Physical Sciences and Mathematics Commons^™

Invariant Measure For Diffusions With Jumps, Jose-Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

Our purpose is to study an ergodic linear equation associated to diffusion processes with jumps in the whole space. This integro-differential equation plays a fundamental role in ergodic control problems of second order Markov processes. The key result is to prove the existence and uniqueness of an invariant density function for a jump diffusion, whose lower order coefficients are only Borel measurable. Based on this invariant probability, existence and uniqueness (up to an additive constant) of solutions to the ergodic linear equation are established.

Elementary Inversion Of The Laplace Transform, Kurt M. Bryan

Mathematical Sciences Technical Reports (MSTR)

This paper provides an elementary derivation of a very simple "closed-form"

inversion formula for the Laplace Transform.

Asupra Unor Noi Functii În Teoria Numerelor, Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

Performantele matematicii actuale,ca si descoperirile din viitor isi au,desigur, inceputul in cea mai veche si mai aproape de filozofie ramura a matematicii, in teoria numerelor. Matematicienii din toate timpurile au fost, sunt si vor fi atrasi de frumusetea si varietatea problemelor specifice acestei ramuri a matematicii. Regina a matematicii, care la randul ei este regina a stiintelor, dupa cum spunea Gauss, teoria numerelor straluceste cu lumina si atractiile ei, fascinandu-ne si usurandu-ne drumul cunoasterii legitatilor ce guverneaza macrocosmosul si microcosmosul. De la etapa antichitatii, cand teoria numerelor era cuprinsa in aritmetica, la etapa aritmeticii superioare din perioada Renasterii, cand teoria …