Heat Kernel Method and its Applications

Language: English

Published by Springer International Publishing Mrz 2019, 2019

3319799207 / 9783319799209

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -The heart of the book is the development of a short-time asymptotic expansion for the heat kernel. This is explained in detail and explicit examples of some advanced calculations are given. In addition some advanced methods and extensions, including path integrals, jump diffusion and others are presented.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. 412 pp. Englisch.

Seller Inventory # 9783319799209

Title
Heat Kernel Method and its Applications
Author
Ivan Avramidi
Publisher
Springer International Publishing Mrz 2019
Publication year
2019
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3319799207
ISBN 13
9783319799209
Item weight
622 grams
Dimensions
235x155x23 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First itemUS$ 26.42US$ 26.42
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BuchWeltWeit Ludwig Meier e.K.

Germany