Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Lire la suite
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Lire la suite
This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
Lire la suite
This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic ...
Lire la suite
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
Lire la suite
This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
Lire la suiteThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
Lire la suite
The existence, for every sub-Laplacian, of a homogeneous fundamental solution smooth out of the origin, plays a crucial role ...
Lire la suite
This book consists of six chapters written by leading researchers in mathematical biology. These chapters present recent ...
Lire la suite
This is a collection of survey articles based on lectures presented at a colloquium and workshop in Geneva in 2003 to commemorate ...
Lire la suite
Undergraduate textbooks on Fourier series which follow a pointwise approach to convergence miss the rich geometric content ...
Lire la suite
This book is devoted to the qualitative study of solutions of superlinear elliptic and parabolic partial differential equations ...
Lire la suite
This first volume in the series "Algorithms and Computation in Mathematics" is destined to become the standard reference ...
Lire la suite
The growing demand of speed, accuracy, and reliability in scientific and engineering computing has been accelerating the ...
Lire la suite
Symmetries in various forms pervade mathematics and physics. Globally, there are the symmetries of a homogenous space induced ...
Lire la suite
Tensors: The Mathematics of Relativity Theory and Continuum Mechanics, by Anadijiban Das, emerged from courses taught over ...
Lire la suite
The use of surface potentials to describe solutions of partial differential equations goes back to the middle of the 19th ...
Lire la suite
This volume reviews the current understanding of this paradox without trying to force coherence on differing perspectives ...
Lire la suite
The problem of approximating a given quantity is one of the oldest challenges faced by mathematicians. Its increasing importance ...
Lire la suite
The problem of approximating a given quantity is one of the oldest challenges faced by mathematicians. Its increasing importance ...
Lire la suite