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In the Leibniz–Newton calculus, one learns the di?erentiation and integration of deterministic functions. A basic theorem in di?erentiation is the chain rule, which gives the …
The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random …
Based on a lecture course at the Ecole Polytechnique (Paris), this text gives a rigorous introduction to many of the key ideas in nonlinear analysis, dynamical systems and …
The purpose of this book is to give a streamlined introduction to the theory of (not necessarily symmetric) Dirichlet forms on general state spaces. It includes both the analytic …
We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We wish to thank the many …
This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent …
Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and …
There are already several excellent books on Malliavin calculus. However, most of them deal only with the theory of Malliavin calculus for Brownian motion, with [35] as an …
Mathematical Logic and Model Theory: A Brief Introduction offers a streamlined yet easy-to-read introduction to mathematical logic and basic model theory. It presents, in a …
Mathematical models can be used to meet many of the challenges and opportunities offered by modern biology. The description of biological phenomena requires a range of mathematical …