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Books in Mathematics

The Mathematics collection presents a range of foundational and advanced research content across applied and discrete mathematics, including fields such as Computational Mathematics; Differential Equations; Linear Algebra; Modelling & Simulation; Numerical Analysis; Probability & Statistics.

  • Proceedings of the International Mathematical Conference, Singapore 1981

    • 1st Edition
    • Volume 74
    • January 1, 1982
    • L.H.Y. Chen + 2 more
    • English

  • Stochastic Methods in Economics and Finance

    • 1st Edition
    • Volume 17
    • December 1, 1981
    • A.G. Malliaris + 1 more
    • English
    Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Itô's Lemma as a tool of stochastic calculus, and basic facts about stochastic differential equations. The notion of stochastic ability and the methods of stochastic control are discussed, and their use in economic theory and finance is illustrated with numerous applications. The applications covered include: futures, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds, term structure of interest rates, the market risk adjustment in project valuation, demand for cash balances and an asset pricing model.

  • Bounded Analytic Functions

    • 1st Edition
    • Volume 96
    • October 12, 1981
    • English

  • A Second Course in Stochastic Processes

    • 1st Edition
    • April 28, 1981
    • Samuel Karlin + 1 more
    • English
    This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.

  • Quadratic Form Theory and Differential Equations

    • 1st Edition
    • Volume 152
    • January 28, 1981
    • English
    In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.

  • An Introduction to Nonharmonic Fourier Series

    • 1st Edition
    • Volume 93
    • January 9, 1981
    • English

  • Stochastic Differential Equations and Diffusion Processes

    • 1st Edition
    • Volume 24
    • January 1, 1981
    • S. Watanabe + 1 more
    • English

  • Real Variable Methods in Fourier Analysis

    • 1st Edition
    • Volume 46
    • January 1, 1981
    • English

  • Studies on Graphs and Discrete Programming

    • 1st Edition
    • Volume 11
    • January 1, 1981
    • P. Hansen
    • English

  • Spectral Theory of Differential Operators

    • 1st Edition
    • Volume 55
    • January 1, 1981
    • I.W. Knowles + 1 more
    • English

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