الصفحة 18
الصفحة 18
Malliavin Calculus for Lévy Processes with Applications to Finance
While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential equations, this book has another goal. It portrays the most important and innovative applications in stochastic control and finance, such as hedging in complete and incomplete markets, optimisation in the presence of asymmetric information and also pricing and sensitivity analysis. In a self-contained fashion, both the Malliavin calculus with respect to Brownian motion and general Lévy type of noise are treated. Besides, forward integration is included and indeed extended to general Lévy processes. The forward integration is a recent development within anticipative stochastic calculus that, together with the Malliavin calculus, provides new methods for the study of insider trading problems.
Magnetism : From Fundamentals to Nanoscale Dynamics
Gives an comprehensive account of magnetism, spanning the historical development, the physical foundations and the continuing research underlying the field, one of the oldest yet still vibrant field of physics. It covers both the classical and quantum mechanical aspects of magnetism and novel experimental techniques. Perhaps uniquely, it also discusses spin transport and magnetization dynamics phenomena associated with atomically and spin engineered nano-structures against the backdrop of spintronics and magnetic storage and memory applications.
Magnetic Monopoles
This monograph addresses the field theoretical aspects of magnetic monopoles. Written for graduate students as well as researchers, the author demonstrates the interplay between mathematics and physics. He delves into details as necessary and develops many techniques that find applications in modern theoretical physics. This introduction to the basic ideas used for the description and construction of monopoles is also the first coherent presentation of the concept of magnetic monopoles. It arises in many different contexts in modern theoretical physics, from classical mechanics and electrodynamics to multidimensional branes. The book summarizes the present status of the theory and gives an extensive but carefully selected bibliography on the subject. The first part deals with the Dirac monopole, followed in part two by the monopole in non-abelian gauge theories. The third part is devoted to monopoles in supersymmetric Yang-Mills theories.
Machines, Computations, and Universality ; 5th International Conference, MCU 2007, Orleans, France, September 10-13, 2007, Proceedings
The 18 revised full papers presented together with nine invited papers cover Turing machines, register machines, word processing, cellular automata, tiling of the plane, neural networks, molecular computations, BSS machines, infinite cellular automata, real machines, and quantum computing.
Machines, Computations, and Universality ; 4th International Conference, MCU 2004, Saint Petersburg, Russia, September 21-24, 2004, Revised Selected Papers
Constitutes the post-proceedings of the 4th International Conference on Machines, Computations, and Universality, MCU 2004, held in St Petersburg, Russia in September 2004. This book covers a variety of foundational aspects in theoretical computer science such as cellular automata, molecular computing, quantum computing, and formal languages
Machine Learning for Cyber Agents : Attack and Defence
The cyber world has been both enhanced and endangered by AI. On the one hand, the performance of many existing security services has been improved, and new tools created. On the other, it entails new cyber threats both through evolved attacking capacities and through its own imperfections and vulnerabilities. Moreover, quantum computers are further pushing the boundaries of what is possible, by making machine learning cyber agents faster and smarter.
Machine learning and big data : Concepts, algorithms, tools and applications
Showcase novel use-cases and applications, present empirical research results from user-centered qualitative and quantitative experiments of these new applications, and facilitate a discussion forum to explore the latest trends in big data and machine learning by providing algorithms which can be trained to perform interdisciplinary techniques such as statistics, linear algebra, and optimization and also create automated systems that can sift through large volumes of data at high speed to make predictions or decisions without human intervention
Low-Temperature Physics
This book provides a concise but thorough introduction to important phenomena of low-temperature physics. It is ideally suited as a textbook for advanced undergraduates but will also be valuable for graduate students, scientists and engineers working in this field. Clear explanations of both theoretical and experimental approaches coupled with carefully selected problems will enable students to gain a firm understanding of even the most recent research developments.
Lost Causes in and beyond Physics
Lost Causes in and Beyond Physics deals with a selection of research topics mostly from theoretical physics that have been shown to be a dead-end or continue at least to be highly controversial. This book is written as both an entertainment and serious study and should be accessible to anyone with a background in theoretical physics and mathematics.
Loop Spaces, Characteristic Classes and Geometric Quantization
This book deals with the differential geometry of manifolds, loop spaces, line bundles and groupoids, and the relations of this geometry to mathematical physics. Various developments in mathematical physics (e.g., in knot theory, gauge theory, and topological quantum field theory) have led mathematicians and physicists to search for new geometric structures on manifolds and to seek a synthesis of ideas from geometry, topology and category theory. In this spirit, this book develops the differential geometry associated to the topology and obstruction theory of certain fiber bundles (more precisely, associated to grebes). The theory is a 3-dimensional analog of the familiar Kostant--Weil theory of line bundles. In particular the curvature now becomes a 3-form.
Logistics Systems : Design and Optimization
In a context of global competition, the optimization of logistics systems is inescapable. LOGISTICS SYSTEMS: Design and Optimization falls within this perspective and presents twelve chapters that well illustrate the variety and the complexity of logistics activities. Each chapter is written by recognized researchers who have been commissioned to survey a specific topic or emerging area of logistics. The first chapter, by Riopel, Langevin, and Campbell, develops a framework for the entire book. It classifies logistics decisions and highlights the relevant linkages to logistics decisions. The intricacy of these linkages demonstrates how thoroughly the decisions are interrelated and underscores the complexity of managing logistics activities. Each of the following chapters focus on quantitative methods for the design and optimization of logistics systems.
