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Full-Text Articles in Physical Sciences and Mathematics

Preface Dec 2012

Preface

Communications on Stochastic Analysis

No abstract provided.


Lattice Modules Over Rings Of Bounded Random Variables, Karl-Theodor Eisele, Sonia Taieb Dec 2012

Lattice Modules Over Rings Of Bounded Random Variables, Karl-Theodor Eisele, Sonia Taieb

Communications on Stochastic Analysis

No abstract provided.


Spectral Multipliers For The Dunkl Laplacian, Sallam Hassani, Mohamed Sifi Dec 2012

Spectral Multipliers For The Dunkl Laplacian, Sallam Hassani, Mohamed Sifi

Communications on Stochastic Analysis

No abstract provided.


The Itô Formula For A New Stochastic Integral, Hui-Hsiung Kuo, Anuwat Sae-Tang, Benedykt Szozda Dec 2012

The Itô Formula For A New Stochastic Integral, Hui-Hsiung Kuo, Anuwat Sae-Tang, Benedykt Szozda

Communications on Stochastic Analysis

No abstract provided.


A Representation For Positive Functionals Of A Brownian Motion And An Application, P Sundar, Ming Tao Dec 2012

A Representation For Positive Functionals Of A Brownian Motion And An Application, P Sundar, Ming Tao

Communications on Stochastic Analysis

No abstract provided.


Numerical Methods For Optimal Insurance Demand Under Marked Point Processes Shocks, Mohamed Mnif Dec 2012

Numerical Methods For Optimal Insurance Demand Under Marked Point Processes Shocks, Mohamed Mnif

Communications on Stochastic Analysis

No abstract provided.


Clark-Ocone Formula By The S-Transform On The Poisson White Noise Space, Yuh-Jia Lee, Nicolas Privault, Hsin-Hung Shih Dec 2012

Clark-Ocone Formula By The S-Transform On The Poisson White Noise Space, Yuh-Jia Lee, Nicolas Privault, Hsin-Hung Shih

Communications on Stochastic Analysis

No abstract provided.


Bose-Einstein Condensation: A Transition To Chaos Result, Stefania Ugolini Dec 2012

Bose-Einstein Condensation: A Transition To Chaos Result, Stefania Ugolini

Communications on Stochastic Analysis

No abstract provided.


Cauchy Problem And Integral Representation Associated To The Power Of The Qwn-Euler Operator, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui Dec 2012

Cauchy Problem And Integral Representation Associated To The Power Of The Qwn-Euler Operator, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui

Communications on Stochastic Analysis

No abstract provided.


Generalized Field Operator Associated To The Fractional Lévy Processes, Mounir Dahwathi, Souheyl Jendoubi, Habib Ouerdiane, Anis Riahi Dec 2012

Generalized Field Operator Associated To The Fractional Lévy Processes, Mounir Dahwathi, Souheyl Jendoubi, Habib Ouerdiane, Anis Riahi

Communications on Stochastic Analysis

No abstract provided.


Backward Stochastic Differential Equations With Respect To General Filtrations And Applications To Insider Finance, Bernt Øksendal, Tusheng Zhang Dec 2012

Backward Stochastic Differential Equations With Respect To General Filtrations And Applications To Insider Finance, Bernt Øksendal, Tusheng Zhang

Communications on Stochastic Analysis

No abstract provided.


Lieb-Thirring Bound For Schrödinger Operators With Bernstein Functions Of The Laplacian, Fumio Hiroshima, József Lorinczi Dec 2012

Lieb-Thirring Bound For Schrödinger Operators With Bernstein Functions Of The Laplacian, Fumio Hiroshima, József Lorinczi

Communications on Stochastic Analysis

No abstract provided.


The Feynman Integrand For The Charged Particle In A Constant Magnetic Field As White Noise Distribution, Wolfgang Bock, Martin Grothaus, Sebastian Jung Dec 2012

The Feynman Integrand For The Charged Particle In A Constant Magnetic Field As White Noise Distribution, Wolfgang Bock, Martin Grothaus, Sebastian Jung

Communications on Stochastic Analysis

No abstract provided.


Further Results On Fractional Calculus Of Saigo Operators, Praveen Agarwal Dec 2012

Further Results On Fractional Calculus Of Saigo Operators, Praveen Agarwal

Applications and Applied Mathematics: An International Journal (AAM)

A significantly large number of earlier works on the subject of fractional calculus give interesting account of the theory and applications of fractional calculus operators in many different areas of mathematical analysis (such as ordinary and partial differential equations, integral equations, special functions, summation of series, et cetera). The main object of the present paper is to study and develop the Saigo operators. First, we establish two results that give the image of the product of multivariable H-function and a general class of polynomials in Saigo operators. On account of the general nature of the Saigo operators, multivariable H-function and …


Two Reliable Methods For Solving The Modified Improved Kadomtsev-Petviashvili Equation, N. Taghizadeh, S. R. Moosavi Noori Dec 2012

Two Reliable Methods For Solving The Modified Improved Kadomtsev-Petviashvili Equation, N. Taghizadeh, S. R. Moosavi Noori

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, the tanh-coth method and the extended (G'/G)-expansion method are used to construct exact solutions of the nonlinear Modified Improved Kadomtsev-Petviashvili (MIKP) equation. These methods transform nonlinear partial differential equation to ordinary differential equation and can be applied to nonintegrable equation as well as integrable ones. It has been shown that the two methods are direct, effective and can be used for many other nonlinear evolution equations in mathematical physics.


Sample Path Properties Of Volterra Processes, Leonid Mytnik, Eyal Neuman Sep 2012

Sample Path Properties Of Volterra Processes, Leonid Mytnik, Eyal Neuman

Communications on Stochastic Analysis

No abstract provided.


