Description: Heat Kernel Method and Its Applications, Paperback by Avramidi, Ivan, ISBN 3319799207, ISBN-13 9783319799209, Like New Used, Free shipping in the US The heart of th 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. Th 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 th 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.
Price: 155.3 USD
Location: Jessup, Maryland
End Time: 2024-11-16T14:32:37.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Book Title: Heat Kernel Method and Its Applications
Number of Pages: Xix, 390 Pages
Publication Name: Heat Kernel Method and Its Applications
Language: English
Publisher: Springer International Publishing A&G
Publication Year: 2019
Subject: Differential Equations / General
Type: Textbook
Item Weight: 22.2 Oz
Author: Ivan Avramidi
Item Length: 9.3 in
Subject Area: Mathematics
Item Width: 6.1 in
Format: Trade Paperback
