Analysis for Diffusion Processes on Riemannian Manifolds

Author: Feng-Yu Wang

Publisher: World Scientific

ISBN: 9814452661

Category: Mathematics

Page: 392

View: 8054

Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this direction along with new ideas and efficient arguments, which are crucial for further developments. Many results contained here (for example, the formula of the curvature using derivatives of the semigroup) are new among existing monographs even in the case without boundary. Contents:PreliminariesDiffusion Processes on Riemannian Manifolds without BoundaryReflecting Diffusion Processes on Manifolds with BoundaryStochastic Analysis on Path Space over Manifolds with BoundarySubelliptic Diffusion Processes Readership: Graduate students, researchers and professionals in probability theory, differential geometry and partial differential equations. Keywords:Diffusion Pocess;Reflecting Diffusion Process;Neumann Semigroup;Curvature;Second Fundamental Form;ManifoldKey Features:First book where the key theory and machinery of the reflecting diffusion processes on Riemannian manifolds with boundary are systematically introducedFirst book to clarify intrinsic links between the semigroup properties on one hand and geometric quantities (curvature and second fundamental form) on the other, and these links are introduced in an easy to understand manner: by formulating geometric quantities using short time behaviors of derivatives of the semigroup, whereby a reader can easily comprehend the equivalence of semigroup properties associated with lower bounds of these geometric quantitiesFirst book where stochastic analysis on Riemannian manifolds with boundary are introduced
Posted in Mathematics

Analysis for Diffusion Processes on Riemannian Manifolds

Author: Feng-Yu Wang

Publisher: World Scientific

ISBN: 9814452653

Category: Mathematics

Page: 392

View: 999

Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this direction along with new ideas and efficient arguments, which are crucial for further developments. Many results contained here (for example, the formula of the curvature using derivatives of the semigroup) are new among existing monographs even in the case without boundary.
Posted in Mathematics

Stochastic Analysis and Related Topics

A Festschrift in Honor of Rodrigo Bañuelos

Author: Fabrice Baudoin,Jonathon Peterson

Publisher: Birkhäuser

ISBN: 3319596713

Category: Mathematics

Page: 221

View: 8802

The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Bañuelos. A wide variety of topics in probability theory is covered in these proceedings, including heat kernel estimates, Malliavin calculus, rough paths differential equations, Lévy processes, Brownian motion on manifolds, and spin glasses, among other topics.
Posted in Mathematics

Risk-Sensitive Investment Management

Author: Mark H A Davis,Sébastien Lleo

Publisher: World Scientific

ISBN: 9814578061

Category: Business & Economics

Page: 416

View: 4696

Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems. This book shows how to use risk-sensitive investment management to manage portfolios against an investment benchmark, with constraints, and with assets and liabilities. It also addresses model implementation issues in parameter estimation and numerical methods. Most importantly, it shows how to integrate jump-diffusion processes which are crucial to model market crashes. With its emphasis on the interconnection between mathematical techniques and real-world problems, this book will be of interest to both academic researchers and money managers. Risk-sensitive investment management links stochastic control and portfolio management. Because of its distinct emphasis on integrating advanced theoretical concepts into practical dynamic investment management tools, this book stands out from the existing literature in fundamental ways. It goes beyond mainstream research in portfolio management in a traditional static setting. The theoretical developments build on contemporary research in stochastic control theory, but are informed throughout by the need to construct an effective and practical framework for dynamic portfolio management. This book fills a gap in the literature by connecting mathematical techniques with the real world of investment management. Readers seeking to solve key problems such as benchmarked asset management or asset and liability management will certainly find it useful. Contents:Diffusion Models:The Merton ProblemRisk-Sensitive Asset ManagementManaging Against a BenchmarkAsset and Liability ManagementInvestment ConstraintsInfinite Horizon ProblemsJump-Diffusion Models:Jumps in Asset PricesGeneral Jump-Diffusion SettingFund Separation and Fractional Kelly StrategiesManaging Against a Benchmark: Jump-Diffusion CaseAsset and Liability Management: Jump-Diffusion CaseImplementation:Factor and Securities ModelsCase StudiesNumerical MethodsFactor Estimation: Filtering and Black-Litterman Readership: Professionals, researchers, academics and graduate students in the field of investment management, stochastic optimization, stochastic analysis and probability, and quantitative finance. Key Features:Integrates advanced theoretical concepts into practical dynamic investmentDiscusses practical issues that will be relevant to practitioners, including parameter estimation, investment benchmarks, asset and liabilities management (ALM), investment constraints, and the Kelly criterionPresents a thorough treatment of jump diffusion models, including latest developments regarding classical solutions to jump diffusion control problemsWritten by professors with extensive experience on risk sensitive asset management and the relevant financial industry experienceKeywords:Stochastic Control;Risk Sensitive Control;Dynamic Investment Management;Benchmarked Asset Management;Asset and Liability Management;Jump Diffusion Processes;Lévy Processes;Hamilton–Jacobi–Bellman Equations;Classical Solutions;Viscosity Solutions;Kelly Criterion
Posted in Business & Economics

