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Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly …
This modern take on partial differential equations does not require knowledge beyond vector calculus and linear algebra. The author focuses on the most important classical partial …
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background …
The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to …
This text is an introduction to the spectral theory of the Laplacian on compact or finite area hyperbolic surfaces. For some of these surfaces, called “arithmetic hyperbolic …
This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation …
This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals …
This book provides the mathematical foundations of networks of linear control systems, developed from an algebraic systems theory perspective. This includes a thorough treatment of …
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in …
This book is devoted to background material and recently developed mathematical methods in the study of infinite-dimensional dissipative systems. The theory of such systems is …