The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful...
The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes.&n...
Although the Lucas sequences were known to earlier investigators such as Lagrange, Legendre and Genocchi, it is because of the enormous number and variety of results involving them, revealed by Édouard Lucas between 1876 and 1880, that they are now named after him. Since Lucas’ early work, much more has been discovered concerning these remarkable mathematical objects, and the objective of this book is to provide a much more thorough discussion of them than is available in existing monographs. In order to do this a large variety of results, currently scattered throughout...
Although the Lucas sequences were known to earlier investigators such as Lagrange, Legendre and Genocchi, it is because of the enormous number an...
Nonlinear partial differential equations (PDE) are at the core of mathematical modeling. In the past decades and recent years, multiple analytical methods to study various aspects of the mathematical structure of nonlinear PDEs have been developed. Those aspects include C- and S-integrability, Lagrangian and Hamiltonian formulations, equivalence transformations, local and nonlocal symmetries, conservation laws, and more. Modern computational approaches and symbolic software can be employed to systematically derive and use such properties, and where possible, construct exact and approximate...
Nonlinear partial differential equations (PDE) are at the core of mathematical modeling. In the past decades and recent years, multiple analytical met...
