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This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations ...

Key Laboratory of Advanced Design and Simulation Technology for Special Equipment, Ministry of Education, School of Mechanical and Transportation Engineering, Hunan University, Changsha 410082, P. R.

This book is an introduction to the general theory of second order parabolic differential equations, which model many important, time-dependent physical systems. It studies the existence, uniqueness, ...

Dynamical bifurcation theory is concerned with the changes that occur in the global structure of dynamical systems as parameters are varied. This book makes recent research in bifurcation theory of ...

where 1 <p <q <N 1 <p <q <N, 0 <μ <N 0 <μ <N, ϵ> 0 𝜖> 0 is a small parameter, V V and W W are continuous real functions. Under some natural assumptions, using variational methods together with Nehari ...

This textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, statistics, economics, management, finance, ...

Kei KOGA is Assistant Professor at the Public Policy and Global Affairs Programme in School of Social Sciences, Nanyang Technological University, Singapore.