Spatial Branching In Random Environments And With Interaction

Author: Englander Janos

Publisher: World Scientific

ISBN: 9814569852

Category: Mathematics

Page: 288

View: 551

This unique volume discusses some recent developments in the theory of spatial branching processes and superprocesses, with special emphasis on spines, Laws of Large Numbers, interactions and random media.Although this book is mainly written for mathematicians, the models discussed are relevant to certain models in population biology, and are thus hopefully interesting to the applied mathematician/biologist as well.The necessary background material in probability and analysis is provided in a comprehensive introductory chapter. Historical notes and several exercises are provided to complement each chapter.
Posted in Mathematics

American Book Publishing Record

BPR annual cumulative

Author: Bowker Editorial Staff

Publisher: N.A

ISBN: N.A

Category: United States

Page: 1470

View: 4470

Posted in United States

Courses of Study

Author: Cornell University

Publisher: N.A

ISBN: N.A

Category: Education

Page: N.A

View: 5968

Posted in Education

Mathematical and Statistical Developments of Evolutionary Theory

Author: S. Lessard

Publisher: Springer Science & Business Media

ISBN: 9400905130

Category: Science

Page: 380

View: 5090

Mathematical and statistical approaches to evolutionary theory are numerous. The NATO Advanced Study Institute (ASI) held at the Universite de Montreal, Montreal, August 3-21, 1987, was an opportunity to review most of the classical approaches and to study the more recent developments. The participation of theoretical biologists and geneticists as well as applied mathematicians and statisticians made possible exchanges of ideas between students and scholars having different views on the subject. These Proceedings contain the lecture notes of seven (7) of the eleven (11) series of lectures that were given. ESS (Evolutionarily Stable Stragety) theory is considered from many perspectives, from a game-theoretic approach to understanding behavior and evolution (W.G.S. Hines), and a systematic classification of properties and patterns of ESS's (C. Cannings) to particular applications of the differential geometry of the Shahshahani metric (E. Akin). Extensions of ESS theory to sexual populations and finite populations, not to mention games between relatives, are presented (W.G.S. Hines). Special attention is given to the classical game called the War of Attrition but with n players and random rewards (C. Cannings). The Shahshahani metric is also used to show the occurrence of cycling in the two-locus, two-allele model (E. Akin). Various inference problems in population genetics are adressed. Procedures to detect and measure selection components and polymorphism (in particular, the Wahlund effect) at one or several loci from mother-offspring combinations in natural populations are discussed at length (F.B. Christiansen).
Posted in Science

Stochastic Integrals

An Introduction

Author: Heinrich von Weizsäcker

Publisher: Springer-Verlag

ISBN: 3663139239

Category: Mathematics

Page: 332

View: 5984

Posted in Mathematics

Mathematical Reviews

Author: N.A

Publisher: N.A

ISBN: N.A

Category: Mathematics

Page: N.A

View: 787

Posted in Mathematics

College of Engineering (University of Michigan) Publications

Author: University of Michigan. College of Engineering

Publisher: N.A

ISBN: N.A

Category: Catalogs, College

Page: N.A

View: 464

Also contains brochures, directories, manuals, and programs from various College of Engineering student organizations such as the Society of Women Engineers and Tau Beta Pi.
Posted in Catalogs, College

Catalogs of Courses

Author: University of California, Berkeley

Publisher: N.A

ISBN: N.A

Category:

Page: N.A

View: 5859

Includes general and summer catalogs issued between 1878/1879 and 1995/1997.
Posted in

