Toward a Mathematical Theory of Aeroelasticity -- Uniform Cusp Property, Boundary Integral, and Compactness for Shape Optimization -- Interior and Boundary Stabilization of Navier-Stokes Equations -- Matrix Rounding and Related Problems with Application to Digital Halftoning -- Nonlinear Programming: Algorithms, Software, and Applications -- Stochastic Modeling and Optimization of Complex Infra…
Systems of Containers and Enumeration Problems -- Some Heuristic Analysis of Local Search Algorithms for SAT Problems -- Clustering in Stochastic Asynchronous Algorithms for Distributed Simulations -- On Construction of the Set of Irreducible Partial Covers -- Recent Advances in Multiobjective Optimization -- Polynomial Time Checking for Generation of Finite Distributions of Rational Probabilit…
I Preliminaries -- II Semimartingales and Stochastic Integrals -- III Semimartingales and Decomposable Processes -- IV General Stochastic Integration and Local Times -- V Stochastic Differential Equations -- VI Expansion of Filtrations -- References.It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many…
Many probability books are written by mathematicians and have the built in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep und…
Nonnegative Markov Chains with Applications -- Phase Changes with Time and Multi-Scale Homogenizations of a Class of Anomalous Diffusions -- Semi-Markov Cascade Representations of Local Solutions to 3-D Incompressible Navier-Stokes -- Amplitude Equations for Spdes: Approximate Centre Manifolds and Invariant Measures -- Enstrophy and Ergodicity Of Gravity Currents -- Stochastic Heat and Burgers …
Real Options in Theory and Practice -- Stochastic Models for the Term Structure of Interest Rates -- Real Options Valuation Tools in Corporate Finance -- Analysis of Various Real Options in Simulations and Backtesting -- Summary and Outlook.Managerial decision-making during the lifetime of a project can have im portant implications on project handling and its contribution to shareholder value…