Описание: The ideas and principles of stochastic analysis have managed to penetrate into various fields of pure and applied mathematics in the last 15 years; it is
particularly true for mathematical physics. This volume provides a wide range of applications of stochastic analysis in fields as varied as statistical mechanics, hydrodynamics, Yang-Mills
theory and spin-glass theory. The proper concept of stochastic dynamics relevant to each type of application is described in detail here.
Altogether, these approaches
illustrate the reasons why their dissemination in other fields is likely to accelerate in the years to come.
Описание: Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved. Stochastic Processes with Applications to Finance, Second Edition presents the mathematical theory of financial engineering using only basic mathematical tools that are easy to understand even for those with little mathematical expertise. This second edition covers several important developments in the financial industry. New to the Second Edition A chapter on the change of measures and pricing of insurance products Many examples of the change of measure technique, including its use in asset pricing theory A section on the use of copulas, especially in the pricing of CDOs Two chapters that offer more coverage of interest rate derivatives and credit derivatives Exploring the merge of actuarial science and financial engineering, this edition examines how the pricing of insurance products, such as equity-linked annuities, requires knowledge of asset pricing theory since the equity index can be traded in the market. The book looks at the development of many probability transforms for pricing insurance risks, including the Esscher transform. It also describes how the copula model is used to model the joint distribution of underlying assets. By presenting significant results in discrete processes and showing how to transfer the results to their continuous counterparts, this text imparts an accessible, practical understanding of the subject. It helps readers not only grasp the theory of financial engineering, but also implement the theory in business.
Описание: This special volume collects invited articles by participants of the Third International Workshop on Methods for Macromolecular Modeling, Courant Institute of Mathematical Sciences, Oct. 12-14, 2000. Leading developers of methods for biomolecular simulations review advances in Monte Carlo and molecular dynamics methods, free energy computational methods, fast electrostatics (particle-mesh Ewald and fast multipole methods), mathematics, and molecular neurobiology, nucleic acid simulations, enzyme reactions, and other essential applications in biomolecular simulations. A Perspectives article by the editors assesses the directions and impact of macromolecular modeling research, including genomics and proteomics. These reviews and original papers by applied mathematicians, theoretical chemists, biomedical researchers, and physicists are of interest to interdisciplinary research students, developers and users of biomolecular methods in academia and industry.
Описание: This book contains the proceedings of the First Multidisciplinary International Symposium on Positive Systems Theory and Applications (POSTA 2003) held in Rome, Italy, on August 28-30, 2003. Positive Systems are systems in which the relevant variables assume nonnegative values. These systems are quite common in applications where variables represent positive quantities such as populations, goods, money, time, data packets flowing in a network, densities of chemical species, probabilities etc. The aim of the symposium was to join together researchers working in the different areas related to positive systems such as telecommunications, economy, biomedicine, chemistry and physics in order to provide a multidisciplinary forum where they have the opportunity to exchange ideas and compare results in a unifying framework.
Описание: This volume contains a collection of refereed articles on generalized convexity and generalized monotonicity. The first part of the book contains invited papers by leading experts (J.M. Borwein, R.E. Burkard, B.S. Mordukhovich and H. Tuy) with applications of (generalized) convexity to such diverse fields as algebraic dynamics of the Gamma function values, discrete optimization, Lipschitzian stability of parametric constraint systems, and monotonicity of functions. The second part contains contributions presenting the latest developments in generalized convexity and generalized monotonicity: its connections with discrete and with continuous optimization, multiobjective optimization, fractional programming, nonsmooth Aanalysis, variational inequalities, and its applications to concrete problems such as finding equilibrium prices in mathematical economics, or hydrothermal scheduling.
Описание: This volume is targeted at theoretical physicists, mathematical physicists and mathematicians working on mathematical models for physical systems based on
symmetry methods and in the field of Lie theory understood in the widest sense. It includes contributions on Lie theory, with two papers by the famous mathematician Kac (one paper
with Bakalov), further papers by Aoki, Moens. Some other important contributions are in: field theory - Todorov, Grosse, Kreimer, Sokatchev, Gomez; string theory - Minwalla,
Staudacher, Kostov; integrable systems - Belavin, Helminck, Ragoucy; quantum-mechanical and probabilistic systems - Goldin, Van der Jeugt, Leandre; quantum groups and related
objects - Jakobsen, Arnaudon, Andruskiewitsch; and others.
Описание: This volume comprises the papers presented at the 7th International Workshop on Scattering Theory and Biomedical Engineering, focusing on the hottest
topics in scattering theory and biomedical technology. All the contributions are state-of-the-art and have been fully reviewed. The authors are recognized as being eminent both in their
field and in the science community.
Описание: This volume of proceedings consists of the papers presented during the 8th International Workshop on Mathematical Methods in Scattering Theory and
Biomedical Engineering, held in Lefkada, Greece, on 27-29 September 2007. This book contains papers on scattering theory and biomedical engineering - two rapidly evolving fields
which have a considerable impact on today's research. All the papers are state-of-the-art, have been carefully reviewed before publication and the authors are well-known in the
In addition, some papers focus more on applied mathematics, which is the solid ground for development and innovative research in scatterin
and biomedical engineering.
Описание: This volume contains the contributions of the keynote speakers to the BIOMAT 2005 symposium, as well as a collection of selected papers by pioneering
researchers. It provides a comprehensive review of the mathematical modeling of cancer development, Alzheimer's disease, malaria, and aneurysm development. Various models for the
immune system and epidemiological issues are analyzed and reviewed.
The book also explores protein structure prediction by optimization and combinatorial techniques
(Steiner trees). The coverage includes bioinformatics issues, regulation of gene expression, evolution, development, DNA and array modeling, and small world networks.
Описание: This book constitutes the refereed proceedings of the 9th Dortmund Fuzzy Days, held in Dortmund, Germany, 2006. The Fuzzy Days conference has established itself as an international forum for the discussion of new results in the field of Computational Intelligence. All the papers had to undergo a thorough review guaranteeing a solid quality of the programme. The papers are devoted to foundational and practical issues in fuzzy systems, neural networks, evolutionary algorithms, and machine learning and thus cover the whole range of computational intelligence.
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