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Affine diffusions in practice: modelling and simulation

This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related;

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Functionals of Multidimensional Diffusions with Applications to Finance

affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and;

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Diffusions and Waves

time data. The formalism includes both waves in continuous space and in discrete structures. One of the main applications of the formalism;

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Applied Stochastic Processes and Control for Jump Diffusions

This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and;

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Applied Stochastic Control of Jump Diffusions

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump;

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Nonlocal and Nonlinear Diffusions and Interactions: New Methods and Directions: Cetraro, Italy 2016

Presenting a selection of topics in the area of nonlocal and nonlinear diffusions, this book places a particular emphasis on new emerging;

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Random Obstacle Problems

with a discussion of classical one-dimensional diffusions as the reflecting Brownian motion, devoting a chapter to Bessel processes, and moves;

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Stochastic Differential Geometry at Saint-Flour

Kunita, H.:Stochastic differential equations and stochastic flows of diffeomorphisms.-Elworthy, D.: Geometric aspects of diffusions on;

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Stochastic Calculus

description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves;

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Encyclopedia of Mathematics and its Applications

process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions. This then leads to a;

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Stochastic Processes

times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully;

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Nonlinear Waves In Bounded Media

both standing (unforced) waves and resonant oscillations due to external periodic forcing. The waves are both hyperbolic and dispersive. To;

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Linear and Nonlinear Waves

of nonlinear waves. It covers the behavior of waves in two parts, with the first part addressing hyperbolic waves and the second addressing dispersive;

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Wave Motion and Applied Science

Waves can be divided into two main groups, mechanical and electromagnetic waves. Mechanical waves require a medium to propagate (i.e. these;

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Waves and Oscillations in Nature

Waves and oscillations are found in large scales (galactic) and microscopic scales (neutrino) in nature. Their dynamics and behavior;

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Waves and Optics

This book covers all aspects of waves and optics ranging from one dimensional waves in a vibrating string, two dimensional waves in a;

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Multidimensional Diffusion Processes

, especially multidimensional diffusions. [...] This monograph can be recommended to graduate students and research workers but also to all interested;

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The Theory of Fault Travel Waves and Its Application

travelling waves; then it introduces series of the traveling waves based protections, which includes principle, technology and application;

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Almost All about Waves

phenomena—earthquake waves studied by seismologists; waves and ripples on oceans, lakes, and ponds; waves of sound that travel through the air;

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Waves in Oceanic and Coastal Waters

Waves in Oceanic and Coastal Waters describes the observation, analysis and prediction of wind-generated waves in the open ocean, in shelf;

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Modeling of Extreme Waves in Technology and Nature, Two Volume Set

Modeling of Extreme Waves in Technology and Nature is a two-volume set, comprising Evolution of Extreme Waves and Resonances (Volume I) and;

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Nonlinear Partial Differential Equations

The book covers several topics of current interest in the field of nonlinear partial differential equations and their applications to the;

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Modulated Waves

Waves occur naturally in a vast number of scientific or engineering situations. Ripples on a pond, the light we see, and the oscillations;

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Ocean Waves and Kindred Geophysical Phenomena

Originally published in 1934, this book identifies and analyses the different types of waves most prevalent amongst the world's oceans and;

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Dynamic Fields and Waves

This book explores the use of waves on strings and sound waves to illustrate the behaviour of waves. It shows how Albert Einstein;

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Dynamic Fields and Waves

This book explores the use of waves on strings and sound waves to illustrate the behaviour of waves. It shows how Albert Einstein;

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Evolution of Extreme Waves and Resonances

The theory of waves is generalized on cases of strongly nonlinear waves, multivalued waves, and particle-waves. The appearance of these;

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