الصفحة 3
الصفحة 3
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.
Analysis of Toeplitz Operators
Since the late 1980s, Toeplitz operators and matrices have remained a feld of extensive research and the development during the last nearly twenty years is impressive. One encounters Toeplitz matrices in plenty of applications on the one hand, and Toeplitz operators con?rmed their role as the basic elementary building blocks of more complicated operators on the other. Several monographs on Toeplitz and Hankel operators were written d- ing the last decade. These include Peller’s grandiose book on Hankel ope- tors and their applications and Nikolski’s beautiful easy reading on operators, functions, and systems, with emphasis on topics connected with the names of Hardy, Hankel, and Toeplitz.
Analyse asymptotique et couche limite = Asymptotic analysis and boundary layer
The aim of the book is to give teachers and students (from Bac + 4) in applied mathematics and fluid mechanics a teaching and learning tool illustrated by fifty problems accompanied by their detailed correction. This book presents a new method of asymptotic analysis for "boundary layer" problems. This is called MASC "Method of Complementary Successive Approximations". The first half of the book is devoted, in addition to the presentation of the MASC, to organize the knowledge necessary for the asymptotic analysis and to give the keys allowing the understanding of what is a problem called "boundary layer" and the methods allowing. to build an approximation. The second part is devoted to the application of MASC in fluid mechanics and to the comparison with the more traditional methods resulting from the famous MDAR, "Method of Connected Asymptotic Developments".
An Undergraduate Primer in Algebraic Geometry
This book consists of two parts. The first is devoted to an introduction to basic concepts in algebraic geometry: affine and projective varieties, some of their main attributes and examples. The second part is devoted to the theory of curves: local properties, affine and projective plane curves, resolution of singularities, linear equivalence of divisors and linear series, Riemann–Roch and Riemann–Hurwitz Theorems.The approach in this book is purely algebraic. The main tool is commutative algebra, from which the needed results are recalled, in most cases with proofs. The prerequisites consist of the knowledge of basics in affine and projective geometry, basic algebraic concepts regarding rings, modules, fields, linear algebra, basic notions in the theory of categories, and some elementary point–set topology.
Algebraic Geometry and Geometric Modeling
Algebraic Geometry provides an impressive theory targeting the understanding of geometric objects defined algebraically. Geometric Modeling uses every day, in order to solve practical and difficult problems, digital shapes based on algebraic models. In this book, we have collected articles bridging these two areas. The confrontation of the different points of view results in a better analysis of what the key challenges are and how they can be met. We focus on the following important classes of problems: implicitization, classification, and intersection. The combination of illustrative pictures, explicit computations and review articles will help the reader to handle these subjects.
Algebraic Geometry : An Introduction
The book starts with easily-formulated problems with non-trivial solutions – for example, Bézout’s theorem and the problem of rational curves – and uses these problems to introduce the fundamental tools of modern algebraic geometry: dimension; singularities; sheaves; varieties; and cohomology. The treatment uses as little commutative algebra as possible by quoting without proof (or proving only in special cases) theorems whose proof is not necessary in practice, the priority being to develop an understanding of the phenomena rather than a mastery of the technique. A range of exercises is provided for each topic discussed, and a selection of problems and exam papers are collected in an appendix to provide material for further study.
Algebraic Cycles, Sheaves, Shtukas, and Moduli : Impanga Lecture Notes
The articles in this volume are devoted to: - moduli of coherent sheaves. - principal bundles and sheaves and their moduli. - new insights into Geometric Invariant Theory. - stacks of shtukas and their compactifications. - algebraic cycles vs. commutative algebra. - Thom polynomials of singularities. - zero schemes of sections of vector bundles.
A Singular Introduction to Commutative Algebra
Aims to lead a further stage in the computational revolution in commutative algebra. Another feature of the book is its breadth of coverage of theoretical topics in the portions of commutative algebra closest to algebraic geometry, with algorithmic treatments of almost every topic.
100 years of relativity : Space-time structure - Einstein and beyond
Contains contributions from leading researchers, worldwide, who have thought deeply about the nature and consequences of this interplay. The articles take a long-range view of the subject and distill the most important advances in broad terms, making them easily accessible to non-specialists. The first part is devoted to a summary of how relativity theories were born (J Stachel). The second part discusses the most dramatic ramifications of general relativity, such as black holes (P Chrusciel and R Price), space-time singularities (H Nicolai and A Rendall), gravitational waves (P Laguna and P Saulson), the large scale structure of the cosmos (T Padmanabhan); experimental status of this theory (C Will) as well as its practical application to the GPS system (N Ashby). The last part looks beyond Einstein and provides glimpses into what is in store for us in the 21st century.
