This book is mainly devoted to the combinatorics of quadratic holomorphic dynamics. The conceptual kernel is a self-contained abstract counterpart of connected quadratic Julia sets which is built on Thurston's concept of a quadratic invariant lamination and on symbolic descriptions of the angle-doubling map. The theory obtained is illustrated in the complex plane. It is used to give rigorous proofs of some well-known and some partially new statements on the structure of the Mandelbrot set. The text is intended for graduate students and researchers. Some elementary knowledge in topology and in functions of one complex variable is assumed.

Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.

The new corrected and expanded edition adds a special appendix on Schensted Correspondence and Littelmann Paths. This appendix can be read independently of the rest of the volume and is an account of the Littelmann path model for the case gln. The appendix also offers complete proofs of classical theorems of Schensted and Knuth.

Although, bifurcation theory of equations with autonomous and periodic time dependence is a major object of research in the study of dynamical systems since decades, the notion of a nonautonomous bifurcation is not yet established. In this book, two different approaches are developed which are based on special definitions of local attractivity and repulsivity. It is shown that these notions lead to nonautonomous Morse decompositions.

This book is concerned with the method of approximate inverse which is a regularization technique for stably solving inverse problems in various settings. It demonstrates the performance and functionality of the method on several examples from medical imaging and non-destructive testing, such as computerized tomography, Doppler tomography, SONAR, X-ray diffractometry and thermoacoustic computerized tomography.

Bond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to a finite number of trade assets, the underlying basis of a bond market is the entire term structure of interest rates: an infinite-dimensional variable which is not directly observable. On the empirical side, this necessitates curve-fitting methods for the daily estimation of the term structure. Pricing models, on the other hand, are usually built upon stochastic factors representing the term structure in a finite-dimensional state space. Written for readers with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.

This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.

There has recently been a renewal of interest in Fokker-Planck operators, motivated by problems in statistical physics, in kinetic equations, and differential geometry. Compared to more standard problems in the spectral theory of partial differential operators, those operators are not self-adjoint and only hypoelliptic. The aim of the analysis is to give, as generally as possible, an accurate qualitative and quantitative description of the exponential return to the thermodynamical equilibrium. While exploring and improving recent results in this direction, this volume proposes a review of known techniques on: the hypoellipticity of polynomial of vector fields and its global counterpart, the global Weyl-Hörmander pseudo-differential calculus, the spectral theory of non-self-adjoint operators, the semi-classical analysis of Schrödinger-type operators, the Witten complexes, and the Morse inequalities.

This book presents a series of models in the general area of cell physiology and signal transduction, with particular attention being paid to intracellular calcium dynamics, and the role played by calcium in a variety of cell types. Calcium plays a crucial role in cell physiology, and the study of its dynamics lends insight into many different cellular processes. In particular, calcium plays a central role in muscular contraction, olfactory transduction and synaptic communication, three of the topics to be addressed in detail in this book. In addition to the models, much of the underlying physiology is presented, so that readers may learn both the mathematics and the physiology, and see how the models are applied to specific biological questions. It is intended primarily as a graduate text or a research reference. It will serve as a concise and up-to-date introduction to all those who wish to learn about the state of calcium dynamics modeling, and how such models are applied to physiological questions.