Integralregning og integralligninger

This book provides ideas for implementing Wolfram Mathematica to solve linear integral equations. The book introduces necessary theoretical information about exact and numerical methods of solving integral equations. Every method is supplied with a large number of detailed solutions in Wolfram Mathematica. In addition, the book includes tasks for individual study.This book is a supplement for students studying "e;Integral Equations"e;. In addition, the structure of the book with individual assignments allows to use it as a base for various courses.

This book provides an introduction to recent developments in the theory of generalized harmonic analysis and its applications. It is well known that convolutions, differential operators and diffusion processes are interconnected: the ordinary convolution commutes with the Laplacian, and the law of Brownian motion has a convolution semigroup property with respect to the ordinary convolution. Seeking to generalize this useful connection, and also motivated by its probabilistic applications, the book focuses on the following question: given a diffusion process Xt on a metric space E, can we construct a convolution-like operator * on the space of probability measures on E with respect to which the law of Xt has the *-convolution semigroup property? A detailed analysis highlights the connection between the construction of convolution-like structures and disciplines such as stochastic processes, ordinary and partial differential equations, spectral theory, special functions and integral transforms.The book will be valuable for graduate students and researchers interested in the intersections between harmonic analysis, probability theory and differential equations.

"Hypernumbers and Extrafunctions" presents a rigorous mathematical approach to operate with infinite values. First, concepts of real and complex numbers are expanded to include a new universe of numbers called hypernumbers which includes infinite quantities. This brief extends classical calculus based on real functions by introducing extrafunctions, which generalize not only the concept of a conventional function but also the concept of a distribution. Extrafucntions have been also efficiently used for a rigorous mathematical definition of the Feynman path integral, as well as for solving some problems in probability theory, which is also important for contemporary physics. This book introduces a new theory that includes the theory of distributions as a subtheory, providing more powerful tools for mathematics and its applications. Specifically, it makes it possible to solve PDE for which it is proved that they do not have solutions  in distributions. Also illustrated in this text is how this new theory allows the differentiation and integration of any real function. This text can be used for enhancing traditional courses of calculus for undergraduates, as well as for teaching a separate course for graduate students.

This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.

This work is aimed at an audience with asound mathematical background wishing to leam about the rapidly expanding field of mathematical finance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and prob ability. The emphasis throughout is on developing the mathematical concepts re- quired for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or 'exotic') financial instru- ments that now appear on the derivatives markets; the focus throughout remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to financial markets. The first five chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by nonarbitrage) is presented in Chapter 1. The unique price for a European option in a single- period binomial model is given and then extended to multi-period binomial models. Chapter 2 intro duces the idea of a martingale measure for price pro- cesses. Following a discussion of the use of self-financing trading strategies to hedge against trading risk, it is shown how options can be priced using an equivalent measure for which the discounted price process is a mar- tingale.

Offering a unified exposition of calculus and classical real analysis, this textbook presents a meticulous introduction to single¿variable calculus. Throughout, the exposition makes a distinction between the intrinsic geometric definition of a notion and its analytic characterization, establishing firm foundations for topics often encountered earlier without proof. Each chapter contains numerous examples and a large selection of exercises, as well as a ¿Notes and Comments¿ section, which highlights distinctive features of the exposition and provides additional references to relevant literature.This second edition contains substantial revisions and additions, including several simplified proofs, new sections, and new and revised figures and exercises. A new chapter discusses sequences and series of real¿valued functions of a real variable, and their continuous counterpart: improper integrals depending on a parameter. Two new appendices cover a construction of the real numbers using Cauchy sequences, and a self¿contained proof of the Fundamental Theorem of Algebra.In addition to the usual prerequisites for a first course in single¿variable calculus, the reader should possess some mathematical maturity and an ability to understand and appreciate proofs. This textbook can be used for a rigorous undergraduate course in calculus, or as a supplement to a later course in real analysis. The authors¿ A Course in Multivariable Calculus is an ideal companion volume, offering a natural extension of the approach developed here to the multivariable setting.From reviews:[The first edition is] a rigorous, well-presented and original introduction to the core of undergraduate mathematics ¿ first-year calculus. It develops this subject carefully from a foundation of high-school algebra, with interesting improvements and insights rarely found in other books. [¿] This book is a tour de force, and a necessary addition to the library of anyone involved in teaching calculus, or studying it seriously. N.J. Wildberger, Aust. Math. Soc. Gaz.