Bøger i Universitext serien

The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance.

This established reference work continues to introduce its readers to some of the hottest topics in contemporary mathematical research. This sixth edition includes, among other new additions, a systematic treatment of eigenvalues of Riemannian manifolds.

This book is an introduction to stochastic analysis and quantitative finance; Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer simulations in addition to theoretical study.

While the topic of principal bundles in differential geometry has become classic, even standard, material in the modern graduate mathematics curriculum, the unique approach taken in this text presents the material in a way that is intuitive for both students of mathematics and of physics.

Unlike many other texts on differential geometry, this textbook also offers interesting applications to geometric mechanics and general relativity. The first part is a concise and self-contained introduction to the basics of manifolds, differential forms, metrics and curvature.

Set Theory

This book examines the central principles of abelian harmonic analysis: Pontryagin duality, the Plancherel theorem and the Poisson summation formula, as well as their respective generalizations to non-abelian groups, including the Selberg trace formula.

Dirk van Dalen's popular textbook Logic and Structure, now in its fifth edition, provides a comprehensive introduction to the basics of classical and intuitionistic logic, model theory and Goedel's famous incompleteness theorem. The discussion of classical logic is concluded with a concise exposition of second-order logic.

(January 2006)This richly illustrated text covers the Cauchy and Neumann problems for the classical linear equations of mathematical physics. A large number of problems are sprinkled throughout the book, and a full set of problems from examinations given in Moscow are included at the end.

This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations.

For lecture courses that cover the classical theory of nonlinear differential equations associated with Poincare and Lyapunov and introduce the student to the ideas of bifurcation theory and chaos, this text is ideal.

This textbook provides a rigorous analytical treatment of the theory of Maass wave forms. Other topics include Maass wave forms of real weight, Maass cusp forms, and weak harmonic Maass wave forms.

Local fields and local class field theory, including Lubin-Tate formal group laws, are covered next, followed by global class field theory and the description of abelian extensions of global fields.

This English translation of Daniel Coray’s original French textbook Notes de géométrie et d’arithmétique introduces students to Diophantine geometry. It engages the reader with concrete and interesting problems using the language of classical geometry, setting aside all but the most essential ideas from algebraic geometry and commutative algebra. Readers are invited to discover rational points on varieties through an appealing ‘hands on’ approach that offers a pathway toward active research in arithmetic geometry. Along the way, the reader encounters the state of the art on solving certain classes of polynomial equations with beautiful geometric realizations, and travels a unique ascent towards variations on the Hasse Principle.Highlighting the importance of Diophantus of Alexandria as a precursor to the study of arithmetic over the rational numbers, this textbook introduces basic notions with an emphasis on Hilbert’s Nullstellensatz over an arbitrary field. A digression on Euclidian rings is followed by a thorough study of the arithmetic theory of cubic surfaces. Subsequent chapters are devoted to p-adic fields, the Hasse principle, and the subtle notion of Diophantine dimension of fields. All chapters contain exercises, with hints or complete solutions.Notes on Geometry and Arithmetic will appeal to a wide readership, ranging from graduate students through to researchers. Assuming only a basic background in abstract algebra and number theory, the text uses Diophantine questions to motivate readers seeking an accessible pathway into arithmetic geometry.

Manifolds, the higher-dimensional analogs of smooth curves and surfaces, are fundamental objects in modern mathematics. Combining aspects of algebra, topology, and analysis, manifolds have also been applied to classical mechanics, general relativity, and quantum field theory.

This book studies algebras and linear transformations acting on finite-dimensional vector spaces over arbitrary fields.

This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course;

The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes.

Graduate mathematics students will find this book an easy-to-follow, step-by-step guide to the subject. Rotman's book gives a treatment of homological algebra which approaches the subject in terms of its origins in algebraic topology.

Featuring over 180 exercises, this text for a one-semester course in Lebesgue's theory takes an elementary approach, making it easily accessible to both upper-undergraduate- and lower-graduate-level students.

This book covers the topics of differential manifolds, Riemannian metrics, connections, geodesics and curvature, with special emphasis on the intrinsic features of the subject.

This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance.Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well as optimal quantization methods. The author further presents detailed applications to numerical aspects of pricing and hedging of financial derivatives, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration.Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study.

Requiring no more than a basic knowledge of abstract algebra, this text presents the mathematics of number fields in a straightforward, pedestrian manner. It therefore avoids local methods and presents proofs in a way that highlights the important parts of the arguments.

This textbook presents the essential parts of the modern theory of nonlinear partial differential equations, including the calculus of variations.After a short review of results in real and functional analysis, the author introduces the main mathematical techniques for solving both semilinear and quasilinear elliptic PDEs, and the associated boundary value problems. Key topics include infinite dimensional fixed point methods, the Galerkin method, the maximum principle, elliptic regularity, and the calculus of variations. Aimed at graduate students and researchers, this textbook contains numerous examples and exercises and provides several comments and suggestions for further study.

This textbook provides a comprehensive introduction to the classical and modern calculus of variations, serving as a useful reference to advanced undergraduate and graduate students as well as researchers in the field.Starting from ten motivational examples, the book begins with the most important aspects of the classical theory, including the Direct Method, the Euler-Lagrange equation, Lagrange multipliers, Noether's Theorem and some regularity theory. Based on the efficient Young measure approach, the author then discusses the vectorial theory of integral functionals, including quasiconvexity, polyconvexity, and relaxation. In the second part, more recent material such as rigidity in differential inclusions, microstructure, convex integration, singularities in measures, functionals defined on functions of bounded variation (BV), and G-convergence for phase transitions and homogenization are explored.While predominantly designed as a textbook for lecture courses on the calculus of variations, this book can also serve as the basis for a reading seminar or as a companion for self-study. The reader is assumed to be familiar with basic vector analysis, functional analysis, Sobolev spaces, and measure theory, though most of the preliminaries are also recalled in the appendix.

This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design.

Inspired by classical geometry, geometric group theory has in turn provided a variety of applications to geometry, topology, group theory, number theory and graph theory.

Using a `learning by calculating' approach, this comprehensive introductory text shows how stochastic computational methods are used across the field of finance. The revised and expanded fifth edition includes updates, as well as new material and exercises.