273,64 zł

Introduction To Stochastic Calculus With Applications (3rd Edition) IMPERIAL COLLEGE PRESS

Książki / Literatura obcojęzyczna

This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition. This book aims to present the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability. It may be used as a textbook by graduate and advanced undergraduate students in stochastic processes, financial mathematics and engineering. It is also suitable for researchers to gain working knowledge of the subject. It contains many solved examples and exercises making it suitable for self study. In the book many of the concepts are introduced through worked-out examples, eventually leading to a complete, rigorous statement of the general result, and either a complete proof, a partial proof or a reference.Using such structure, the text will provide a mathematically literate reader with rapid introduction to the subject and its advanced applications. This book covers models in mathematical finance, biology and engineering. For mathematicians, this book can be used as a first text on stochastic calculus or as a companion to more rigorous texts by a way of examples and exercises.

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521,97 zł

Introduction To Stochastic Calculus With Applications (3rd Edition) Imperial College Press

Książki / Literatura obcojęzyczna

This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition. This book aims to present the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability. It may be used as a textbook by graduate and advanced undergraduate students in stochastic processes, financial mathematics and engineering. It is also suitable for researchers to gain working knowledge of the subject. It contains many solved examples and exercises making it suitable for self study. In the book many of the concepts are introduced through worked-out examples, eventually leading to a complete, rigorous statement of the general result, and either a complete proof, a partial proof or a reference.Using such structure, the text will provide a mathematically literate reader with rapid introduction to the subject and its advanced applications. This book covers models in mathematical finance, biology and engineering. For mathematicians, this book can be used as a first text on stochastic calculus or as a companion to more rigorous texts by a way of examples and exercises.

Sklep: Libristo.pl

745,88 zł

Matrix Differential Calculus with Applications in Statistics & Econometrics Rev John Wiley & Sons Inc

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Matrix Differential Calculus With Applications in Statistics and Econometrics Revised Edition Jan R. Magnus, CentER, Tilburg University, The Netherlands and Heinz Neudecker, Cesaro, Schagen, The Netherlands " .deals rigorously with many of the problems that have bedevilled the subject up to the present time." -- Stephen Pollock, Econometric Theory "I continued to be pleasantly surprised by the variety and usefulness of its contents " -- Isabella Verdinelli, Journal of the American Statistical Association Continuing the success of their first edition, Magnus and Neudecker present an exhaustive and self--contained revised text on matrix theory and matrix differential calculus. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioural sciences to econometrics. While the structure and successful elements of the first edition remain, this revised and updated edition contains many new examples and exercises. aeo Contains the essentials of multivariable calculus with an emphasis on the use of differentials aeo Many new examples and exercises aeo Fulfils the need for a unified and self--contained treatment of matrix differential calculus aeo Includes new developments in this field Part I presents a concise, yet thorough overview of matrix algebra, while the second part develops the theory of differentials.The remaining Parts III to VI combine the theory and application of matrix differential calculus providing the practitioner and researcher with both a quick review and a detailed reference. Visit our web page http://www.wiley.com/

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476,64 zł

Stochastic Calculus and Applications Springer-Verlag New York Inc.

Książki / Literatura obcojęzyczna

Revised and expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes as used by systems theorists, electronic engineers and, more recently, those working in quantitative, mathematical finance. Building upon the original release of this title it will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry.§§New features of this edition include:§§End of chapter exercises; New chapters on basic measure theory and Backward SDEs;- Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index.§§"Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to work with stochastic calculus as well as with its applications."-Zentralblatt (from review of the First Edition)§§

Sklep: Libristo.pl

719,99 zł

Nonlinear Functional Analysis And Its Applications

Książki Obcojęzyczne>Angielskie>Mathematics & science>Mathematics>Calculus & mathematical analysis>Calculus

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Sklep: Gigant.pl

159,99 zł

The Sturm - Liouville Theory And Its Applications

Książki Obcojęzyczne>Angielskie>Mathematics & science>Mathematics>Calculus & mathematical analysis>Differential calculus & equations

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Sklep: Gigant.pl

379,99 zł

Analysis Over Cayley - Dickson Numbers And Its Applications

Książki Obcojęzyczne>Angielskie>Mathematics & science>Mathematics>Calculus & mathematical analysis>Functional analysis & transforms

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Sklep: Gigant.pl

299,99 zł

Fourier Analysis And Its Applications

Książki Obcojęzyczne>Angielskie>Mathematics & science>Mathematics>Calculus & mathematical analysisKsiążki Obcojęzyczne>Angielskie>Ma...

