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American-Type Options
The book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating i...
Photorefractive Materials and Their Applications 3
This is the final volume of a series devoted to photorefractive effects, photorefractive materials and their applications. Since publication of the first two volumes almost 20 years ago, new and often unexpected effects have been discovered. Theoretical models have been developed, known effects can be finally explained and novel applications have been proposed. For this volume, the editors have invited top experts to reflect on the maturity of the field, assessing progress so far, and predicting avenues of future development. In addition, a series of applications of photorefractive nonlinear optics and of optical data storage are presented in several chapters.
Markov's Theorem and 100 Years of the Uniqueness Conjecture
This book takes the reader on a mathematical journey, from a number-theoretic point of view, to the realm of Markov’s theorem and the uniqueness conjecture, gradually unfolding many beautiful connections until everything falls into place in the proof of Markov’s theorem. What makes the Markov theme so attractive is that it appears in an astounding variety of different fields, from number theory to combinatorics, from classical groups and geometry to the world of graphs and words. On the way, there are also introductory forays into some fascinating topics that do not belong to the standard curriculum, such as Farey fractions, modular and free groups, hyperbolic planes, and algebraic words...
Evolution of Biological Systems in Random Media: Limit Theorems and Stability
This is a new book in biomathematics, which includes new models of stochastic non-linear biological systems and new results for these systems. These results are based on the new results for non-linear difference and differential equations in random media. This book contains: -New stochastic non-linear models of biological systems, such as biological systems in random media: epidemic, genetic selection, demography, branching, logistic growth and predator-prey models; -New results for scalar and vector difference equations in random media with applications to the stochastic biological systems in 1); -New results for stochastic non-linear biological systems, such as averaging, merging, diffusion approximation, normal deviations and stability; -New approach to the study of stochastic biological systems in random media such as random evolution approach.
