Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
A Probabilistic Approach To Classical Solutions Of The Master Equation For Large Population Equilibria
Download A Probabilistic Approach To Classical Solutions Of The Master Equation For Large Population Equilibria full books in PDF, epub, and Kindle. Read online A Probabilistic Approach To Classical Solutions Of The Master Equation For Large Population Equilibria ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria by : Jean-François Chassagneux
Download or read book A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria written by Jean-François Chassagneux and published by American Mathematical Society. This book was released on 2022-11-10 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis A Forward-Backward SDEs Approach to Pricing in Carbon Markets by : Jean-François Chassagneux
Download or read book A Forward-Backward SDEs Approach to Pricing in Carbon Markets written by Jean-François Chassagneux and published by Springer. This book was released on 2017-10-05 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to the risk of Climate Change, carbon markets are currently being implemented in regions worldwide and already represent more than $30 billion. However, scientific, and particularly mathematical, studies of these carbon markets are needed in order to expose their advantages and shortcomings, as well as allow their most efficient implementation. This Brief reviews mathematical properties such as the existence and uniqueness of solutions for the pricing problem, stability of solutions and their behavior. These fit into the theory of fully coupled forward-backward stochastic differential equations (FBSDEs) with irregular coefficients. The authors present a numerical algorithm to compute the solution to these non-standard FBSDEs. They also carry out a case study of the UK energy market. This involves estimating the parameters to be used in the model using historical data and then solving a pricing problem using the aforementioned numerical algorithm. The Brief is of interest to researchers in stochastic processes and their applications, and environmental and energy economics. Most sections are also accessible to practitioners in the energy sector and climate change policy-makers.
Book Synopsis Mean Field Games by : François Delarue
Download or read book Mean Field Games written by François Delarue and published by American Mathematical Society. This book was released on 2021-12-14 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is based on lectures delivered at the 2020 AMS Short Course “Mean Field Games: Agent Based Models to Nash Equilibria,” held January 13–14, 2020, in Denver, Colorado. Mean field game theory offers a robust methodology for studying large systems of interacting rational agents. It has been extraordinarily successful and has continued to develop since its inception. The six chapters that make up this volume provide an overview of the subject, from the foundations of the theory to applications in economics and finance, including computational aspects. The reader will find a pedagogical introduction to the main ingredients, from the forward-backward mean field game system to the master equation. Also included are two detailed chapters on the connection between finite games and mean field games, with a pedestrian description of the different methods available to solve the convergence problem. The volume concludes with two contributions on applications of mean field games and on existing numerical methods, with an opening to machine learning techniques.
Book Synopsis Stochastic Analysis and Applications 2014 by : Dan Crisan
Download or read book Stochastic Analysis and Applications 2014 written by Dan Crisan and published by Springer. This book was released on 2014-12-13 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.
Book Synopsis Higher Ramanujan Equations and Periods of Abelian Varieties by : Tiago J. Fonseca
Download or read book Higher Ramanujan Equations and Periods of Abelian Varieties written by Tiago J. Fonseca and published by American Mathematical Society. This book was released on 2023-01-18 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Asymptotic Spreading for General Heterogeneous Fisher-KPP Type Equations by : Henri Berestycki
Download or read book Asymptotic Spreading for General Heterogeneous Fisher-KPP Type Equations written by Henri Berestycki and published by American Mathematical Society. This book was released on 2022-11-10 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Planar Algebras in Braided Tensor Categories by : André Gil Henriques
Download or read book Planar Algebras in Braided Tensor Categories written by André Gil Henriques and published by American Mathematical Society. This book was released on 2023-02-13 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Spectral Properties of Ruelle Transfer Operators for Regular Gibbs Measures and Decay of Correlations for Contact Anosov Flows by : Luchezar Stoyanov
Download or read book Spectral Properties of Ruelle Transfer Operators for Regular Gibbs Measures and Decay of Correlations for Contact Anosov Flows written by Luchezar Stoyanov and published by American Mathematical Society. This book was released on 2023-03-09 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Weight Multiplicities and Young Tableaux Through Affine Crystals by : Jang Soo Kim
Download or read book Weight Multiplicities and Young Tableaux Through Affine Crystals written by Jang Soo Kim and published by American Mathematical Society. This book was released on 2023-03-09 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis On Singular Vortex Patches, I: Well-Posedness Issues by : Tarek M. Elgindi
Download or read book On Singular Vortex Patches, I: Well-Posedness Issues written by Tarek M. Elgindi and published by American Mathematical Society. This book was released on 2023-03-09 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Local Coefficients and Gamma Factors for Principal Series of Covering Groups by : Fan Gao
Download or read book Local Coefficients and Gamma Factors for Principal Series of Covering Groups written by Fan Gao and published by American Mathematical Society. This book was released on 2023-03-10 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation by : David A. Croydon
Download or read book Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation written by David A. Croydon and published by American Mathematical Society. This book was released on 2023-03-09 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Multiplicative Invariant Fields of Dimension $leq 6$ by : Akinari Hoshi
Download or read book Multiplicative Invariant Fields of Dimension $leq 6$ written by Akinari Hoshi and published by American Mathematical Society. This book was released on 2023-03-09 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Categories and Representation Theory by : Hideto Asashiba
Download or read book Categories and Representation Theory written by Hideto Asashiba and published by American Mathematical Society. This book was released on 2022-09-29 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a self-contained account of applications of category theory to the theory of representations of algebras. Its main focus is on 2-categorical techniques, including 2-categorical covering theory. The book has few prerequisites beyond linear algebra and elementary ring theory, but familiarity with the basics of representations of quivers and of category theory will be helpful. In addition to providing an introduction to category theory, the book develops useful tools such as quivers, adjoints, string diagrams, and tensor products over a small category; gives an exposition of new advances such as a 2-categorical generalization of Cohen-Montgomery duality in pseudo-actions of a group; and develops the moderation level of categories, first proposed by Levy, to avoid the set theoretic paradox in category theory. The book is accessible to advanced undergraduate and graduate students who would like to study the representation theory of algebras, and it contains many exercises. It can be used as the textbook for an introductory course on the category theoretic approach with an emphasis on 2-categories, and as a reference for researchers in algebra interested in derived equivalences and covering theory.
Book Synopsis Multi-Parameter Hardy Spaces Theory and Endpoint Estimates for Multi-Parameter Singular Integrals by : Guozhen Lu
Download or read book Multi-Parameter Hardy Spaces Theory and Endpoint Estimates for Multi-Parameter Singular Integrals written by Guozhen Lu and published by American Mathematical Society. This book was released on 2023-01-18 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis The Second Moment Theory of Families of $L$-Functions–The Case of Twisted Hecke $L$-Functions by : Valentin Blomer
Download or read book The Second Moment Theory of Families of $L$-Functions–The Case of Twisted Hecke $L$-Functions written by Valentin Blomer and published by American Mathematical Society. This book was released on 2023-02-13 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis The $mathscr {P}(varphi )_2$ Model on de Sitter Space by : João C. A. Barata
Download or read book The $mathscr {P}(varphi )_2$ Model on de Sitter Space written by João C. A. Barata and published by American Mathematical Society. This book was released on 2023-01-18 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
