Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 950
Book Description
U.S. Government Research Reports
Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 950
Book Description
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 950
Book Description
MRC Technical Summary Report
Author: United States. Army. Mathematics Research Center
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 684
Book Description
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 684
Book Description
Bibliography of Scientific and Industrial Reports
Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 1238
Book Description
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 1238
Book Description
National Union Catalog
Author:
Publisher:
ISBN:
Category : Union catalogs
Languages : en
Pages : 712
Book Description
Includes entries for maps and atlases
Publisher:
ISBN:
Category : Union catalogs
Languages : en
Pages : 712
Book Description
Includes entries for maps and atlases
The H-Function
Author: A.M. Mathai
Publisher: Springer Science & Business Media
ISBN: 1441909168
Category : Science
Languages : en
Pages : 276
Book Description
TheH-function or popularly known in the literature as Fox’sH-function has recently found applications in a large variety of problems connected with reaction, diffusion, reaction–diffusion, engineering and communication, fractional differ- tial and integral equations, many areas of theoretical physics, statistical distribution theory, etc. One of the standard books and most cited book on the topic is the 1978 book of Mathai and Saxena. Since then, the subject has grown a lot, mainly in the elds of applications. Due to popular demand, the authors were requested to - grade and bring out a revised edition of the 1978 book. It was decided to bring out a new book, mostly dealing with recent applications in statistical distributions, pa- way models, nonextensive statistical mechanics, astrophysics problems, fractional calculus, etc. and to make use of the expertise of Hans J. Haubold in astrophysics area also. It was decided to con ne the discussion toH-function of one scalar variable only. Matrix variable cases and many variable cases are not discussed in detail, but an insight into these areas is given. When going from one variable to many variables, there is nothing called a unique bivariate or multivariate analogue of a givenfunction. Whatever be the criteria used, there may be manydifferentfunctions quali ed to be bivariate or multivariate analogues of a given univariate function. Some of the bivariate and multivariateH-functions, currently in the literature, are also questioned by many authors.
Publisher: Springer Science & Business Media
ISBN: 1441909168
Category : Science
Languages : en
Pages : 276
Book Description
TheH-function or popularly known in the literature as Fox’sH-function has recently found applications in a large variety of problems connected with reaction, diffusion, reaction–diffusion, engineering and communication, fractional differ- tial and integral equations, many areas of theoretical physics, statistical distribution theory, etc. One of the standard books and most cited book on the topic is the 1978 book of Mathai and Saxena. Since then, the subject has grown a lot, mainly in the elds of applications. Due to popular demand, the authors were requested to - grade and bring out a revised edition of the 1978 book. It was decided to bring out a new book, mostly dealing with recent applications in statistical distributions, pa- way models, nonextensive statistical mechanics, astrophysics problems, fractional calculus, etc. and to make use of the expertise of Hans J. Haubold in astrophysics area also. It was decided to con ne the discussion toH-function of one scalar variable only. Matrix variable cases and many variable cases are not discussed in detail, but an insight into these areas is given. When going from one variable to many variables, there is nothing called a unique bivariate or multivariate analogue of a givenfunction. Whatever be the criteria used, there may be manydifferentfunctions quali ed to be bivariate or multivariate analogues of a given univariate function. Some of the bivariate and multivariateH-functions, currently in the literature, are also questioned by many authors.
Computer Mathematics, Series II
Author: Geoffrey Knight
Publisher:
ISBN:
Category : Computer science
Languages : en
Pages : 558
Book Description
General numerical and symbolic analysis; Elementary algebra; Calculus; Difference, differential and integral equations; Abstracts mathematics; Probability and statistics; Optimization mathematical programming: operations research; Mathematical communication theory: information theory; Mathematical systems and control theory; Mathematical logic and switching theory: automata.
Publisher:
ISBN:
Category : Computer science
Languages : en
Pages : 558
Book Description
General numerical and symbolic analysis; Elementary algebra; Calculus; Difference, differential and integral equations; Abstracts mathematics; Probability and statistics; Optimization mathematical programming: operations research; Mathematical communication theory: information theory; Mathematical systems and control theory; Mathematical logic and switching theory: automata.
