This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.
This book contains articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Levy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance. Examples of topics are applications of Malliavin calculus and numerical analysis to a new simulation scheme for calculating the price of financial derivatives, applications of the asymptotic expansion method in Malliavin calculus to financial problems, semimartingale decompositions under an enlargement of filtrations in connection with insider problems, and the problem of transaction costs in connection with stochastic control and optimization problems.
This book presents the most recent description of rubber reinforcement, focusing on the network-like structure formation of nanofiller in the rubber matrix under the presence of bound rubber. The resultant filler network is visualized by electron tomography applied to rubber. In the case of natural rubber, the self-reinforcement effect is uniquely functioning, and new template crystallization is suggested. Here, the crystallites are also believed to arrange themselves in a network-like manner. These results are of great use, particularly for engineers, in designing rubber reinforcement.
This book presents the story of natural rubber, explaining its historical, social and scientific significance towards sustainable development. Hevea is a natural rubber-yielding tree and is among a few plants that have deeply impacted upon civilisation by having made present-day transportation networks possible: tyres made of natural rubber have enabled airplanes to fly, automobiles, buses, trucks and off-the-road vehicles to move. Rubbery elastic materials are indispensable in modern technology and even in the medical arena a pair of natural rubber gloves, used in surgical operations, are imperative for the safety of patients as well as medical staff.This tropical tree is one of man's most recently domesticated plants after the odyssey from the Amazon to England and then to Asia, when modern science was just establishing in the 18th century. The plantations in Asia managed to agriculturally mass-produce natural rubber at the beginning of the 20th century, just in time for the industrial mass production of automobiles. The reason why the cultivation of it has failed in the Amazon is discussed extensively taking Fordlandia, 1928aE '1945, as an example.In the story, the unique elastic properties of natural rubber are explained and discussed in terms of modern science, and its influence toward the 21st century is analysed with sustainable development in mind.Not only students, researchers and engineers related to natural rubber but also those interested in sustainable development will find this book informative, evoking his or her deliberation on our future.
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