Einführung in die Variationsrechnung

Author: Ursula Brechtken-Manderscheid

Publisher: N.A

ISBN: N.A

Category: Algebraiese varieteite

Page: 207

View: 686

Posted in Algebraiese varieteite

Das BUCH der Beweise

Author: Martin Aigner,Günter M. Ziegler

Publisher: Springer-Verlag

ISBN: 3662577674

Category: Mathematics

Page: 360

View: 3041

Diese fünfte deutsche Auflage enthält ein ganz neues Kapitel über van der Waerdens Permanenten-Vermutung, sowie weitere neue, originelle und elegante Beweise in anderen Kapiteln. Aus den Rezensionen: “... es ist fast unmöglich, ein Mathematikbuch zu schreiben, das von jedermann gelesen und genossen werden kann, aber Aigner und Ziegler gelingt diese Meisterleistung in virtuosem Stil. [...] Dieses Buch erweist der Mathematik einen unschätzbaren Dienst, indem es Nicht-Mathematikern vorführt, was Mathematiker meinen, wenn sie über Schönheit sprechen.” Aus der Laudatio für den “Steele Prize for Mathematical Exposition” 2018 "Was hier vorliegt ist eine Sammlung von Beweisen, die in das von Paul Erdös immer wieder zitierte BUCH gehören, das vom lieben (?) Gott verwahrt wird und das die perfekten Beweise aller mathematischen Sätze enthält. Manchmal lässt der Herrgott auch einige von uns Sterblichen in das BUCH blicken, und die so resultierenden Geistesblitze erhellen den Mathematikeralltag mit eleganten Argumenten, überraschenden Zusammenhängen und unerwarteten Volten." www.mathematik.de, Mai 2002 "Eine einzigartige Sammlung eleganter mathematischer Beweise nach der Idee von Paul Erdös, verständlich geschrieben von exzellenten Mathematikern. Dieses Buch gibt anregende Lösungen mit Aha-Effekt, auch für Nicht-Mathematiker." www.vismath.de "Ein prächtiges, äußerst sorgfältig und liebevoll gestaltetes Buch! Erdös hatte die Idee DES BUCHES, in dem Gott die perfekten Beweise mathematischer Sätze eingeschrieben hat. Das hier gedruckte Buch will eine "very modest approximation" an dieses BUCH sein.... Das Buch von Aigner und Ziegler ist gelungen ..." Mathematische Semesterberichte, November 1999 "Wer (wie ich) bislang vergeblich versucht hat, einen Blick ins BUCH zu werfen, wird begierig in Aigners und Zieglers BUCH der Beweise schmökern." www.mathematik.de, Mai 2002
Posted in Mathematics

Börsenerfolg ist kein Zufall

die besten Investmentstrategien für das neue Jahrtausend

Author: Burton G. Malkiel

Publisher: FinanzBuch Verlag

ISBN: 9783932114342

Category: Investments

Page: 411

View: 641

Posted in Investments

Progress in Pattern Recognition, Image Analysis and Applications

9th Iberoamerican Congress on Pattern Recognition, CIARP 2004, Puebla, Mexico, October 26-29, 2004. Proceedings

Author: Alberto Sanfeliu,José F. Martínez Trinidad,Jesús A. Carrasco Ochoa

Publisher: Springer Science & Business Media

ISBN: 3540235272

Category: Computers

Page: 706

View: 7065

First of all, we want to congratulate two new research communities from M- ico and Brazil that have recently joined the Iberoamerican community and the International Association for Pattern Recognition. We believe that the series of congresses that started as the “Taller Iberoamericano de Reconocimiento de Patrones (TIARP)”, and later became the “Iberoamerican Congress on Pattern Recognition (CIARP)”, has contributed to these groupconsolidatione?orts. We hope that in the near future all the Iberoamerican countries will have their own groups and associations to promote our areas of interest; and that these congresses will serve as the forum for scienti?c research exchange, sharing of - pertise and new knowledge, and establishing contacts that improve cooperation between research groups in pattern recognition and related areas. CIARP 2004 (9th Iberoamerican Congress on Pattern Recognition) was the ninthinaseriesofpioneeringcongressesonpatternrecognitionintheIberoam- ican community. As in the previous year, CIARP 2004 also included worldwide participation. It took place in Puebla, Mexico. The aim of the congress was to promote and disseminate ongoing research and mathematical methods for pattern recognition, image analysis, and applications in such diverse areas as computer vision, robotics, industry, health, entertainment, space exploration, telecommunications, data mining, document analysis,and natural languagep- cessing and recognition, to name a few.
Posted in Computers

Einführung in die Extragalaktische Astronomie und Kosmologie

Author: Peter Schneider

Publisher: Springer-Verlag

ISBN: 3540305890

Category: Science

Page: 452

View: 6168

In diesem kompetent geschriebenen Lehrbuch wird, ausgehend von der Beschreibung unserer Milchstraße, die Astronomie der Galaxien und ihrer großräumigen Verteilung eingehend dargestellt und schließlich im kosmologischen Kontext diskutiert. Aufbauend auf eine Einführung in die moderne beobachtende und theoretische Kosmologie wird die Entstehung von Strukturen und astronomischen Objekten im frühen Universum besprochen.
Posted in Science