Stochastic Calculus For Gaussian Processes And Application To Hitting Times, Pedro Lei, David Nualart Sep 2012

Stochastic Calculus For Gaussian Processes And Application To Hitting Times, Pedro Lei, David Nualart

Communications on Stochastic Analysis

No abstract provided.


Krylov-Veretennikov Expansion For Coalescing Stochastic Flows, Andrey A Dorogovtsev Sep 2012

Krylov-Veretennikov Expansion For Coalescing Stochastic Flows, Andrey A Dorogovtsev

Communications on Stochastic Analysis

No abstract provided.


Qwn-Conservation Operator And Associated Wick Differential Equation, Habib Ouerdiane, Hafedh Rguigui Sep 2012

Qwn-Conservation Operator And Associated Wick Differential Equation, Habib Ouerdiane, Hafedh Rguigui

Communications on Stochastic Analysis

No abstract provided.


An Estimate For Bounded Solutions Of The Hermite Heat Equation, Bishnu Prasad Dhungana Sep 2012

An Estimate For Bounded Solutions Of The Hermite Heat Equation, Bishnu Prasad Dhungana

Communications on Stochastic Analysis

No abstract provided.


Solutions Of Linear Elliptic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow Sep 2012

Solutions Of Linear Elliptic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow

Communications on Stochastic Analysis

No abstract provided.


Feynman-Kac Formula For The Solution Of Cauchy's Problem With Time Dependent Lévy Generator, Aroldo Pérez Sep 2012

Feynman-Kac Formula For The Solution Of Cauchy's Problem With Time Dependent Lévy Generator, Aroldo Pérez

Communications on Stochastic Analysis

No abstract provided.


Sde Solutions In The Space Of Smooth Random Variables, Yeliz Yolcu Okur, Frank Proske, Hassilah Binti Salleh Sep 2012

Sde Solutions In The Space Of Smooth Random Variables, Yeliz Yolcu Okur, Frank Proske, Hassilah Binti Salleh

Communications on Stochastic Analysis

No abstract provided.


Temporal Correlation Of Defaults In Subprime Securitization, Eric Hillebrand, Ambar N Sengupta, Junyue Xu Sep 2012

Temporal Correlation Of Defaults In Subprime Securitization, Eric Hillebrand, Ambar N Sengupta, Junyue Xu

Communications on Stochastic Analysis

No abstract provided.


Math Moment, Paige S. Orland Jul 2012

Math Moment, Paige S. Orland

Journal of Humanistic Mathematics

A short poem comparing Exponential and Logistic functions.


Two Numerical Algorithms For Solving A Partial Integro-Differential Equation With A Weakly Singular Kernel, Jeong-Mi Yoon, Shishen Xie, Volodymyr Hrynkiv Jun 2012

Two Numerical Algorithms For Solving A Partial Integro-Differential Equation With A Weakly Singular Kernel, Jeong-Mi Yoon, Shishen Xie, Volodymyr Hrynkiv

Applications and Applied Mathematics: An International Journal (AAM)

Two numerical algorithms based on variational iteration and decomposition methods are developed to solve a linear partial integro-differential equation with a weakly singular kernel arising from viscoelasticity. In addition, analytic solution is re-derived by using the variational iteration method and decomposition method.


Applying Differential Transform Method To Nonlinear Partial Differential Equations: A Modified Approach, Marwan T. Alquran Jun 2012

Applying Differential Transform Method To Nonlinear Partial Differential Equations: A Modified Approach, Marwan T. Alquran

Applications and Applied Mathematics: An International Journal (AAM)

This paper proposes another use of the Differential transform method (DTM) in obtaining approximate solutions to nonlinear partial differential equations (PDEs). The idea here is that a PDE can be converted to an ordinary differential equation (ODE) upon using a wave variable, then applying the DTM to the resulting ODE. Three equations, namely, Benjamin-Bona-Mahony (BBM), Cahn-Hilliard equation and Gardner equation are considered in this study. The proposed method reduces the size of the numerical computations and use less rules than the usual DTM method used for multi-dimensional PDEs. The results show that this new approach gives very accurate solutions.


Coding Theorems On A Non-Additive Generalized Entropy Of Havrda-Charvat And Tsallis, Satish Kumar, Arun Choudhary Jun 2012

Coding Theorems On A Non-Additive Generalized Entropy Of Havrda-Charvat And Tsallis, Satish Kumar, Arun Choudhary

Applications and Applied Mathematics: An International Journal (AAM)

A new measure Lβα, called average code word length of order α and type β is defined and its relationship with a generalized information measure of order α and type β is discussed. Using Lβα , some coding theorems are proved.


A Novel Algorithm To Forecast Enrollment Based On Fuzzy Time Series, Haneen T. Jasim, Abdul G. Jasim Salim, Kais I. Ibraheem Jun 2012

A Novel Algorithm To Forecast Enrollment Based On Fuzzy Time Series, Haneen T. Jasim, Abdul G. Jasim Salim, Kais I. Ibraheem

Applications and Applied Mathematics: An International Journal (AAM)

In this paper we propose a new method to forecast enrollments based on fuzzy time series. The proposed method belongs to the first order and time-variant methods. Historical enrollments of the University of Alabama from year 1948 to 2009 are used in this study to illustrate the forecasting process. By comparing the proposed method with other methods we will show that the proposed method has a higher accuracy rate for forecasting enrollments than the existing methods.


Renormalized Square Of White Noise Quantum Time Shift, Luigi Accardi, Habib Ouerdiane, Habib Rebei Jun 2012

Renormalized Square Of White Noise Quantum Time Shift, Luigi Accardi, Habib Ouerdiane, Habib Rebei

Communications on Stochastic Analysis

No abstract provided.