An Optimal Execution Problem With S-Shaped Market Impact Functions,
2017
Association of Mathematical Finance Laboratory
An Optimal Execution Problem With S-Shaped Market Impact Functions, Takashi Kato
Communications on Stochastic Analysis
No abstract provided.
Weak Factorizations Of The Hardy Space H1(RN) In Terms Of Multilinear Riesz Transforms,
2017
Washington University in St. Louis
Weak Factorizations Of The Hardy Space H1(RN) In Terms Of Multilinear Riesz Transforms, Ji Li, Brett D. Wick
Mathematics Faculty Publications
This paper provides a constructive proof of the weak factorization of the classical Hardy space in terms of multilinear Riesz transforms. As a direct application, we obtain a new proof of the characterization of (the dual of ) via commutators of the multilinear Riesz transforms.
Application Of Kudryashov Method For The Ito Equations,
2017
University of Guilan
Application Of Kudryashov Method For The Ito Equations, Mozhgan Akbari
Applications and Applied Mathematics: An International Journal (AAM)
In this present work, the Kudryashov method is used to construct exact solutions of the (1+1)- dimensional and the (1+2)-dimensional form of the generalized Ito integro-differential equation. The Kudryashov method is a powerful method for obtaining exact solutions of nonlinear evolution equations. This method can be applied to non-integrable equations as well as integrable ones.
A Novel Approach For Solving Volterra Integral Equations Involving Local Fractional Operator,
2017
University of Thi-Qar
A Novel Approach For Solving Volterra Integral Equations Involving Local Fractional Operator, Hassan K. Jassim
Applications and Applied Mathematics: An International Journal (AAM)
The paper presents an approximation method called local fractional variational iteration method (LFVIM) for solving the linear and nonlinear Volterra integral equations of the second kind with local fractional derivative operators. Some illustrative examples are discussed to demonstrate the efficiency and the accuracy of the proposed method. Furthermore, this method does not require spatial discretization or restrictive assumptions and therefore reduces the numerical computation significantly. The results reveal that the local fractional variational iteration method is very effective and convenient to solve linear and nonlinear integral equations within local fractional derivative operators.
Thermal Stress Analysis In A Functionally Graded Hollow Elliptic-Cylinder Subjected To Uniform Temperature Distribution,
2017
RTM Nagpur University
Thermal Stress Analysis In A Functionally Graded Hollow Elliptic-Cylinder Subjected To Uniform Temperature Distribution, V. R. Manthena, N. K. Lamba, G. D. Kedar
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, an analytical method of a thermoelastic problem for a medium with functionally graded material properties is developed in a theoretical manner for the elliptic-cylindrical coordinate system under the assumption that the material properties except for Poisson’s ratio and density are assumed to vary arbitrarily with the exponential law in the radial direction. An attempt has been made to reconsider the fundamental system of equations for functionally graded solids in a two-dimensional state under thermal and mechanical loads. The general solution of displacement formulation is obtained by the introduction of appropriate transformation and carried out the analysis by …
Statistical Analysis Of The Non-Ergodic Fractional Ornstein–Uhlenbeck Process Of The Second Kind,
2017
Cadi Ayyad University
Statistical Analysis Of The Non-Ergodic Fractional Ornstein–Uhlenbeck Process Of The Second Kind, Brahim El Onsy, Khalifa Es-Sebaiy, Ciprian A. Tudor
Communications on Stochastic Analysis
No abstract provided.
Stationary Solutions Of Stochastic Partial Differential Equations In The Space Of Tempered Distributions,
2017
Tata Institute of Fundamental Research
Stationary Solutions Of Stochastic Partial Differential Equations In The Space Of Tempered Distributions, Suprio Bhar
Communications on Stochastic Analysis
No abstract provided.
Poisson Approximation Of Rademacher Functionals By The Chen-Stein Method And Malliavin Calculus,
2017
Ruhr University Bochum
Poisson Approximation Of Rademacher Functionals By The Chen-Stein Method And Malliavin Calculus, Kai Kronkowski
Communications on Stochastic Analysis
No abstract provided.
A Note On Evolution Systems Of Measures Of Stochastic Differential Equations In Infinite Dimensional Hilbert Spaces,
2017
University of Quynhon
A Note On Evolution Systems Of Measures Of Stochastic Differential Equations In Infinite Dimensional Hilbert Spaces, Thanh Tan Mai
Communications on Stochastic Analysis
No abstract provided.
Fractal Behavior Of Multivariate Operator-Self-Similar Stable Random Fields,
2017
Heinrich-Heine-Universität Düsseldorf
Fractal Behavior Of Multivariate Operator-Self-Similar Stable Random Fields, Ercan Sönmez
Communications on Stochastic Analysis
No abstract provided.
Mixed Strategies For Deterministic Differential Games,
2017
Brown University
Mixed Strategies For Deterministic Differential Games, Wendell H. Fleming, Daniel Hernandez-Hernandez
Communications on Stochastic Analysis
No abstract provided.
On Infinite Stochastic And Related Matrices,
2017
Volterra Center, Roma
On Infinite Stochastic And Related Matrices, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris
Communications on Stochastic Analysis
No abstract provided.
Spatial Ergodicity Of The Harris Flows,
2017
Institute of Mathematics NAS of Ukraine
Spatial Ergodicity Of The Harris Flows, E.V. Glinyanaya
Communications on Stochastic Analysis
No abstract provided.
Spaces Of Dirichlet Series With The Complete Pick Property,
2017
Washington University in St Louis
Spaces Of Dirichlet Series With The Complete Pick Property, John E. Mccarthy, Orr Moshe Shalit
Mathematics Faculty Publications
We consider reproducing kernel Hilbert spaces of Dirichlet series with kernels of the form k(s,u)=∑ann−s−u¯, and characterize when such a space is a complete Pick space. We then discuss what it means for two reproducing kernel Hilbert spaces to be “the same”, and introduce a notion of weak isomorphism. Many of the spaces we consider turn out to be weakly isomorphic as reproducing kernel Hilbert spaces to the Drury–Arveson space Hd2 in d variables, where d can be any number in {1, 2,...,∞}, and in particular their multiplier algebras are unitarily equivalent to the multiplier algebra of Hd2. Thus, a …
Numerical Solution Of Fractional Elliptic Pde's By The Collocation Method,
2017
Düzce University
Numerical Solution Of Fractional Elliptic Pde's By The Collocation Method, Fuat Usta
Applications and Applied Mathematics: An International Journal (AAM)
In this presentation a numerical solution for the solution of fractional order of elliptic partial differential equation in R2 is proposed. In this method we use the Radial basis functions (RBFs) method to benefit the desired properties of mesh free techniques such as no need to generate any mesh and easily applied to multi dimensions. In the numerical solution approach the RBF collocation method is used to discrete fractional derivative terms with the Gaussian basis function. Two dimensional numerical examples are presented and discussed, which conform well with the corresponding exact solutions.
Bitcoin Volatility And Currency Acceptance: A Time-Series Approach,
2017
Union College - Schenectady, NY
Bitcoin Volatility And Currency Acceptance: A Time-Series Approach, Francis Rocco
Honors Theses
Virtual currencies emerged in 2009 as alternatives to traditional methods of payment, offering faster transaction speeds and increased privacy. The prime example of these currencies is Bitcoin. Prior literature in the past five years has generally predicted that bitcoin would fail to supplant an existing widely traded currency, but the volatility of the currency has been decreasing since then. I test Dowd and Greenaway’s (1993) currency acceptance model using recent data on Bitcoin, including Bitcoin volatility. This paper will show whether Bitcoin's ability to act as a store of value and its level of price volatility affect the number of …
Jet-Hadron Correlations Relative To The Event Plane Pb--Pb Collisions At The Lhc In Alice,
2017
University of Tennessee, Knoxville
Jet-Hadron Correlations Relative To The Event Plane Pb--Pb Collisions At The Lhc In Alice, Joel Anthony Mazer
Doctoral Dissertations
In relativistic heavy ion collisions at the Large Hadron Collider (LHC), a hot, dense and strongly interacting medium known as the Quark Gluon Plasma (QGP) is produced. Quarks and gluons from incoming nuclei collide to produce partons at high momenta early in the collisions. By fragmenting into collimated sprays of hadrons, these partons form 'jets'. Within the framework of perturbative Quantum Chromodynamics (pQCD), jet production is well understood in pp collisions. We can use jets measured in pp interactions as a baseline reference for comparing to heavy ion collision systems to detect and study jet quenching. The jet quenching mechanism …
The Loewner Equation And Weierstrass' Function,
2017
University of Tennessee, Knoxville
The Loewner Equation And Weierstrass' Function, Gavin Ainsley Glenn
Chancellor’s Honors Program Projects
No abstract provided.
Observations On Convexity,
2017
Stephen F Austin State University
Observations On Convexity, Chad A. Huckaby
Electronic Theses and Dissertations
This thesis will explore convexity as it pertains to sets of complex-valued functions. These include preliminary looks at established linear and polynomially convex hulls, along with the development of new types of convex hulls. These types will include, but are not limited to the hulls determined by inversions, shift inversions, and Mobius transformations. A convex hull must be preceded by the set of functions involved. These hulls are the smallest convex sets that contain the original set. Justifications and precise definitions are included within the body of the work.
Shortest Path Problem On Single Valued Neutrosophic Graphs,
2017
University of New Mexico
Shortest Path Problem On Single Valued Neutrosophic Graphs, Florentin Smarandache, Said Broumi, Mohamed Talea, Assia Bakali, Kishore Kumar
Branch Mathematics and Statistics Faculty and Staff Publications
A single valued neutrosophic graph is a generalized structure of fuzzy graph, intuitionistic fuzzy graph that gives more precision, flexibility and compatibility to a system when compared with systems that are designed using fuzzy graphs and intuitionistic fuzzy graphs. This paper addresses for the first time, the shortest path in an acyclic neutrosophic directed graph using ranking function. Here each edge length is assigned to single valued neutrosophic numbers instead of a real number. The neutrosophic number is able to represent the indeterminacy in the edge (arc) costs of neutrosophic graph. A proposed algorithm gives the shortest path and shortest …