Cumulative Computer Abstracts
Author: Geoffrey Knight
Publisher:
ISBN:
Category : Electronic data processing
Languages : en
Pages : 552
Book Description
Publisher:
ISBN:
Category : Electronic data processing
Languages : en
Pages : 552
Book Description
Mathematical Reviews
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 740
Book Description
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 740
Book Description
Generalized Integral Transforms In Mathematical Finance
Author: Andrey Itkin
Publisher: World Scientific
ISBN: 9811231753
Category : Business & Economics
Languages : en
Pages : 508
Book Description
This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor models with time-dependent barriers (Bachelier, Hull-White, CIR, CEV); (b) analyzing an interconnected banking system in the structural credit risk model with default contagion; (c) finding first hitting time density for a reducible diffusion process; (d) describing the exercise boundary of American options; (e) calculating default boundary for the structured default problem; (f) deriving a semi-closed form solution for optimal mean-reverting trading strategies; to mention but some.The main methods used in this book are generalized integral transforms and heat potentials. To find a semi-closed form solution, we need to solve a linear or nonlinear Volterra equation of the second kind and then represent the option price as a one-dimensional integral. Our analysis shows that these methods are computationally more efficient than the corresponding finite-difference methods for the backward or forward Kolmogorov PDEs (partial differential equations) while providing better accuracy and stability.We extend a large number of known results by either providing solutions on complementary or extended domains where the solution is not known yet or modifying these techniques and applying them to new types of equations, such as the Bessel process. The book contains several novel results broadly applicable in physics, mathematics, and engineering.
Publisher: World Scientific
ISBN: 9811231753
Category : Business & Economics
Languages : en
Pages : 508
Book Description
This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor models with time-dependent barriers (Bachelier, Hull-White, CIR, CEV); (b) analyzing an interconnected banking system in the structural credit risk model with default contagion; (c) finding first hitting time density for a reducible diffusion process; (d) describing the exercise boundary of American options; (e) calculating default boundary for the structured default problem; (f) deriving a semi-closed form solution for optimal mean-reverting trading strategies; to mention but some.The main methods used in this book are generalized integral transforms and heat potentials. To find a semi-closed form solution, we need to solve a linear or nonlinear Volterra equation of the second kind and then represent the option price as a one-dimensional integral. Our analysis shows that these methods are computationally more efficient than the corresponding finite-difference methods for the backward or forward Kolmogorov PDEs (partial differential equations) while providing better accuracy and stability.We extend a large number of known results by either providing solutions on complementary or extended domains where the solution is not known yet or modifying these techniques and applying them to new types of equations, such as the Bessel process. The book contains several novel results broadly applicable in physics, mathematics, and engineering.
Table of Integrals, Series, and Products
Author: I. S. Gradshteyn
Publisher: Academic Press
ISBN: 1483265641
Category : Mathematics
Languages : en
Pages : 1207
Book Description
Table of Integrals, Series, and Products provides information pertinent to the fundamental aspects of integrals, series, and products. This book provides a comprehensive table of integrals. Organized into 17 chapters, this book begins with an overview of elementary functions and discusses the power of binomials, the exponential function, the logarithm, the hyperbolic function, and the inverse trigonometric function. This text then presents some basic results on vector operators and coordinate systems that are likely to be useful during the formulation of many problems. Other chapters consider inequalities that range from basic algebraic and functional inequalities to integral inequalities and fundamental oscillation and comparison theorems for ordinary differential equations. This book discusses as well the important part played by integral transforms. The final chapter deals with Fourier and Laplace transforms that provides so much information about other integrals. This book is a valuable resource for mathematicians, engineers, scientists, and research workers.
Publisher: Academic Press
ISBN: 1483265641
Category : Mathematics
Languages : en
Pages : 1207
Book Description
Table of Integrals, Series, and Products provides information pertinent to the fundamental aspects of integrals, series, and products. This book provides a comprehensive table of integrals. Organized into 17 chapters, this book begins with an overview of elementary functions and discusses the power of binomials, the exponential function, the logarithm, the hyperbolic function, and the inverse trigonometric function. This text then presents some basic results on vector operators and coordinate systems that are likely to be useful during the formulation of many problems. Other chapters consider inequalities that range from basic algebraic and functional inequalities to integral inequalities and fundamental oscillation and comparison theorems for ordinary differential equations. This book discusses as well the important part played by integral transforms. The final chapter deals with Fourier and Laplace transforms that provides so much information about other integrals. This book is a valuable resource for mathematicians, engineers, scientists, and research workers.