Calculus in Comp Sci

Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent.

Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus.

The book investigates the fractional calculus-based approaches and their benefits to adopting in complex real-time areas. Another objective is to provide initial solutions for new areas where fractional theory has yet to verify the expertise. The book focuses on the latest scientific interest and illustrates the basic idea of general fractional calculus with MATLAB codes. This book is ideal for researchers working on fractional calculus theory both in simulation and hardware. Researchers from academia and industry working or starting research in applied fractional calculus methods will find the book most useful. The scope of this book covers most of the theoretical and practical studies on linear and nonlinear systems using fractional-order integro-differential operators.

Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements over the traditional variational approach. Firstly, Stratonovich SPDEs are explicitly addressed. Widely used in physics, Stratonovich SPDEs have typically been converted to Ito form for mathematical treatment. While this conversion is understood heuristically, a comprehensive treatment in infinite dimensions has been lacking, primarily due to insufficient rigorous results on martingale properties.

As emphasized by J. calculus primarily deals with the approximation (in a neighborhood of some point) of given mappings of vector spaces by linear mappings. The approximating linear map has to be a "good" approximation in some precise sense: it has to be "tangent" to the given map. A very useful notion of "tangent" can easily be introduced for maps between normed vector spaces; it leads to the notion of mappings and gives, in particular for Banach spaces, a very satisfactory theory (cf. Chap. VIII of [3]).

The next book from Ben Orlin, the popular math blogger and author of the underground bestseller Math With Bad Drawings. Change Is The Only Constant is an engaging and eloquent exploration of the intersection between calculus and daily life, complete with Orlin's sly humor and wonderfully bad drawings.

Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements over the traditional variational approach. Firstly, Stratonovich SPDEs are explicitly addressed. Widely used in physics, Stratonovich SPDEs have typically been converted to Ito form for mathematical treatment. While this conversion is understood heuristically, a comprehensive treatment in infinite dimensions has been lacking, primarily due to insufficient rigorous results on martingale properties.