[PDF] Introduction To The Calculus Of Variations And Its Applications Second Edition

Introduction To The Calculus of Variations And Its Applications  Second Edition PDF
Author: Frederic Wan
Publisher: CRC Press
ISBN: 9780412051418
Size: 38.73 MB
Format: PDF, Mobi
Category : Mathematics
Languages : en
Pages : 640
View: 1105

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Introduction To The Calculus Of Variations And Its Applications Second Edition

by Frederic Wan, release date 1995-01-01, Introduction To The Calculus Of Variations And Its Applications Second Edition Books available in PDF, EPUB, Mobi Format. Download Introduction To The Calculus Of Variations And Its Applications Second Edition books, This comprehensive text provides all information necessary for an introductory course on the calculus of variations and optimal control theory. Following a thorough discussion of the basic problem, including sufficient conditions for optimality, the theory and techniques are extended to problems with a free end point, a free boundary, auxiliary and inequality constraints, leading to a study of optimal control theory.




[PDF] Calculus

Calculus PDF
Author: Gilbert Strang
Publisher: SIAM
ISBN: 9780961408824
Size: 67.61 MB
Format: PDF, Docs
Category : Mathematics
Languages : en
Pages : 614
View: 7763

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Calculus

by Gilbert Strang, release date 1991-01-01, Calculus Books available in PDF, EPUB, Mobi Format. Download Calculus books, contient des exercices.




[PDF] Introduction To Stochastic Calculus With Applications

Introduction to Stochastic Calculus with Applications PDF
Author: Fima C. Klebaner
Publisher: Imperial College Press
ISBN: 1860945554
Size: 70.76 MB
Format: PDF, Kindle
Category : Mathematics
Languages : en
Pages : 416
View: 2180

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Introduction To Stochastic Calculus With Applications

by Fima C. Klebaner, release date 2005, Introduction To Stochastic Calculus With Applications Books available in PDF, EPUB, Mobi Format. Download Introduction To Stochastic Calculus With Applications books, This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.




[PDF] Multivariable Calculus And Mathematica

Multivariable Calculus and Mathematica   PDF
Author: Kevin R. Coombes
Publisher: Springer Science & Business Media
ISBN: 9780387983608
Size: 75.50 MB
Format: PDF, ePub, Mobi
Category : Mathematics
Languages : en
Pages : 283
View: 2715

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Multivariable Calculus And Mathematica

by Kevin R. Coombes, release date 1998-05-15, Multivariable Calculus And Mathematica Books available in PDF, EPUB, Mobi Format. Download Multivariable Calculus And Mathematica books, Aiming to "modernise" the course through the integration of Mathematica, this publication introduces students to its multivariable uses, instructs them on its use as a tool in simplifying calculations, and presents introductions to geometry, mathematical physics, and kinematics. The authors make it clear that Mathematica is not algorithms, but at the same time, they clearly see the ways in which Mathematica can make things cleaner, clearer and simpler. The sets of problems give students an opportunity to practice their newly learned skills, covering simple calculations, simple plots, a review of one-variable calculus using Mathematica for symbolic differentiation, integration and numerical integration, and also cover the practice of incorporating text and headings into a Mathematica notebook. The accompanying diskette contains both Mathematica 2.2 and 3.0 version notebooks, as well as sample examination problems for students, which can be used with any standard multivariable calculus textbook. It is assumed that students will also have access to an introductory primer for Mathematica.




[PDF] Brownian Motion And Stochastic Calculus

Brownian Motion and Stochastic Calculus PDF
Author: Ioannis Karatzas
Publisher: Springer Science & Business Media
ISBN: 9780387976556
Size: 51.44 MB
Format: PDF
Category : Mathematics
Languages : en
Pages : 470
View: 735

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Brownian Motion And Stochastic Calculus

by Ioannis Karatzas, release date 1991, Brownian Motion And Stochastic Calculus Books available in PDF, EPUB, Mobi Format. Download Brownian Motion And Stochastic Calculus books, A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises.




[PDF] Boolean Calculus Of Differences

Boolean Calculus of Differences PDF
Author: A. Thayse
Publisher: Springer Science & Business Media
ISBN: 9783540102861
Size: 59.97 MB
Format: PDF
Category : Technology & Engineering
Languages : en
Pages : 143
View: 5820

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Boolean Calculus Of Differences

by A. Thayse, release date 1981-02, Boolean Calculus Of Differences Books available in PDF, EPUB, Mobi Format. Download Boolean Calculus Of Differences books,




[PDF] Calculus

Calculus PDF
Author: Morris Kline
Publisher: Courier Corporation
ISBN: 0486134768
Size: 66.86 MB
Format: PDF, Mobi
Category : Mathematics
Languages : en
Pages : 960
View: 326

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Calculus

by Morris Kline, release date 2013-05-09, Calculus Books available in PDF, EPUB, Mobi Format. Download Calculus books, Application-oriented introduction relates the subject as closely as possible to science with explorations of the derivative; differentiation and integration of the powers of x; theorems on differentiation, antidifferentiation; the chain rule; trigonometric functions; more. Examples. 1967 edition.




[PDF] Elementary Stochastic Calculus With Finance In View

Elementary Stochastic Calculus with Finance in View PDF
Author: Thomas Mikosch
Publisher: World Scientific
ISBN: 9789810235437
Size: 49.25 MB
Format: PDF, Kindle
Category : Mathematics
Languages : en
Pages : 212
View: 3318

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Elementary Stochastic Calculus With Finance In View

by Thomas Mikosch, release date 1998, Elementary Stochastic Calculus With Finance In View Books available in PDF, EPUB, Mobi Format. Download Elementary Stochastic Calculus With Finance In View books, Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory. This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black -- Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance.




[PDF] Applications Of Calculus

Applications of Calculus PDF
Author: Clark T. Benson
Publisher: Cambridge University Press
ISBN: 9780883850855
Size: 48.33 MB
Format: PDF, Docs
Category : Mathematics
Languages : en
Pages : 262
View: 6525

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Applications Of Calculus

by Clark T. Benson, release date 1993, Applications Of Calculus Books available in PDF, EPUB, Mobi Format. Download Applications Of Calculus books, This book explains how calculus can be used to explain and analyze many diverse phenomena.