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Sklep: Gigant.pl

269,99 zł

Summability And Its Applications

Książki Obcojęzyczne>Angielskie>Mathematics & science>Mathematics>Calculus & mathematical analysis>Functional analysis & transforms

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Sklep: Gigant.pl

539,99 zł

Fourier Analysis And Its Applications

Książki Obcojęzyczne>Angielskie>Mathematics & science>Mathematics>Calculus & mathematical analysis

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Sklep: Gigant.pl

125,21 zł

Catastrophe Theory and Its Applications Dover Publications Inc.

Książki / Literatura obcojęzyczna

Preface1 Smooth and sudden changes 1. Catastrophes 2. The Zeeman catastrophe machine 3. Gravitational catastrophe machines 4. Catastrophe theory2 Multidimensional geometry 1. Set-theoretic notation 2. Euclidean space 3. Linear transformations 4. Matrices 5. Quadratic forms 6. Two-variable cubic forms 7. Polynomial geometry3 Multidimensional calculus 1. Distance in Euclidean space 2. The derivative as tangent 3. Contours 4. Partial derivatives 5. Higher derivatives 6. Taylor series 7. Truncated algebra 8. The Inverse Function Theorem 9. The Implicit Function Theorem4 Critical points and transversality 1. Critical points 2. The Morse Lemma 3. Functions of a single variable 4. Functions of several variables 5. The Splitting Lemma 6. Structural stability 7. Manifolds 8. Transversality 9. Transversality and stability 10. Transversality for mappings 11. Codimension5 Machines revisited 1. The Zeeman machine 2. The canonical cusp catastrophe 3. Dynamics of the Zeeman machine 4. The gravitational machines 5. Formulation of a general problem6 Structural stability 1. Equivalence of families 2. Structural stabillty of families 3. Physical interpretations of structural stability 4. The Morse and Splitting Lemmas for families 5. Catastrophe geometry7 Thom's classification theorem 1. Functions and families of functions 2. One-parameter families 3. Non-transversaliity and symmetry 4. Two-parameter families 5. "Three-, four- and five-parameter families" 6. Higher catastrophes 7. Thom's theorem8 Determinacy and unfoldings 1. Determine and strong determinacy 2. One-variable jet spaces 3. Infinitesimal changes of variable 4. Weaker determinacy conditions 5. Transformations that move the origin 6. Tangency and transversality 7. Codimension and unfoldings 8. Transversality and universality 9. Strong equivalence of unfoldings 10. Numbers associated with singularities 11. Inequalities 12. Summary of results and calculation methods 13. Examples and calculations 14. Compulsory remarks on terminology9 The first seven catastrophe geometries 1. The objects of study 2. The fold catastrophe 3. The cusp catastrophe 4. The swallowtail catastrophe 5. The butterfly catastrophe 6. The elliptic umbilic 7. The hyperbolic umbilic 8. The parabolic umbilic 9. Ruled surfaces10 Stability of ships Static equilibrium 1. Buoyancy 2. Equilibrium 3. Stability 4. The vertical-sided ship 5. Geometry of the buoyancy locus 6. Metacentres Ship shapes 7. The elliptical ship 8. The rectangular ship 9. Three dimensions 10. Oil-rigs 11. Comparison with current methods11. The geometry of fluids Background on fluid mechanics 1. What we are describing 2. Stream functions 3. Examples of flows 4. Rotation 5. Complex variable methods Stability and experiment 6. Changes of variable 7. Heuristic programme 8. Experimental realization Combining polymer molecules 9. Non-Newtonian behaviour 10. Extensional flows Degenerate flows 11. The six-roll mill 12. The non-local bifurcation set of the elliptic umbilic 13. The six-roll mill with polymer solution 14. The 2n-roll mill12 Optics and scattering theory Ray optics 1. Caustics 2. The rainbow 3. Variational principles 4. Scattering Wave optics 5. Asymptotic solutions of wave equations 6. Oscillatory integrals 7. Universal unfoldings 8. Orders of caustics Applications 9. Scattering from a crystal lattice 10. Other caustics 11. Mirages 12. Sonic booms 13. Giant ocean waves13 Elastic structures General theory 1. Objects under stress 2. Elastic equilibria 3. Infinite-dimensional peculiarities Euler struts 4. Finite element vision 5. Classical (1744) variational version 6. Perturbation analysis 7. Modern functional analysis 8. The buckling of a spring 9. The pinned strut The geometry of collapse 10. Imperfection sensitivity 11. "(r, s)-Stability" 12. Optimization 13. Symmetry: rods and shells Buckling plates 14. The von Kármán equations 15. Unfolding a double eigenvalue Dynamics 16. Soft modes 17. Stiffness14 Thermodynamics and phase transitions Equations of state 1. van der Waals' equation 2. Ferromagnetism Thermodynamic potentials 3. Entropy 4. Transforming the maximum entropy principle 5. Legendre transformations 6. Explicit potentials 7. The Landau theory Fluctuations and critical exponents 8. Classical exponents 9. Topological tinkering 10. The rôle of fluctuations 11. Spatial variation 12. Partition functions   13. Renormalization group 14. Structural stability of renormalization The rôle of symmetry 15. Even functions 16. The shapes of rotating stars 17. Symmetry breaking 18. Tricritical points 19. Crystal symmetries 20. Spectrum singularities15 Laser physics Preliminaries 1. Atoms 2. Field 3. Interaction 4. Measurement The laser catastrophe 5. Unfolded Hamiltonian 6. Equations of motion 7. Mean field approximation 8. Boundary conditions 9. Non-equilibrium stationary manifold Experiments 10. Laser transition 11. Optical bistability 12. Photocount distributions Analytic correspondence 13. Equilibrium boundary conditions 14. Equilibrium manifold 15. Thermodynamic phase transition 16. Critical behaviour 17. Analytic correspondence of experiments &

