 232
Release: 2011-03-17
Genre: Mathematics
ISBN: 3642184294

The main theme of the book is the study, from the standpoint of s-numbers, of integral operators of Hardy type and related Sobolev embeddings. In the theory of s-numbers the idea is to attach to every bounded linear map between Banach spaces a monotone decreasing sequence of non-negative numbers with a view to the classification of operators according to the way in which these numbers approach a limit: approximation numbers provide an especially important example of such numbers. The asymptotic behavior of the s-numbers of Hardy operators acting between Lebesgue spaces is determined here in a wide variety of cases. The proof methods involve the geometry of Banach spaces and generalized trigonometric functions; there are connections with the theory of the p-Laplacian.

Paris-Princeton Lectures on Mathematical Finance 2010

Paris-Princeton Lectures on Mathematical Finance 2010
Author: Areski Cousin
Publisher: Springer Science & Business Media
Total Pages: 374
Release: 2011-06-29
Genre: Mathematics
ISBN: 3642146597

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

Foundations of Grothendieck Duality for Diagrams of Schemes

Foundations of Grothendieck Duality for Diagrams of Schemes
Author: Joseph Lipman
Publisher: Springer Science & Business Media
Total Pages: 471
Release: 2009-02-05
Genre: Mathematics
ISBN: 3540854193

The first part written by Joseph Lipman, accessible to mid-level graduate students, is a full exposition of the abstract foundations of Grothendieck duality theory for schemes (twisted inverse image, tor-independent base change,...), in part without noetherian hypotheses, and with some refinements for maps of finite tor-dimension. The ground is prepared by a lengthy treatment of the rich formalism of relations among the derived functors, for unbounded complexes over ringed spaces, of the sheaf functors tensor, hom, direct and inverse image. Included are enhancements, for quasi-compact quasi-separated schemes, of classical results such as the projection and Künneth isomorphisms. In the second part, written independently by Mitsuyasu Hashimoto, the theory is extended to the context of diagrams of schemes. This includes, as a special case, an equivariant theory for schemes with group actions. In particular, after various basic operations on sheaves such as (derived) direct images and inverse images are set up, Grothendieck duality and flat base change for diagrams of schemes are proved. Also, dualizing complexes are studied in this context. As an application to group actions, we generalize Watanabe's theorem on the Gorenstein property of invariant subrings.

Optimal Urban Networks via Mass Transportation

Optimal Urban Networks via Mass Transportation
Author: Giuseppe Buttazzo
Publisher: Springer Science & Business Media
Total Pages: 161
Release: 2008-12-03
Genre: Mathematics
ISBN: 3540857982

Recently much attention has been devoted to the optimization of transportation networks in a given geographic area. One assumes the distributions of population and of services/workplaces (i.e. the network's sources and sinks) are known, as well as the costs of movement with/without the network, and the cost of constructing/maintaining it. Both the long-term optimization and the short-term, "who goes where," optimization are considered. These models can also be adapted for the optimization of other types of networks, such as telecommunications, pipeline or drainage networks. In the monograph we study the most general problem settings, namely, when neither the shape nor even the topology of the network to be constructed is known a priori.

Symplectic 4-Manifolds and Algebraic Surfaces

Symplectic 4-Manifolds and Algebraic Surfaces
Author: Denis Auroux
Publisher: Springer Science & Business Media
Total Pages: 363
Release: 2008-04-17
Genre: Mathematics
ISBN: 3540782788

Modern approaches to the study of symplectic 4-manifolds and algebraic surfaces combine a wide range of techniques and sources of inspiration. Gauge theory, symplectic geometry, pseudoholomorphic curves, singularity theory, moduli spaces, braid groups, monodromy, in addition to classical topology and algebraic geometry, combine to make this one of the most vibrant and active areas of research in mathematics. It is our hope that the five lectures of the present volume given at the C.I.M.E. Summer School held in Cetraro, Italy, September 2-10, 2003 will be useful to people working in related areas of mathematics and will become standard references on these topics. The volume is a coherent exposition of an active field of current research focusing on the introduction of new methods for the study of moduli spaces of complex structures on algebraic surfaces, and for the investigation of symplectic topology in dimension 4 and higher.

Fluctuation Theory for Lévy Processes

Fluctuation Theory for Lévy Processes
Author: Ronald A. Doney
Publisher: Springer
Total Pages: 154
Release: 2007-04-25
Genre: Mathematics
ISBN: 3540485112

Lévy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, and of course finance, where they include particularly important examples having "heavy tails." Their sample path behaviour poses a variety of challenging and fascinating problems, which are addressed in detail.

Stability of Queueing Networks

Stability of Queueing Networks
Author: Maury Bramson
Publisher: Springer Science & Business Media
Total Pages: 201
Release: 2008-06-26
Genre: Mathematics
ISBN: 3540688951

Queueing networks constitute a large family of stochastic models, involving jobs that enter a network, compete for service, and eventually leave the network upon completion of service. Since the early 1990s, substantial attention has been devoted to the question of when such networks are stable. This volume presents a summary of such work. Emphasis is placed on the use of fluid models in showing stability, and on examples of queueing networks that are unstable even when the arrival rate is less than the service rate. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Alice Guionnet and Steffen Lauritzen.