Logical approaches to computational barriers ; 2nd Conference on Computability in Europe, CiE 2006, Swansea, UK, June 30-July 5, 2006, Proceedings
The sources of new ideas and methods include practical developments in areas such as neural networks, quantum computation, natural computation, molecular computation, and computational learning. Applications are everywhere, especially, in algebra, analysis and geometry, or data types and programming. This volume, Logical Approaches to Computational Barriers, is the proce- ings of the second in a series of conferences of CiE that was held at the Depa- ment of Computer Science, Swansea University, 30 June - 5 July, 2006.
Logic in Reality
The interface of logic, philosophy and science. It is intended for readers with interest and/or current involvement in process philosophy, ontology and in the philosophy or metaphysical aspects of science, especially, quantum physics, biology and cosmology. The content requires competence in reasoning, but not detailed knowledge of the fields discussed.
Logic for Programming, Artificial Intelligence, and Reasoning ; 15th International Conference, LPAR 2008, Doha, Qatar, November 22-27, 2008. Proceedings
This book constitutes the refereed proceedings of the 15th International Conference on Logic for Programming, Artificial Intelligence, and Reasoning, LPAR 2008, which took place in Doha, Qatar, during November 22-27, 2008.The 45 revised full papers presented together with 3 invited talks were carefully revised and selected from 153 submissions. The papers address all current issues in automated reasoning, computational logic, programming languages and their applications and are organized in topical sections on automata, linear arithmetic, verification knowledge representation, proof theory, quantified constraints, as well as modal and temporal logics.
Logic and Theory of Algorithms ; 4th Conference on Computability in Europe, CiE 2008, Athens, Greece, June 15-20, 2008 Proceedings
Constitutes the refereed proceedings of the 4th International Conference on Computability in Europe, CiE 2008, held in Athens, Greece, in June 2008.The 36 revised full papers presented together with 25 invited tutorials and lectures were carefully reviewed and selected from 108 submissions. Among them are papers of 6 special sessions entitled algorithms in the history of mathematics, formalising mathematics and extracting algorithms from proofs, higher-type recursion and applications, algorithmic game theory, quantum algorithms and complexity, and biology and computation.
Linearity, Symmetry, and Prediction in the Hydrogen Atom
The predictive power of mathematics in quantum phenomena is one of the great intellectual successes of the 20th century. This textbook, aimed at undergraduate or graduate level students (depending on the college or university), concentrates on how to make predictions about the numbers of each kind of basic state of a quantum system from only two ingredients: the symmetry and the linear model of quantum mechanics. This method, involving the mathematical area of representation theory or group theory, combines three core mathematical subjects, namely, linear algebra, analysis and abstract algebra. Wide applications of this method occur in crystallography, atomic structure, classification of manifolds with symmetry, and other areas.
Linear Selection Indices in Modern Plant Breeding
This open access book focuses on the linear selection index (LSI) theory and its statistical properties. It addresses the single-stage LSI theory by assuming that economic weights are fixed and known - or fixed, but unknown - to predict the net genetic merit in the phenotypic, marker and genomic context. Further, it shows how to combine the LSI theory with the independent culling method to develop the multistage selection index theory. The final two chapters present simulation results and SAS and R codes, respectively, to estimate the parameters and make selections using some of the LSIs described. It is essential reading for plant quantitative geneticists, but is also a valuable resource for animal breeders.
Light Scattering in Solids IX : Novel Materials and Techniques
Reviews recent developments concerning mainly semiconductor nanostructures and inelastic x-ray scattering, including both coherent time-domain and spontaneous scattering studies.
Life Skills Education for Youth : Critical Perspectives
This book critically reviews a diverse body of scholarship and practice that informs the conceptualization, curriculum, teaching and measurement of life skills in education settings around the world. It discusses life skills as they are implemented in schools and non-formal education, providing both qualitative and quantitative evidence of when, with whom, and how life skills do or do not impact young women’s and men’s lives in various contexts. Specifically, it examines the nature and importance of life skills, and how they are taught.
Life - As a Matter of Fat : The Emerging Science of Lipidomics
Lipids are as important for life as proteins, sugars, and genes. The present book gives a multi-disciplinary perspective on the physics of life and the particular role played by lipids and the lipid-bilayer component of cell membranes. The book is aimed at undergraduate students and young research workers within physics, chemistry, biochemistry, molecular biology, nutrition, as well as pharmaceutical and biomedical sciences. The emphasis is on the physical properties of lipid membranes seen as soft and molecularly structured interfaces. By combining and synthesizing insights obtained from a variety of recent studies, an attempt is made to clarify what membrane structure is and how it can be quantitatively described. Furthermore, it is shown how biological function mediated by membranes is controlled by lipid membrane structure and organization on length scales ranging from the size of the individual molecule, across molecular assemblies of proteins and lipid domains in the range of nanometers, to the size of whole cells. Applications of lipids in nano-technology and biomedicine are also described.
