Elliptic Hyperbolic And Mixed Complex Equations With Parabolic Degeneracy

In the fishing community of Fjallbacka, life is remote, peaceful, and for some, tragically short. Foul play was always suspected in the disappearance twenty years ago of two young campers, but their bodies were never found. But now, a young boy out playing has confirmed the grim truth. Their remains are discovered alongside those of a fresh victim, sending the tiny town into shock. Local detective Patrik Hedstrom, expecting a baby with his girlfriend Erica, can only imagine what it is like to lose a child. When a second young girl goes missing, Hedstrom's attention focuses on the Hults, a feuding clan of misfits, religious fanatics and criminals. The suspect list is long but time is short which of this family's dark secrets will provide the vital clue? Praise for The Ice Princess : The hottest crime genre of the moment is Nordic noir and Swedish writer Camilla Luckberg (who shares Stieg Larsson's translator) is one of the reasons. As with all Scandinavian murder mysteries, it's darker, bleaker, and the plot far more sinister than similar American fare. Larsson fans who give Luckberg's novel a chance to seduce them will be rewarded. USA Today At the start of Luckberg's haunting U.S. debut, biographer Erica Falck feels compelled to write a novel about why her beautiful friend Alex would kill herself. Luckberg skillfully details how horrific secrets are never completely buried and how silence can kill the soul." Publishers Weekly , starred review Camilla Luckberg has written seven blockbuster novels in her native Swedish but, until now, no one has published any of them in the United States. Now Pegasus Books has stepped forward.â¿ â¿¿ The New York Times Heart-stopping a masterclass in Scandinavian crime fiction." Val McDermid

In this volume, we report new results about various boundary value problems for partial differential equations and functional equations, theory and methods of integral equations and integral operators including singular integral equations, applications of boundary value problems and integral equations to mechanics and physics, numerical methods of integral equations and boundary value problems, theory and methods for inverse problems of mathematical physics, Clifford analysis and related problems. Contributors include: L Baratchart, B L Chen, D C Chen, S S Ding, K Q Lan, A Farajzadeh, M G Fei, T Kosztolowicz, A Makin, T Qian, J M Rassias, J Ryan, C-Q Ru, P Schiavone, P Wang, Q S Zhang, X Y Zhang, S Y Du, H Y Gao, X Li, Y Y Qiao, G C Wen, Z T Zhang, etc. Contents:Boundary Value Problems of Partial and Ordinary Differential EquationInverse Problems in Mathematical Physics, Engineering and FinanceGeometry Function Theory and Nonlinear AnalysisClifford Analysis and Quaternion AnalysisTheory and Applications of Integral EquationsNumerical Analysis of Differential and Integral EquationsPotential Theory and Other Problems Readership: Researchers in analysis and differential equations. Keywords:Various Boundary Value Problems;Integral Equations and Integral Operators;Applications to Mechanics and Physics;Numerical Methods;Inverse Problems;Clifford AnalysisKey Features:Many cutting-edge results in the field are discussed

This volume deals with first and second order complex equations of hyperbolic and mixed types. Various general boundary value problems for linear and quasilinear complex equations are investigated in detail. To obtain results for complex equations of mixed types, some discontinuous boundary value problems for elliptic complex equations are discusse

In this volume, we report new results about various boundary value problems for partial differential equations and functional equations, theory and methods of integral equations and integral operators including singular integral equations, applications of boundary value problems and integral equations to mechanics and physics, numerical methods of integral equations and boundary value problems, theory and methods for inverse problems of mathematical physics, Clifford analysis and related problems. Contributors include: L Baratchart, B L Chen, D C Chen, S S Ding, K Q Lan, A Farajzadeh, M G Fei, T Kosztolowicz, A Makin, T Qian, J M Rassias, J Ryan, C-Q Ru, P Schiavone, P Wang, Q S Zhang, X Y Zhang, S Y Du, H Y Gao, X Li, Y Y Qiao, G C Wen, Z T Zhang, and others.

A systematic examination of classical and non-classical problems for linear partial differential equations and systems of elliptic, hyperbolic and mixed types. Among a number of difficult problems addressed are the Dirichlet and oblique derivative problems for non- uniformly elliptic equations and non-strongly elliptic systems and the Cauchy and Darloux problems for non-strongly hyperbolic systems and hyperbolic equations with parabolic degeneracy on the boundary. Written at a level suitable for undergraduate and graduate students and researchers. Individual price, $89. Annotation copyrighted by Book News, Inc., Portland, OR

This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into three parts which treat each of these topics. Contents:Arbitrage:No-arbitrage Conditions and Absolutely Continuous Changes of Measure (Claudio Fontana)A Systematic Approach to Constructing Market Models with Arbitrage (Johannes Ruf and Wolfgang J Runggaldier)On the Existence of Martingale Measures in Jump Diffusion Market Models (Jacopo Mancin and Wolfgang J Runggaldier)Arbitrages in a Progressive Enlargement Setting (Anna Aksamit, Tahir Choulli, Jun Deng and Monique Jeanblanc)Credit Risk:Pricing Credit Derivatives with a Structural Default Model (Sébastien Hitier and Ying Zhu)Reduced-Form Modeling of Counterparty Risk on Credit Derivatives (Stéphane Crépey)Dynamic One-default Model (Shiqi Song)Stochastic Sensitivity Study for Optimal Credit Allocation (Laurence Carassus and Simone Scotti)Control Problem and Information Risks:Discrete-Time Multi-Player Stopping and Quitting Games with Redistribution of Payoffs (Ivan Guo and Marek Rutkowski)A Note on BSDEs with Singular Driver Coefficients (Monique Jeanblanc and Anthony Réveillac)A Portfolio Optimization Problem with Two Prices Generated by Two Information Flows (Caroline Hillairet)Option Pricing under Stochastic Volatility, Jumps and Cost of Information (Sana Mahfoudh and Monique Pontier) Readership: Advanced undergraduates, graduates and researchers in financial mathematics. Key Features:Treats new problems and challenges issued from the recent financial crisis and proposes original research papers on the modeling and management of the related financial risks, notably the credit risk and information asymmetry risksThe contributors consist of worldwide renowned experts and also promising young scientists in financial mathematicsAccessible to a larger public including graduate and advanced undergraduate studentsKeywords:Arbitrage;Credit Risk;Information Asymmetry Risks

This is based on the course "Calculus of Variations" taught at Peking University from 2006 to 2010 for advanced undergraduate to graduate students majoring in mathematics. The book contains 20 lectures covering both the theoretical background material as well as an abundant collection of applications. Lectures 1–8 focus on the classical theory of calculus of variations. Lectures 9–14 introduce direct methods along with their theoretical foundations. Lectures 15–20 showcase a broad collection of applications. The book offers a panoramic view of the very important topic on calculus of variations. This is a valuable resource not only to mathematicians, but also to those students in engineering, economics, and management, etc.