An Anticipative Stochastic Calculus Approach To Pricing In Markets Driven By Lévy Process, 2010 Louisiana State University

#### An Anticipative Stochastic Calculus Approach To Pricing In Markets Driven By Lévy Process, Bernt Øksendal, Agnès Sulem

*Communications on Stochastic Analysis*

No abstract provided.

On The Non-Classical Infinite Divisibility Of Power Semicircle Distributions, 2010 Louisiana State University

#### On The Non-Classical Infinite Divisibility Of Power Semicircle Distributions, Octavio Arizmendi, Victor Pérez-Abreu

*Communications on Stochastic Analysis*

No abstract provided.

Preface, 2010 Louisiana State University

Set-Valued Stochastic Differential Equation In M-Type 2 Banach Space, 2010 Louisiana State University

#### Set-Valued Stochastic Differential Equation In M-Type 2 Banach Space, Itaru Mitoma, Yoshiaki Okazaki, Jinping Zhang

*Communications on Stochastic Analysis*

No abstract provided.

A Stochastic Finite Element Method For Stochastic Parabolic Equations Driven By Purely Spatial Noise, 2010 Louisiana State University

#### A Stochastic Finite Element Method For Stochastic Parabolic Equations Driven By Purely Spatial Noise, Chia Ying Lee, Boris Rozovskii

*Communications on Stochastic Analysis*

No abstract provided.

Noncommutative Topology And The World’S Simplest Index Theorem, 2010 Dartmouth College

#### Noncommutative Topology And The World’S Simplest Index Theorem, Erik Van Erp

*Open Dartmouth: Peer-reviewed articles by Dartmouth faculty*

In this article we outline an approach to index theory on the basis of methods of noncommutative topology. We start with an explicit index theorem for second-order differential operators on 3-manifolds that are Fredholm but not elliptic. This low-brow index formula is expressed in terms of winding numbers. We then proceed to show how it is derived as a special case of an index theorem for hypoelliptic operators on contact manifolds. Finally, we discuss the noncommutative topology that is employed in the proof of this theorem. The article is intended to illustrate that noncommutative topology can be a powerful tool ...

The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, 2010 DePaul University and Columbia College Chicago

#### The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell

*Byron E. Bell*

Carleson-Type Inequalitites In Harmonically Weighted Dirichlet Spaces, 2010 University of Tennessee - Knoxville

#### Carleson-Type Inequalitites In Harmonically Weighted Dirichlet Spaces, Gerardo Roman Chacon Perez

*Doctoral Dissertations*

Carleson measures for Harmonically Weighted Dirichlet Spaces are characterized. It is shown a version of a maximal inequality for these spaces. Also, Interpolating Sequences and Closed-Range Composition Operators are studied in this context.

Computational Circle Packing: Geometry And Discrete Analytic Function Theory, 2010 University of Tennessee, Knoxville

#### Computational Circle Packing: Geometry And Discrete Analytic Function Theory, Gerald Lee Orick

*Doctoral Dissertations*

Geometric Circle Packings are of interest not only for their aesthetic appeal but also their relation to discrete analytic function theory. This thesis presents new computational methods which enable additional practical applications for circle packing geometry along with providing a new discrete analytic interpretation of the classical Schwarzian derivative and traditional univalence criterion of classical analytic function theory. To this end I present a new method of computing the maximal packing and solving the circle packing layout problem for a simplicial 2-complex along with additional geometric variants and applications. This thesis also presents a geometric *discrete Schwarzian* quantity whose value ...

Rao's Quadratic Entropy And Some New Applications, 2010 Old Dominion University

#### Rao's Quadratic Entropy And Some New Applications, Yueqin Zhao

*Mathematics & Statistics Theses & Dissertations*

Many problems in statistical inference are formulated as testing the diversity of populations. The entropy functions measure the similarity of a distribution function to the uniform distribution and hence can be used as a measure of diversity. Rao (1982a) proposed the concept of quadratic entropy. Its concavity property makes the decomposition similar to ANOVA for categorical data feasible. In this thesis, after reviewing the properties and providing a modification to quadratic entropy, various applications of quadratic entropy are explored. First, analysis of quadratic entropy with the suggested modification to analyze the contingency table data is explored. Then its application to ...

From Euler To Witten: A Short Survey Of The Volume Conjecture In Knot Theory, 2010 Boise State University

#### From Euler To Witten: A Short Survey Of The Volume Conjecture In Knot Theory, Uwe Kaiser

*Uwe Kaiser*

No abstract provided.

Some Asymptotic Results For Near Critical Branching Processes, 2010 Louisiana State University

#### Some Asymptotic Results For Near Critical Branching Processes, Amarjit Budhiraja, Dominik Reinhold

*Communications on Stochastic Analysis*

No abstract provided.

Some Solvable Classes Of Filtering Problem With Ornstein-Uhlenbeck Noise, 2010 Louisiana State University

#### Some Solvable Classes Of Filtering Problem With Ornstein-Uhlenbeck Noise, Zhicheng Liu, Jie Xiong

*Communications on Stochastic Analysis*

No abstract provided.

Inverse Stochastic Transfer Principle, 2010 Louisiana State University

#### Inverse Stochastic Transfer Principle, Matthew Linn, Anna Amirdjanova

*Communications on Stochastic Analysis*

No abstract provided.

Uniqueness Of Solution To The Kolmogorov Forward Equation: Applications To White Noise Theory Of Filtering, 2010 Louisiana State University

#### Uniqueness Of Solution To The Kolmogorov Forward Equation: Applications To White Noise Theory Of Filtering, Abhay G Bhatt, Rajeeva L Karandikar

*Communications on Stochastic Analysis*

No abstract provided.

Risk-Based Indifference Pricing Under A Stochastic Volatility Model, 2010 Louisiana State University

#### Risk-Based Indifference Pricing Under A Stochastic Volatility Model, Robert J Elliott, Tak Kuen Siu

*Communications on Stochastic Analysis*

No abstract provided.

On The Existence Of Weak Variational Solutions To Stochastic Differential Equations, 2010 Louisiana State University

#### On The Existence Of Weak Variational Solutions To Stochastic Differential Equations, L Gawarecki, V Mandrekar

*Communications on Stochastic Analysis*

No abstract provided.

Preface, 2010 Louisiana State University

Commutativity Properties Of Conditional Distributions And Palm Measures, 2010 Louisiana State University

#### Commutativity Properties Of Conditional Distributions And Palm Measures, Olav Kallenberg

*Communications on Stochastic Analysis*

No abstract provided.

Quasi-Exact Approximation Of Hidden Markov Chain Filters, 2010 Louisiana State University

#### Quasi-Exact Approximation Of Hidden Markov Chain Filters, Eckhard Platen, Renata Rendek

*Communications on Stochastic Analysis*

No abstract provided.