By Yu. Kabanov,R. Liptser,J. Stoyanov
Dedicated to the Russian mathematician Albert Shiryaev on his seventieth birthday, this can be a selection of papers written by means of his former scholars, co-authors and associates. The booklet represents the fashionable country of paintings of a quick maturing conception and may be a vital resource and studying for researchers during this sector. variety of subject matters and entire sort of the papers make the e-book appealing for PhD scholars and younger researchers.
Read or Download From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift PDF
Similar system theory books
This monograph provides new optimistic layout tools for boundary stabilization and boundary estimation for a number of sessions of benchmark difficulties in circulation keep an eye on, with power purposes to turbulence keep watch over, climate forecasting, and plasma keep an eye on. the root of the strategy utilized in the paintings is the lately constructed non-stop backstepping approach for parabolic partial differential equations, increasing the applicability of boundary controllers for movement platforms from low Reynolds numbers to excessive Reynolds quantity stipulations.
This booklet, in line with a range of talks given at a committed assembly in Cortona, Italy, in June 2013, indicates the excessive measure of interplay among a couple of fields with regards to technologies. technologies contemplate events during which the evolution of a given method over the years is saw, and the similar types might be formulated when it comes to evolution equations (EEs).
Community technology deals a strong language to symbolize and research complicated structures composed of interacting parts — from the web to social and organic platforms. In its regular formula, this framework will depend on the belief that the underlying topology is static, or altering very slowly compared to dynamical methods occurring on it, e.
A accomplished dialogue of automatic transit This e-book analyzes the profitable implementations of automatic transit in numerous nations, reminiscent of Paris, Toronto, London, and Kuala Lumpur, and investigates the obvious loss of automatic transit functions within the city atmosphere within the usa.
- Applied Mathematical Modelling of Engineering Problems (Applied Optimization)
- Advanced Methods in the Fractional Calculus of Variations (SpringerBriefs in Applied Sciences and Technology)
- Nonlinear Dynamics in Complex Systems: Theory and Applications for the Life-, Neuro- and Natural Sciences
- Green Growth and Sustainable Development: 14 (Dynamic Modeling and Econometrics in Economics and Finance)
Additional info for From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift