The present issue of the series <<Modern Problems in Mathematical Physics>> represents the Proceedings of the Students Training Contest Olympiad in M…

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, Lanczos bidiagonalization base…

We present a mathematical theory of time-harmonic wave propagation and reflection in a two-dimensional random acoustic waveguide with sound soft boun…

We analyze long range wave propagation in three-dimensional random waveguides. The waves are trapped by top and bottom boundaries, but the medium is …

We introduce {\em vector diffusion maps} (VDM), a new mathematical framework for organizing and analyzing massive high dimensional data sets, images …

In this work we present an analytical model, based on the path-integral formalism of Statistical Mechanics, for pricing options using first-passage t…

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