This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory. Five topics are treated in detail: Utility maximization in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of...
This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003...
Constantin presents the Euler equations of ideal incompressible fluids and the blow-up problem for the Navier-Stokes equations of viscous fluids, describing major mathematical questions of turbulence theory. These are connected to the Caffarelli-Kohn-Nirenberg theory of singularities for the incompressible Navier-Stokes equations, explained in Gallavotti's lectures. Kazhikhov introduces the theory of strong approximation of weak limits via the method of averaging, applied to Navier-Stokes equations. Y. Meyer focuses on nonlinear evolution equations and...
Constantin presents the Euler equations of ideal incompressible fluids and the blow-up problem for the Navier-Stokes equations of viscous ...
The four papers collected in this book discuss advanced results in analytic number theory, including recent achievements of sieve theory leading to asymptotic formulae for the number of primes represented by suitable polynomials; counting integer solutions to Diophantine equations, using results from algebraic geometry and the geometry of numbers; the theory of Siegel's zeros and of exceptional characters of L-functions; and an up-to-date survey of the axiomatic theory of L-functions introduced by Selberg.
The four papers collected in this book discuss advanced results in analytic number theory, including recent achievements of sieve theory leading to...
This book contains the notes of five short courses delivered at the "Centro Internazionale Matematico Estivo" session "Integral Geometry, Radon Transforms and Complex Analysis" held in Venice (Italy) in June 1996: three of them deal with various aspects of integral geometry, with a common emphasis on several kinds of Radon transforms, their properties and applications, the other two share a stress on CR manifolds and related problems. All lectures are accessible to a wide audience, and provide self-contained introductions and short surveys on the subjects, as well as detailed expositions of...
This book contains the notes of five short courses delivered at the "Centro Internazionale Matematico Estivo" session "Integral Geometry, Radon Transf...
This book is devoted to the presentation of some flow problems in porous media having relevant industrial applications. The main topics covered are: the manufacturing of composite materials, the espresso coffee brewing process, the filtration of liquids through diapers, various questions about flow problems in oil reservoirs and the theory of homogenization. The aim is to show that filtration problems arising in very practical industrial context exhibit interesting and highly nontrivial mathematical aspects. Thus the style of the book is mathematically rigorous, but specifically oriented...
This book is devoted to the presentation of some flow problems in porous media having relevant industrial applications. The main topics covered are: t...
Financial mathematics is an emerging field of application. The five sets of course notes in this book provide an overview of the current "state of the art" and directions of research. It should be of interest to graduate students and researchers in the field.
Financial mathematics is an emerging field of application. The five sets of course notes in this book provide an overview of the current "state of the...
This volume contains the texts of the four series of lectures presented by B.Cockburn, C.Johnson, C.W. Shu and E.Tadmor at a C.I.M.E. Summer School. It is aimed at providing a comprehensive and up-to-date presentation of numerical methods which are nowadays used to solve nonlinear partial differential equations of hyperbolic type, developing shock discontinuities. The most effective methodologies in the framework of finite elements, finite differences, finite volumes spectral methods and kinetic methods, are addressed, in particular high-order shock capturing techniques, discontinuous...
This volume contains the texts of the four series of lectures presented by B.Cockburn, C.Johnson, C.W. Shu and E.Tadmor at a C.I.M.E. Summer School. I...
This volume collects the lecture notes of a C.I.M.E. course held in Summer 2006, when some of the most world recognized experts in the field reviewed the rigorous setting of mixed finite elements and revisited it after more than 30 years of practice.
This volume collects the lecture notes of a C.I.M.E. course held in Summer 2006, when some of the most world recognized experts in the field review...
Pseudo-differential operators were initiated by Kohn, Nirenberg and Hormander in the sixties of the last century. Beside applications in the general theory of partial differential equations, they have their roots also in the study of quantization first envisaged by Hermann Weyl thirty years earlier. Thanks to the understanding of the connections of wavelets with other branches of mathematical analysis, quantum physics and engineering, such operators have been used under different names as mathematical models in signal analysis since the last decade of the last century.
The volume...
Pseudo-differential operators were initiated by Kohn, Nirenberg and Hormander in the sixties of the last century. Beside applications in the genera...
