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Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusionsThe types of control problems covered include classical stochastic control, optimal stopping, impulse control and singular control. Both the dynamic programming method and the maximum principle method are discussed, as well as the relation between them. Corresponding verification theorems involving the Hamilton-Jacobi Bellman equation and/or (quasi-)variational inequalities are formulated. There are also chapters on the viscosity solution formulation and numerical methods.The text emphasises applications, mostly to finance. All the main results are illustrated by examples and exercises appear at the end of each chapter with complete solutions. This will help the reader understand the theory and see how to apply it.The book assumes some basic knowledge of stochastic analysis, measure theory and partial differential equations.
An Invitation to Quantum Cohomology : Kontsevich's Formula for Rational Plane Curves
This book is an elementary introduction to stable maps and quantum cohomology, starting with an introduction to stable pointed curves, and culminating with a proof of the associativity of the quantum product. The viewpoint is mostly that of enumerative geometry, and the red thread of the exposition is the problem of counting rational plane curves. Kontsevich's formula is initially established in the framework of classical enumerative geometry, then as a statement about reconstruction for Gromov–Witten invariants, and finally, using generating functions, as a special case of the associativity of the quantum product.
An Introduction to the Mathematical Theory of Dynamic Materials
This book gives a mathematical treatment of a novel concept in material science that characterizes the properties of dynamic materials—that is, material substances whose properties are variable in space and time. Unlike conventional composites that are often found in nature, dynamic materials are mostly the products of modern technology developed to maintain the most effective control over dynamic processes. These materials have diverse applications: tunable left-handed dielectrics, optical pumping with high-energy pulse compression, and electromagnetic stealth technology, to name a few. Of special significance is the participation of dynamic materials in almost every optimal material design in dynamics.
Aerosol Optics : Light Absorption and Scattering by Particles in the Atmosphere
Provides a comprehensive review of available techniques for the remote sensing of aerosols. Although mostly satellite remote sensing is considered, ground-based techniques are also discussed.describes techniques for the determination of the column concentration of aerosol particles and their optical sizing using spaceborne optical instrumentation. The majority of the techniques described in this book use a so-called "library method". This method relies upon the precalculated top-of-atmosphere reflectances (TOAR) for vaious atmospheric aerosol types. The comparison of measured and calculated TOARS allows one to characterize the optically-equivalent aerosol state.
Adaptive and Integrated Water Management : Coping with Complexity and Uncertainty
The volume includes selected contributions on conceptual and methodological innovations and empirical insights from case studies on important themes such as multi-level governance, change management, vulnerability assessment, environmental flows, uncertainty analysis and the impacts of climate change. The book addresses a wide interdisciplinary audience of scientists and professionals from academia, industry, and involved in policy making.
A Century of Ideas : Perspectives from Leading Scientists of the 20th Century
Shortly after its inauguration in 1985 the Birla Science Centre, Hyderabad, India, started a series of lectures by Nobel Laureates and other scientists of international renown, usually in Physics and Astronomy, sometimes in Life Sciences and Chemistry. The present collection mostly consists of lectures on frontier topics. The transcript of each lecture is preceded by a short biography of the Nobel Laureate/Scientist in question.
