Автор: Ovidiu Calin

With each methodology treated in its own chapter, this monograph is a thorough exploration of several theories that can be used to find explicit formulas for heat kernels for both elliptic and sub-el …

What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which …

The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary de …

The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary de …

Differential geometry techniques have very useful and important applications in partial differential equations and quantum mechanics. This work presents a purely geometric treatment of problems in ph …

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This book covers topics of Informational Geometry, a field which deals with the differential geometric study of the manifold probability density functions. This is a field that is increasingly attrac …

This book describes how neural networks operate from the mathematical point of view. As a result, neural networks can be interpreted both as function universal approximators and information processor …

This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusi …