Springer imprint: 58640 books
by Jan Baldeaux, Eckhard Platen
Language: English
Release Date: August 13, 2013
Language: English
Release Date: August 13, 2013
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry...
Stochastic Geometric Mechanics
CIB, Lausanne, Switzerland, January-June 2015
Language: English
Release Date: November 17, 2017
Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled “Geometric mechanics – variational and stochastic methods” run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Fédérale...
by Hengnian Li
Language: English
Release Date: August 8, 2014
Language: English
Release Date: August 8, 2014
Geostationary Satellites Collocation aims to find solutions for deploying a safe and reliable collocation control. Focusing on the orbital perturbation analysis, the mathematical foundations for orbit and control of the geostationary satellite. The mathematical and physical principle of orbital maneuver...
Malliavin Calculus and Stochastic Analysis
A Festschrift in Honor of David Nualart
Language: English
Release Date: February 15, 2013
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David...
Stochastic Systems
Uncertainty Quantification and Propagation
Language: English
Release Date: May 15, 2012
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random...
Semigroups of Operators -Theory and Applications
Będlewo, Poland, October 2013
Language: English
Release Date: November 20, 2014
Many results, both from semi group theory itself and from the applied sciences, are phrased in discipline-specific languages and hence are hardly known to a broader community. This volume contains a selection of lectures presented at a conference that was organised as a forum for all mathematicians...
Geometric Aspects of Functional Analysis
Israel Seminar (GAFA) 2014–2016
Language: English
Release Date: April 17, 2017
As in the previous Seminar Notes, the current volume reflects general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense. A classical theme in the Local Theory of Banach Spaces which is well represented in this volume is the identification of lower-dimensional...
Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Language: English
Release Date: February 15, 2013
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo...
Probabilistic Theory of Mean Field Games with Applications I
Mean Field FBSDEs, Control, and Games
Language: English
Release Date: March 1, 2018
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.
Volume...
Financial Modeling
A Backward Stochastic Differential Equations Perspective
Language: English
Release Date: June 13, 2013
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis....
by Rodolfo Guzzi
Language: English
Release Date: September 16, 2015
Language: English
Release Date: September 16, 2015
This book endeavours to give a concise contribution to understanding the data assimilation and related methodologies. The mathematical concepts and related algorithms are fully presented, especially for those facing this theme for the first time.
The first chapter gives a wide overview of...
Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications
Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou
Language: English
Release Date: May 24, 2013
These Lecture Notes contain the material relative to the courses given at the CIME summer school held in Cetraro, Italy from August 29 to September 3, 2011. The topic was "Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications". The courses dealt mostly with the following...
by Omar Hijab
Language: English
Release Date: February 9, 2016
Language: English
Release Date: February 9, 2016
This text is intended for an honors calculus course or for an introduction to analysis. Involving rigorous analysis, computational dexterity, and a breadth of applications, it is ideal for undergraduate majors. This third edition includes corrections as well as some additional material.
Some...
Analysis of Variations for Self-similar Processes
A Stochastic Calculus Approach
Language: English
Release Date: August 13, 2013
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic analysis....