This textbook presents, in a mathematically precise manner, a unified introduction to deterministic control theory. With the exception of a few more advanced concepts required for the final part of the book, the presentation requires only a knowledge of basic facts from linear algebra, differential equations, and calculus.In addition to classical concepts and ideas, the author covers the stabilization of nonlinear systems using topological methods, realization theory for nonlinear ...

Mathematical models of bond markets are of interest to researchers working in applied mathematics, especially in mathematical finance. This book concerns bond market models in which random elements are represented by Lévy processes. These are more flexible than classical models and are well suited to describing prices quoted in a discontinuous fashion. The book's key aims are to characterize bond markets that are free of arbitrage and to analyze their completeness. Nonlinear stochastic par...

Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. In the first part the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is d...

This is a one-of-a-kind reference for anyone with a serious interest in mathematics. Edited by Timothy Gowers, a recipient of the Fields Medal, it presents nearly two hundred entries, written especially for this book by some of the world's leading mathematicians, that introduce basic mathematical tools and vocabulary; trace the development of modern mathematics; explain essential terms and concepts; examine core ideas in major areas of mathematics; describe the achievements of scores of fa...

This first volume, a three-part introduction to the subject, is intended for students with a beginning knowledge of mathematical analysis who are motivated to discover the ideas that shape Fourier analysis. It begins with the simple conviction that Fourier arrived at in the early nineteenth century when studying problems in the physical sciences--that an arbitrary function can be written as an infinite sum of the most basic trigonometric functions.The first part implements this ide...

This comprehensive monograph is ideal for established researchers in the field and also graduate students who wish to learn more about the subject. The text is made accessible to a broad audience as it does not require any knowledge of Lie groups and only a limited knowledge of differential geometry. The author's primary emphasis is on potential theory on the hyperbolic ball, but many other relevant results for the hyperbolic upper half-space are included both in the text and in the end-of...

This book serves as an introduction to calculus on normed vector spaces at a higher undergraduate or beginning graduate level. The prerequisites include basic calculus and linear algebra, as well as a certain mathematical maturity. All the important topology and functional analysis topics are introduced where necessary.In its attempt to show how calculus on normed vector spaces extends the basic calculus of functions of several variables, this book is one of the few textbooks to br...

Based on lectures given at Zhejiang University in Hangzhou, China, and Johns Hopkins University, this book introduces eigenfunctions on Riemannian manifolds. Christopher Sogge gives a proof of the sharp Weyl formula for the distribution of eigenvalues of Laplace-Beltrami operators, as well as an improved version of the Weyl formula, the Duistermaat-Guillemin theorem under natural assumptions on the geodesic flow. Sogge shows that there is quantum ergodicity of eigenfunctions if the geodesi...

In this monograph, the authors present some powerful methods for dealing with singularities in elliptic and parabolic partial differential inequalities. Here, the authors take the unique approach of investigating differential inequalities rather than equations, the reason being that the simplest way to study an equation is often to study a corresponding inequality; for example, using sub and superharmonic functions to study harmonic functions. Another unusual feature of the present book is...

This book provides researchers and graduate students with a thorough introduction to the variational analysis of nonlinear problems described by nonlocal operators. The authors give a systematic treatment of the basic mathematical theory and constructive methods for these classes of nonlinear equations, plus their application to various processes arising in the applied sciences. The equations are examined from several viewpoints, with the calculus of variations as the unifying theme. Part ...

This handbook is the sixth and last volume in the series devoted to stationary partial differential equations. The topics covered by this volume include in particular domain perturbations for boundary value problems, singular solutions of semilinear elliptic problems, positive solutions to elliptic equations on unbounded domains, symmetry of solutions, stationary compressible Navier-Stokes equation, Lotka-Volterra systems with cross-diffusion, and fixed point theory for elliptic boundary v...

In this book, the functional inequalities are introduced to describe:(i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and the spectral gap;(ii) the semigroup properties: the uniform intergrability, the compactness, the convergence rate, and the existence of density;(iii) the reference measure and the intrinsic metric: the concentration, the isoperimetic inequality, and the transportation cost inequality.