Yor, M., Universite Paris VI, France
Exponential Functionals of Brownian Motion and Related Processes
2000. Approx. 160 pp.
3-540-65943-9
This volume collects papers about the laws of geometric Brownian motions and their time-integrals,
written by the author and coauthors between 1992 and 1994. These functionals play an important
role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry,
and also to random media. Throughout the volume, connections with more recent studies involving
for example exponential functionals of Levy processes are indicated. Some papers originally
published in French are made available in English for the first time.
Keywords: Geometric Brownian motion, Bessel processes, Bessel functions, Asian options,
beta-gamma variables
Contents: On certain exponential functions of real Brownian motion.- On Some Exponential
Functionals of Brownian Motion.- Some relations between Bessel processes, Asian options and
confluent hypergeometric functions.- The laws of exponential functions of Brownian motion, taken at
various random times.- Bessel Processes, Asian option and perpetuities.- Further Results on
Exponential Functionals of Brownian Motion.- From Planar Brownian Windings to Asian Options.-
On exponential functions of certain Levy processes.- On Some Exponential-Integral Functionals of
Bessel Processes.- Exponential Functionals of Brownian Motion and Disordered Systems.
Series: Springer Finance.
Mei, Z., University of Marburg, Germany
Numerical Bifurcation Analysis for Reaction-Diffusion Equations
2000. XIV, 414 pp.
3-540-67296-6
Fields: Numerical Analysis and Computation; Differential,Difference and Integral Equations; Mathematical Physics
Written for: Researchers and graduate students
Book category: Monograph
Publication language: English
This book provides the readers numerical tools for a systematic analysis of bifurcation problems in
reaction- diffusion equations. Emphasis is put on combination of numerical analysis with bifurcation
theory and application to reaction-diffusion equations. Many examples and figures are used to
illustrate analysis of bifurcation scenario and implementation of numerical schemes. The reader will
have a thorough understanding of numerical bifurcation analysis and the necessary tools for
investigating nonlinear phenomena in reaction-diffusion equations.
Keywords: Numerics, reaction-diffusion equations, bifurcation
Series: Springer Series in Computational Mathematics.VOL. 28
Calinski, T., Agricultural University of Poznan, Poland
Kageyama, S., University of Higashi-Hiroshima, JapanBlock Designs: A Randomization Approach
Volume I: Analysis
2000. Approx. 330 pp.
0-387-98578-6
This book will be of interest to mathematical statisticians and biometricians interested in block
designs. The emphasis of the book is on the randomization approach to block designs. After
presenting the general theory of analysis based on the randomization model in Part I, the
constructional and combinatorial properties of design are described in Part II. The book includes
many new or recently published material.
Contents: Part I: Analysis. Introduction. Basic Terminology and Preliminaries. General Block
Design and their Analysis. Balance and Efficiency. Classification of Notions. Nested Block Designs
and the Concept of Resolvability.- Part II: Design. Constructional Approaches and Methods.
Designs with full Efficiency for some Contrasts. Designs with no full Efficiency. Resolvable Designs.
Special Designs. Some Mathematical Tools.- References.- Author Index.- Subject Index.
Series: Lecture Notes in Statistics.VOL. 150
Colton, D., University of Delaware, Newark, DE, USA
Engl, H.W., Johannes-Kepler-Universitat, Linz, Austria
Louis, A.K., Universitat des Saarlandes, SaarbrEken, Germany
McLaughlin, J.R., Rensselaer Polytechnic Institute, Troy, NY, USA
Rundell, W., Texas A & M University, College Station, TX, USA
(Eds.)Surveys on Solution Methods for Inverse Problems
2000. Approx. 270 pp.
3-211-83470-2
Fields: Differential,Difference and Integral Equations; Numerical Analysis and Computation; Functional Analysis,Operator Theory
Written for: Mathematicians at universities and industry
Book category: Monograph
Publication language: English
Inverse problems are concerned with determining causes for observed or desired effects. Problems
of this type appear in many application fields both in science and in engineering. The mathematical
modelling of inverse problems usually leads to ill-posed problems, i.e., problems where solutions
need not exist, need not be unique or may depend discontinuously on the data. For this reason,
numerical methods for solving inverse problems are especially difficult, special methods have to be
developed which are known under the term "regularization methods". This volume contains twelve
survey papers about solution methods for inverse and ill-posed problems and about their application
to specific types of inverse problems, e.g., in scattering theory, in tomography and medical
applications, in geophysics and in image processing. The papers have been written by leading
experts in the field and provide an up-to-date account of solution methods for inverse problems.
Fesenmaier, D.R., University of Illinois at Urbana-Champaign, IL, USA
Klein, S., Westfatische Wilhelms-Universitat Munster, Germany
Buhalis, D., University of Westminster, London, UK
(Eds.)Information and Communication Technologies in Tourism 2000
Proceedings of the International Conference in Barcelona, Spain, 2000
2000. XIII, 518 pp. 101 figs.
3-211-83483-4
The proceedings of the conference ENTER - International Conference on Information and
Communication Technologies in Tourism - provide a valuable forum for researchers and
practitioners to discuss their ideas and perspectives regarding the nature and role of tourism
and information technology in global society. The papers in this volume document how this
new technology has changed and, in turn, how the industry has responded. They focus on the
tourist, the attention on small- to medium-sized tourism enterprises, and the evaluation and
benchmarking of information technology and the change it has created.
Contents: Keynote Address.- Smart Solutions to Old Problems: Challenges for Tourist
Information Systems.- Considering the Foundations for IT.- Information Systems Architecture.-
Changing Tourism Information Systems.- Building and Maintaining Data Warehouses.-
Building Satisfaction into Information Systems Implementation.- Changing Roles: The Impacts
of Information Technologies.- Developing Innovative Destination Information Systems.- Design
of Electronic Tourism Markets.- Prosumer: The Changing Role of the Consumer.- Developing
E-Commerce Strategies.- Expanding the Value Chain.- Systems and Interface Design.-
Empowering SMTEs and Networking.- Benchmarking Internet-Based Systems.- SMTEs at
the Crossroads.