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Author : Maurice Gevrey
Publisher :
ISBN 13 :
Total Pages : 213 pages
Book Rating : 4.:/5 (457 download)
Download or read book Sur les équations aux dérivées partielles du type parabolique, par M. Maurice Gevrey,... written by Maurice Gevrey and published by . This book was released on 1913 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Maurice Gevrey
Publisher :
ISBN 13 :
Total Pages : 238 pages
Book Rating : 4.E/5 ( download)
Download or read book Sur les équations aux dérivées partielles du type parabolique written by Maurice Gevrey and published by . This book was released on 1913 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 214 pages
Book Rating : 4.:/5 (646 download)
Download or read book Sur les équations aux dérivées partielles du type parabolique ... written by and published by . This book was released on 1913 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Emmanuele DiBenedetto
Publisher : Springer Science & Business Media
ISBN 13 : 9780817637088
Total Pages : 434 pages
Book Rating : 4.6/5 (37 download)
Download or read book Partial Differential Equations written by Emmanuele DiBenedetto and published by Springer Science & Business Media. This book was released on 1994-12-22 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is meant to be a self-contained, elementary introduction to Partial Differential Equations, assuming only advanced differential calculus and some basic LP theory. Although the basic equations treated in this book, given its scope, are linear, we have made an attempt to approach them from a nonlinear perspective. Chapter I is focused on the Cauchy-Kowaleski theorem. We discuss the notion of characteristic surfaces and use it to classify partial differential equations. The discussion grows out of equations of second order in two variables to equations of second order in N variables to p.d.e.'s of any order in N variables. In Chapters II and III we study the Laplace equation and connected elliptic theory. The existence of solutions for the Dirichlet problem is proven by the Perron method. This method clarifies the structure ofthe sub(super)harmonic functions and is closely related to the modern notion of viscosity solution. The elliptic theory is complemented by the Harnack and Liouville theorems, the simplest version of Schauder's estimates and basic LP -potential estimates. Then, in Chapter III, the Dirichlet and Neumann problems, as well as eigenvalue problems for the Laplacian, are cast in terms of integral equations. This requires some basic facts concerning double layer potentials and the notion of compact subsets of LP, which we present.
Author : Helyette Geman
Publisher : Springer Science & Business Media
ISBN 13 : 3662124297
Total Pages : 522 pages
Book Rating : 4.6/5 (621 download)
Download or read book Mathematical Finance - Bachelier Congress 2000 written by Helyette Geman and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Bachelier Society for Mathematical Finance held its first World Congress in Paris last year, and coincided with the centenary of Louis Bacheliers thesis defence. In his thesis Bachelier introduces Brownian motion as a tool for the analysis of financial markets as well as the exact definition of options. The thesis is viewed by many the key event that marked the emergence of mathematical finance as a scientific discipline. The prestigious list of plenary speakers in Paris included two Nobel laureates, Paul Samuelson and Robert Merton, and the mathematicians Henry McKean and S.R.S. Varadhan. Over 130 further selected talks were given in three parallel sessions. .
Author : École normale supérieure (France)
Publisher :
ISBN 13 :
Total Pages : 406 pages
Book Rating : 4.3/5 ( download)
Download or read book Annales Scientifiques de L'École Normale Supérieure written by École normale supérieure (France) and published by . This book was released on 1918 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Maurice Janet
Publisher :
ISBN 13 :
Total Pages : 84 pages
Book Rating : 4.3/5 (91 download)
Download or read book Les systèmes d'équations aux dérivées partielles written by Maurice Janet and published by . This book was released on 1927 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jacques Hadamard
Publisher :
ISBN 13 :
Total Pages : 336 pages
Book Rating : 4.3/5 (91 download)
Download or read book La théorie des équations aux dérivées partielles written by Jacques Hadamard and published by . This book was released on 1964 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gustav Doetsch
Publisher :
ISBN 13 :
Total Pages : 174 pages
Book Rating : 4.:/5 (383 download)
Download or read book Les équations aux dérivées partielles du type parabolique written by Gustav Doetsch and published by . This book was released on 1935 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Henrik Gabriel Block
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (21 download)
Download or read book Sur les équations aux dérivées partielles du type parabolique ... written by Henrik Gabriel Block and published by . This book was released on 1910 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Erik Holmgren
Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (248 download)
Download or read book Sur les équations aux dérivées partielles du type parabolique written by Erik Holmgren and published by . This book was released on 1912 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : T. Sato (Matemático)
Publisher :
ISBN 13 :
Total Pages : 121 pages
Book Rating : 4.:/5 (644 download)
Download or read book Equations aux dérivées partielles des types elliptique et parabolique written by T. Sato (Matemático) and published by . This book was released on 196? with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Maurice Janet
Publisher :
ISBN 13 :
Total Pages : 53 pages
Book Rating : 4.:/5 (3 download)
Download or read book Les Systèmes D'équations Aux Dérivées Partielles, Par Maurice Janet written by Maurice Janet and published by . This book was released on with total page 53 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : T. Sato
Publisher :
ISBN 13 :
Total Pages : 121 pages
Book Rating : 4.:/5 (254 download)
Download or read book Équations aux dérivées partielles des types elliptique et parabolique written by T. Sato and published by . This book was released on 1961 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Henrik Block
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (248 download)
Download or read book Sur les équations aux dérivées partielles du type parabolique written by Henrik Block and published by . This book was released on 1911 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Johann Christian Poggendorff
Publisher :
ISBN 13 :
Total Pages : 652 pages
Book Rating : 4.:/5 (89 download)
Download or read book Biographisch-literarisches Handwörterbuch zur Geschichte der exacten Wissenschaften ... written by Johann Christian Poggendorff and published by . This book was released on 1970 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Louis Bachelier
Publisher : Princeton University Press
ISBN 13 : 1400829305
Total Pages : 205 pages
Book Rating : 4.4/5 (8 download)
Download or read book Louis Bachelier's Theory of Speculation written by Louis Bachelier and published by Princeton University Press. This book was released on 2011-12-12 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: March 29, 1900, is considered by many to be the day mathematical finance was born. On that day a French doctoral student, Louis Bachelier, successfully defended his thesis Théorie de la Spéculation at the Sorbonne. The jury, while noting that the topic was "far away from those usually considered by our candidates," appreciated its high degree of originality. This book provides a new translation, with commentary and background, of Bachelier's seminal work. Bachelier's thesis is a remarkable document on two counts. In mathematical terms Bachelier's achievement was to introduce many of the concepts of what is now known as stochastic analysis. His purpose, however, was to give a theory for the valuation of financial options. He came up with a formula that is both correct on its own terms and surprisingly close to the Nobel Prize-winning solution to the option pricing problem by Fischer Black, Myron Scholes, and Robert Merton in 1973, the first decisive advance since 1900. Aside from providing an accurate and accessible translation, this book traces the twin-track intellectual history of stochastic analysis and financial economics, starting with Bachelier in 1900 and ending in the 1980s when the theory of option pricing was substantially complete. The story is a curious one. The economic side of Bachelier's work was ignored until its rediscovery by financial economists more than fifty years later. The results were spectacular: within twenty-five years the whole theory was worked out, and a multibillion-dollar global industry of option trading had emerged.
