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May 15, 2007

Stochastic hat trick

All three new books arriving today are on the same subject, a coincidence demonstrating the widespread interest in all things stochastic. (No surprise if another arrives tomorrow from yet a fourth continent.)

Stochastic Tools in Mathematics and Science, by Alexandre J. Chorin and Ole H. Hald. Surveys and tutorials in the applied mathematical sciences vol 1. New York: Springer Science + Business Media, 2006. Mathematics Library QA274 .C5 2006 Link to MnCat Record
Based on a first-year graduate course at UC-Berkeley.

Introduction to Stochastic Integration, by Hui-Hsiung Kuo. Universitext. New York, NY: Springer Science+Business Media, 2006. Mathematics Library QA274.22 .K86 2006 Link to MnCat Record
Based on a course at Cheng Kung University, later given and revised at Meijo University, University of Rome "Tor Vergata," and Louisiana State University.

Stochastic Analysis and Partial Differential Equations: emphasis year 2004-2005 on stochastic analysis and partial differential equations, Northwestern University, Evanston, Illinois, edited by Gui-Qiang Chen, Elton Hsu, and Mark Pinsky. Contemporary mathematics vol. 429. Providence, R.I.: American Mathematical Society, 2007. Mathematics Library QA274.2 .S77135 2007 Link to MnCat Record
Obviously based on events at Northwestern. Includes both research and expository papers.

May 10, 2007

Recommended math finance books

Motivated by the new Master of Financial Mathematics program, here's a list of books recommended by the Director, Professor Scot Adams: http://math.lib.umn.edu/mathfinancebooks.html

May 3, 2007

Mathematical epigraphs

Every recreational math book will quote from Lewis Carroll--that's understood. Even quotations from John Locke and Roger Bacon are not unexpected. But George Carlin, Seamus Heaney, and John Glenn? All six of these, and more, provide the chapter mottoes in Julian Havil's "Nonplussed! Mathematical Proof of Implausible Ideas."

How were the nonmathematicians worked in?

Carlin: "I'm sixty years of age. That's 16 Celsius." (introducing the chapter on the Birthday Paradox)

Heaney: "We want the surprise to be transitive like the impatient thump which unexpectedly restores the picture to the television set, or the electric shock which sets the fibrillating heart back to its proper rhythm." (for the chapter on transitivity: Effron's dice, coin tossing, etc.)

Glenn, when asked what went through his mind while he was crouched in the rocket nose-cone, awaiting blast-off: "I was thinking that the rocket has 20,000 components, and each was made by the lowest bidder." (a perhaps tenuous connection to "Hyperdimensions")

Nonplussed! Mathematical Proof of Implausible Ideas, by Julian Havil. Princeton, N.J.: Princeton University Press, 2007. Mathematics Library QA99 .H38 2007 Link to MnCat Record

Unfortunately full citations for the epigraphs are not provided. Some of the more traditional ones, such as Bacon comparing mathematics to tennis, can be found in

Memorabilia mathematica; or, The philomath’s quotation-book, by Robert Edouard Moritz. New York: The Macmillan Company, 1914. Mathematics Library QA3 .M7 Link to MnCat Record
Mathematically Speaking: A Dictionary of Quotations, selected and arranged by Carl C. Gaither and Alma E. Cavazos-Gaither; illustrated by Andrew Slocombe. Bristol; Philadelphia: Institute of Physics Pub., 1998. Mathematics Library QA99 .M363 1998 Link to MnCat Record