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The book consists of four parts: Analysis, Geometry, Perturbations and Applications. The first part shortly reviews of some background material and gives an introduction to PDEs. The second part is devoted to a short introduction to various aspects of differential geometry that will be needed later. The third part and heart of the book presents a systematic development of effective methods for various approximation schemes for parabolic differential equations. The last part is devoted to applications in financial mathematics, in particular, stochastic differential equations.
Although this book is intended for advanced undergraduate or beginning graduate students in, it should also provide a useful reference for professional physicists, applied mathematicians as well as quantitative analysts with an interest in PDEs.
The book consists of four parts: Analysis, Geometry, Perturbations and Applications. The first part shortly reviews of some background material and gives an introduction to PDEs. The second part is devoted to a short introduction to various aspects of differential geometry that will be needed later. The third part and heart of the book presents a systematic development of effective methods for various approximation schemes for parabolic differential equations. The last part is devoted to applications in financial mathematics, in particular, stochastic differential equations.
Although this book is intended for advanced undergraduate or beginning graduate students in, it should also provide a useful reference for professional physicists, applied mathematicians as well as quantitative analysts with an interest in PDEs.
This book presents in depth asymptotic methods for solving parabolic partial
differential equations at the level suitable for non-mathematicians
The focus is on the stochastic description
Although this book is intended for advanced undergraduate or beginning graduate students, it should also provide a useful reference for professional physicists, applied mathematicians as well as quantitative analysts with an interest in partial differential equations, mathematical physics, differential geometry, singular perturbations and mathematical finance
| Erscheinungsjahr: | 2019 |
|---|---|
| Fachbereich: | Analysis |
| Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: |
xix
390 S. 17 farbige Illustr. 390 p. 17 illus. in color. |
| ISBN-13: | 9783319799209 |
| ISBN-10: | 3319799207 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Avramidi, Ivan |
| Auflage: | Softcover reprint of the original 1st edition 2015 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG |
| Verantwortliche Person für die EU: | Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, D-14197 Berlin, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 23 mm |
| Von/Mit: | Ivan Avramidi |
| Erscheinungsdatum: | 16.03.2019 |
| Gewicht: | 0,622 kg |
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