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This book collects many helpful techniques for obtaining regularity results for solutions of nonlinear systems of partial differential equations. These are applied in various cases to provide useful examples and relevant results, particularly in such fields as fluid mechanics, solid mechanics, semiconductor theory and game theory.

This book collects many helpful techniques for obtaining regularity results for solutions of nonlinear systems of partial differential equations. These are applied in various cases to provide useful examples and relevant results, particularly in such fields as fluid mechanics, solid mechanics, semiconductor theory and game theory.

The quadratic cost optimal control problem for systems described by linear ordinary differential equations occupies a central role in the study of control systems both from the theoretical and design points of view. The study of this problem over an infinite time horizon shows the beautiful interplay between optimality and the qualitative properties of systems such as controllability, observability and stability. This theory is far more difficult for infinite-dimensional systems such as systems with time delay and distributed parameter systems. In the first place, the difficulty stems from...

This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM estimation techniques combined with the proof of its fundamental results. Applications of static and dynamic models provide a unified approach to the estimation of nonlinear risk models. The book then examines the definition of risks and their management, with particular emphasis on the importance of bi-modal distributions for financial regulation. Chapters also cover the implications of stress testing and the noncyclical CAR (Capital Adequacy...

This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM estimation techniques combined with the proof of its fundamental results. Applications of static and dynamic models provide a unified approach to the estimation of nonlinear risk models. The book then examines the definition of risks and their management, with particular emphasis on the importance of bi-modal distributions for financial regulation. Chapters also cover the implications of stress testing and the noncyclical CAR (Capital Adequacy...