Generalized Optimal Stopping Problems And Financial Markets
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Generalized Optimal Stopping Problems And Financial Markets
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Author : Dennis Wong
language : en
Publisher: Routledge
Release Date : 2017-11-22
Generalized Optimal Stopping Problems And Financial Markets written by Dennis Wong and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-22 with Mathematics categories.
Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the theory of optimal stopping problems to the valuation of different kinds of options. With the introduction of generalized optimal stopping theory, a unifying approach to option pricing is presented.
Boundary Value Problems With Equivalued Surface And Resistivity Well Logging
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Author : T Li
language : en
Publisher: CRC Press
Release Date : 1998-03-25
Boundary Value Problems With Equivalued Surface And Resistivity Well Logging written by T Li and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-03-25 with Mathematics categories.
This first part of this book deals with the boundary value problem with equivalued surfaces, while the second part is concerned with the mathematical model and method, including the numerical method, of the resistivity well-logging for the three-lateral well-logging.
Progress In Partial Differential Equations
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Author : Herbert Amann
language : en
Publisher: CRC Press
Release Date : 1998-04-01
Progress In Partial Differential Equations written by Herbert Amann and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-04-01 with Mathematics categories.
The numerous applications of partial differential equations to problems in physics, mechanics, and engineering keep the subject an extremely active and vital area of research. With the number of researchers working in the field, advances-large and small-come frequently. Therefore, it is essential that mathematicians working in partial differential equations and applied mathematics keep abreast of new developments. Progress in Partial Differential Equations, presents some of the latest research in this important field. Both volumes contain the lectures and papers of top international researchers contributed at the Third European Conference on Elliptic and Parabolic Problems. In addition to the general theory of elliptic and parabolic problems, the topics covered at the conference include: applications free boundary problems fluid mechanics general evolution problems ocalculus of variations homogenization modeling numerical analysis The research notes in these volumes offer a valuable update on the state-of-the-art in this important field of mathematics.
Real Analytic And Algebraic Singularities
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Author : Toshisumi Fukui
language : en
Publisher: CRC Press
Release Date : 1997-12-12
Real Analytic And Algebraic Singularities written by Toshisumi Fukui and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-12-12 with Mathematics categories.
This book contains a collection of papers covering recent progress in a number of areas of singularity theory. Topics include blow analyticity, recent progress in the research on equivalence relations of maps and functions, sufficiency of jets, and the transversality theorem. . Geometric and analytic studies of partial differential equations have been developed independently of one another, but the shock wave solutions appearing in natural phenomena are not well understood. Singularity theory may unify these studies and a survey based on this viewpoint is presented in which a new notion of weak solution is introduced. There are also reports on the recent progress in Zariski's conjecture on multiplicities of hypersurfaces, transcendency of analytic sets and on the topology of weighted homogeneous polynomials. This book will be of particular interest to specialists in singularities, partial differential equations, algebraic geometry and control theory.
Functional Analysis With Current Applications In Science Technology And Industry
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Author : Martin Brokate
language : en
Publisher: CRC Press
Release Date : 1997-12-08
Functional Analysis With Current Applications In Science Technology And Industry written by Martin Brokate and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-12-08 with Mathematics categories.
This volume constitutes the proceedings of a conference on functional analysis and its applications, which took place in India during December 1996. Topics include topological vector spaces, Banach algebras, meromorphic functions, partial differential equations, variational equations and inequalities, optimization, wavelets, elastroplasticity, numerical integration, fractal image compression, reservoir simulation, forest management, and industrial maths.
Inner Product Spaces And Applications
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Author : T M Rassias
language : en
Publisher: CRC Press
Release Date : 1997-10-08
Inner Product Spaces And Applications written by T M Rassias and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-10-08 with Mathematics categories.
In this volume, the contributing authors deal primarily with the interaction among problems of analysis and geometry in the context of inner product spaces. They present new and old characterizations of inner product spaces among normed linear spaces and the use of such spaces in various research problems of pure and applied mathematics. The methods employed are accessible to students familiar with normed linear spaces. Some of the theorems presented are at the same time simple and challenging.
Recent Advances In Differential Equations
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Author : H-H Dai
language : en
Publisher: CRC Press
Release Date : 2020-01-30
Recent Advances In Differential Equations written by H-H Dai and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-30 with Mathematics categories.
The First Pan-China Conference on Differential Equations was held in Kunming, China in June of 1997. Researchers from around the world attended-including representatives from the US, Canada, and the Netherlands-but the majority of the speakers hailed from China and Hong Kong. This volume contains the plenary lectures and invited talks presented at that conference, and provides an excellent view of the research on differential equations being carried out in China. Most of the subjects addressed arose from actual applications and cover ordinary and partial differential equations. Topics include:
Independent Axioms For Minkowski Space Time
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Author : John W Schutz
language : en
Publisher: CRC Press
Release Date : 1997-10-08
Independent Axioms For Minkowski Space Time written by John W Schutz and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-10-08 with Science categories.
The primary aim of this monograph is to clarify the undefined primitive concepts and the axioms which form the basis of Einstein's theory of special relativity. Minkowski space-time is developed from a set of independent axioms, stated in terms of a single relation of betweenness. It is shown that all models are isomorphic to the usual coordinate model, and the axioms are consistent relative to the reals.
Classical And Quantic Periodic Motions Of Multiply Polarized Spin Particles
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Author : Abbas Bahri
language : en
Publisher: CRC Press
Release Date : 1997-11-28
Classical And Quantic Periodic Motions Of Multiply Polarized Spin Particles written by Abbas Bahri and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-11-28 with Mathematics categories.
:The author of this volume defines a diffusion flow for a variational problem lacking completeness related to the geometry of a contact form a a and a vector field u in its kernel. He analyzes the ends of the flow lines and finds them to be of two types: one involving periodic orbits of the Reeb (Hamiltonian) vector field x, and the other where asymptotes occur. In the most general case these turn out to be periodic motions for x up to quantic jumps of a very special type along u. He shows that the mathematical results and the physical interpretation fit and provide new points of view useful in the foundations of quantum mechanics.
Integral Methods In Science And Engineering
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Author : Christian Constanda
language : en
Publisher: CRC Press
Release Date : 2020-03-31
Integral Methods In Science And Engineering written by Christian Constanda and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-03-31 with Mathematics categories.
Based on proceedings of the International Conference on Integral Methods in Science and Engineering, this collection of papers addresses the solution of mathematical problems by integral methods in conjunction with approximation schemes from various physical domains. Topics and applications include: wavelet expansions, reaction-diffusion systems, variational methods , fracture theory, boundary value problems at resonance, micromechanics, fluid mechanics, combustion problems, nonlinear problems, elasticity theory, and plates and shells. Volume 1 covers Analytic Methods.