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785,77 zł

Fractional Calculus Models and Numerical Methods World Scientific Publishing Co Pte Ltd

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The subject of fractional calculus and its applications (that is, convolution-type pseudo-differential operators including integrals and derivatives of any arbitrary real or complex order) has gained considerable popularity and importance during the past three decades or so, mainly due to its applications in diverse fields of science and engineering. These operators have been used to model problems with anomalous dynamics, however, they also are an effective tool as filters and controllers, and they can be applied to write complicated functions in terms of fractional integrals or derivatives of elementary functions, and so on. This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics.We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models. All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications currently existing in the market. This book will be written with a trade-off in mind between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice.

Sklep: Libristo.pl

565,60 zł

New Trends in Nanotechnology and Fractional Calculus Springer Verlag

Dla dzieci

In recent years fractional calculus has played an important role in various fields such as mechanics, electricity, chemistry, biology, economics, modeling, identification, control theory and signal processing. The scope of this book is to present the state of the art in the study of fractional systems and the application of fractional differentiation. Furthermore, the manufacture of nanowires is important for the design of nanosensors and the development of high-yield thin films is vital in procuring clean solar energy. This wide range of applications is of interest to engineers, physicists and mathematicians.Table of contentsPreface;New trends in nanotechnology: Novel Molecular Diodes Developed by Chemial Conjugation of Carbon Nanotubes with Peptide Nucleic Acid, by Krishna V. Singh, Miroslav Penchev, Xiaoye Jing, Alfredo A. Martinez-Morales, Cengiz S. Ozkan and Mihri Ozkan;Hybrid Single Walled Carbon Nanotube FETs for High Fidelity DNA Detection, by Xu Wang, Mihri Ozkan, Gurer Budak, Ziya B. Guvenc and Cengiz S. Ozkan;Towards integrated nanoelectronic and photonic devices, by Alexander Quandt, Maurizio Ferrari and Giancarlo C. Righini;New noninvasive methods for

Sklep: Albertus.pl

360,97 zł

Calculus for Scientists and Engineers Springer Verlag, Singapore

Książki / Literatura obcojęzyczna

This book presents the basic concepts of calculus and its relevance to real-world problems, covering the standard topics in their conventional order. By focusing on applications, it allows readers to view mathematics in a practical and relevant setting. Organized into 12 chapters, this book includes numerous interesting, relevant and up-to date applications that are drawn from the fields of business, economics, social and behavioural sciences, life sciences, physical sciences, and other fields of general interest. It also features MATLAB, which is used to solve a number of problems. The book is ideal as a first course in calculus for mathematics and engineering students. It is also useful for students of other sciences who are interested in learning calculus.

Sklep: Libristo.pl

295,95 zł

Calculus II Springer-Verlag New York Inc.

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This is the second book of a three-volume work called "Calculus" by Jerrold Marsden and Alan Weinstein. This book is the outgrowth of the authors' experience teaching calculus at Berkeley. It covers techniques and applications of integration, infinite series, and differential equations. Throughout the book, the authors motivate the study of calculus using its applications. Many solved problems are included, and extensive exercises are given at the end of each section. In addition, a separate student guide has been prepared.

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