Duality in Measure Theory
Title | Duality in Measure Theory PDF eBook |
Author | C. Constantinescu |
Publisher | Springer |
Pages | 202 |
Release | 2006-11-15 |
Genre | Mathematics |
ISBN | 3540392750 |
Arithmetic Duality Theorems
Title | Arithmetic Duality Theorems PDF eBook |
Author | J. S. Milne |
Publisher | |
Pages | 440 |
Release | 1986 |
Genre | Mathematics |
ISBN |
Here, published for the first time, are the complete proofs of the fundamental arithmetic duality theorems that have come to play an increasingly important role in number theory and arithmetic geometry. The text covers these theorems in Galois cohomology, ,tale cohomology, and flat cohomology and addresses applications in the above areas. The writing is expository and the book will serve as an invaluable reference text as well as an excellent introduction to the subject.
Convex Duality and Financial Mathematics
Title | Convex Duality and Financial Mathematics PDF eBook |
Author | Peter Carr |
Publisher | Springer |
Pages | 162 |
Release | 2018-07-18 |
Genre | Mathematics |
ISBN | 3319924923 |
This book provides a concise introduction to convex duality in financial mathematics. Convex duality plays an essential role in dealing with financial problems and involves maximizing concave utility functions and minimizing convex risk measures. Recently, convex and generalized convex dualities have shown to be crucial in the process of the dynamic hedging of contingent claims. Common underlying principles and connections between different perspectives are developed; results are illustrated through graphs and explained heuristically. This book can be used as a reference and is aimed toward graduate students, researchers and practitioners in mathematics, finance, economics, and optimization. Topics include: Markowitz portfolio theory, growth portfolio theory, fundamental theorem of asset pricing emphasizing the duality between utility optimization and pricing by martingale measures, risk measures and its dual representation, hedging and super-hedging and its relationship with linear programming duality and the duality relationship in dynamic hedging of contingent claims
Multi-Output Production and Duality: Theory and Applications
Title | Multi-Output Production and Duality: Theory and Applications PDF eBook |
Author | Rolf Färe |
Publisher | Springer Science & Business Media |
Pages | 194 |
Release | 1994-12-31 |
Genre | Business & Economics |
ISBN | 9780792395188 |
This text presents a complete summary of the major results in duality theory pioneered by Ronald W. Shephard. Building on this base, the authors present new findings including the duality relationship between the profit function and the eight equivalent representations of technology that were elucidated by Shephard. Finally, it provides a number of applications of duality theory to economic problems. These include efficiency measurement, index number theory, shadow pricing, cost-benefit analysis and econometric estimation.
Handbook of Measure Theory
Title | Handbook of Measure Theory PDF eBook |
Author | E. Pap |
Publisher | Elsevier |
Pages | 1633 |
Release | 2002-10-31 |
Genre | Mathematics |
ISBN | 0080533094 |
The main goal of this Handbook isto survey measure theory with its many different branches and itsrelations with other areas of mathematics. Mostly aggregating many classical branches of measure theory the aim of the Handbook is also to cover new fields, approaches and applications whichsupport the idea of "measure" in a wider sense, e.g. the ninth part of the Handbook. Although chapters are written of surveys in the variousareas they contain many special topics and challengingproblems valuable for experts and rich sources of inspiration.Mathematicians from other areas as well as physicists, computerscientists, engineers and econometrists will find useful results andpowerful methods for their research. The reader may find in theHandbook many close relations to other mathematical areas: realanalysis, probability theory, statistics, ergodic theory,functional analysis, potential theory, topology, set theory,geometry, differential equations, optimization, variationalanalysis, decision making and others. The Handbook is a richsource of relevant references to articles, books and lecturenotes and it contains for the reader's convenience an extensivesubject and author index.
A Course in Functional Analysis and Measure Theory
Title | A Course in Functional Analysis and Measure Theory PDF eBook |
Author | Vladimir Kadets |
Publisher | Springer |
Pages | 553 |
Release | 2018-07-10 |
Genre | Mathematics |
ISBN | 3319920049 |
Written by an expert on the topic and experienced lecturer, this textbook provides an elegant, self-contained introduction to functional analysis, including several advanced topics and applications to harmonic analysis. Starting from basic topics before proceeding to more advanced material, the book covers measure and integration theory, classical Banach and Hilbert space theory, spectral theory for bounded operators, fixed point theory, Schauder bases, the Riesz-Thorin interpolation theorem for operators, as well as topics in duality and convexity theory. Aimed at advanced undergraduate and graduate students, this book is suitable for both introductory and more advanced courses in functional analysis. Including over 1500 exercises of varying difficulty and various motivational and historical remarks, the book can be used for self-study and alongside lecture courses.
Algebra: Chapter 0
Title | Algebra: Chapter 0 PDF eBook |
Author | Paolo Aluffi |
Publisher | American Mathematical Soc. |
Pages | 713 |
Release | 2021-11-09 |
Genre | Education |
ISBN | 147046571X |
Algebra: Chapter 0 is a self-contained introduction to the main topics of algebra, suitable for a first sequence on the subject at the beginning graduate or upper undergraduate level. The primary distinguishing feature of the book, compared to standard textbooks in algebra, is the early introduction of categories, used as a unifying theme in the presentation of the main topics. A second feature consists of an emphasis on homological algebra: basic notions on complexes are presented as soon as modules have been introduced, and an extensive last chapter on homological algebra can form the basis for a follow-up introductory course on the subject. Approximately 1,000 exercises both provide adequate practice to consolidate the understanding of the main body of the text and offer the opportunity to explore many other topics, including applications to number theory and algebraic geometry. This will allow instructors to adapt the textbook to their specific choice of topics and provide the independent reader with a richer exposure to algebra. Many exercises include substantial hints, and navigation of the topics is facilitated by an extensive index and by hundreds of cross-references.