Mathematics Commons^™

Robustness Of Option Prices And Their Deltas In Markets Modelled By Jump-Diffusions, Fred Espen Benth, Giulia Di Nunno, Asma Khedher

Communications on Stochastic Analysis

No abstract provided.

Dynamics Of A Stochastic Predator-Prey Model With The Beddington-Deangelis Functional Response, Ta Viet Ton, Atsushi Yagi

Communications on Stochastic Analysis

No abstract provided.

Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise, Robert Wooster

Communications on Stochastic Analysis

No abstract provided.

Characterization Of Mass-Stationarity By Bernoulli And Cox Transports, Günter Last, Hermann Thorisson

Communications on Stochastic Analysis

No abstract provided.

A General Theorem For Portfolio Generating Functions, Olivier Menoukeu Pamen

Communications on Stochastic Analysis

No abstract provided.

Stochastic Jacobians In Affine Term-Structure Models: A Local Property, Cody Blaine Hyndman

Communications on Stochastic Analysis

No abstract provided.

Shooting Neural Networks Algorithm For Solving Boundary Value Problems In Odes, Kais I. Ibraheem, Bashir M. Khalaf

Applications and Applied Mathematics: An International Journal (AAM)

The objective of this paper is to use Neural Networks for solving boundary value problems (BVPs) in Ordinary Differential Equations (ODEs). The Neural networks use the principle of Back propagation. Five examples are considered to show effectiveness of using the shooting techniques and neural network for solving the BVPs in ODEs. The convergence properties of the technique, which depend on the convergence of the integration technique and accuracy of the interpolation technique are considered.

Exact Travelling Wave Solutions Of The Coupled Klein-Gordon Equation By The Infinite Series Method, Nasir Taghizadeh, Mohammad Mirzazadeh, Foroozan Farahrooz

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we employ the infinite series method for travelling wave solutions of the coupled Klein-Gordon equations. Based on the idea of the infinite series method, a simple and efficient method is proposed for obtaining exact solutions of nonlinear evolution equations. The solutions obtained include solitons and periodic solutions.

On Morrey Spaces In The Calculus Of Variations, Kyle Fey

Department of Mathematics: Dissertations, Theses, and Student Research

We prove some global Morrey regularity results for almost minimizers of functionals of the form u → ∫_Ω f(x, u, ∇u)dx. This regularity is valid up to the boundary, provided the boundary data are sufficiently regular. The main assumption on f is that for each x and u, the function f(x, u, ·) behaves asymptotically like the function h(|·|)^α(x), where h is an N-function.

Following this, we provide a characterization of the class of Young measures that can be generated by a sequence …

On A Family Of Generalized Wiener Spaces And Applications, Ian Pierce

Department of Mathematics: Dissertations, Theses, and Student Research

We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focus is on Wiener-type measures on spaces of continuous functions; our generalizations include an extension to multiple parameters, and a method of adjusting the distribution and covariance structure of the measure on the underlying function space.

In the second chapter, we consider single-parameter function spaces and extend a fundamental integration formula of Paley, Wiener, and Zygmund for an important class of functionals on this space. In the third chapter, we discuss measures on very general function spaces and introduce the specific example of a generalized …

Convolution Equations In Spaces Of Distributions Supported By Cones, Alex Meril, Daniele C. Struppa

Mathematics, Physics, and Computer Science Faculty Articles and Research

We describe some examples of surjective convolutors on D'(T), for T a closed convex cone in Rn. We also give necessary and suffficient conditions on Si,..., Sm in S'(T) to be generators of the whole convolution algebra S'(F).

The Theory Of Discrete Fractional Calculus: Development And Application, Michael T. Holm

Department of Mathematics: Dissertations, Theses, and Student Research

The author's purpose in this dissertation is to introduce, develop and apply the tools of discrete fractional calculus to the arena of fractional difference equations. To this end, we develop the Fractional Composition Rules and the Fractional Laplace Transform Method to solve a linear, fractional initial value problem in Chapters 2 and 3. We then apply fixed point strategies of Krasnosel'skii and Banach to study a nonlinear, fractional boundary value problem in Chapter 4.

Adviser: Lynn Erbe and Allan Peterson

Formalizing Categorical And Algebraic Constructions In Operator Theory, William Benjamin Grilliette

Department of Mathematics: Dissertations, Theses, and Student Research

In this work, I offer an alternative presentation theory for C*-algebras with applicability to various other normed structures. Specifically, the set of generators is equipped with a nonnegative-valued function which ensures existence of a C*-algebra for the presentation. This modification allows clear definitions of a "relation" for generators of a C*-algebra and utilization of classical algebraic tools, such as Tietze transformations.

On Zeros And Local Infima Of Brownian Motion, Michel Weber

Communications on Stochastic Analysis

No abstract provided.

Packing Dimension Results For Anisotropic Gaussian Random Fields, Anne Estrade, Dongsheng Wu, Yimin Xiao

Communications on Stochastic Analysis

No abstract provided.

Permanental Processes, Hana Kogan, Michael B Marcus, Jay Rosen

Communications on Stochastic Analysis

No abstract provided.

Efficient Estimation Of Spectral Functionals For Gaussian Stationary Models, Mamikon S Ginovyan

Communications on Stochastic Analysis

No abstract provided.

On Fractional Ornstein-Uhlenbeck Processes, Terhi Kaarakka, Paavo Salminen

Communications on Stochastic Analysis

No abstract provided.

Itô'S Formula For A Sub-Fractional Brownian Motion, Litan Yan, Guangjun Shen, Kun He

Communications on Stochastic Analysis

No abstract provided.

Self-Similarity Parameter Estimation And Reproduction Property For Non-Gaussian Hermite Processes, Alexandra Chronopoulou, Ciprian A Tudor, Frederi G Viens

Communications on Stochastic Analysis

No abstract provided.

The Long-Range Dependence Of Linear Log-Fractional Stable Motion, Joshua B Levy, Murad S Taqqu

Communications on Stochastic Analysis

No abstract provided.

A Review Of Some Methods To Estimate The Tail Of The Distribution Of The Maximum Of A Gaussian Field, Mario Wschebor

Communications on Stochastic Analysis

No abstract provided.

A Model Of Continuous Time Polymer On The Lattice, David Márquez-Carreras, Carles Rovira, Samy Tindel

Communications on Stochastic Analysis

No abstract provided.

On Local Times Of Anisotropic Gaussian Random Fields, Dongsheng Wu, Yimin Xiao

Communications on Stochastic Analysis

No abstract provided.

Undamped Harmonic Oscillator Driven By Additive Gaussian White Noise: A Statistical Analysis, N Lin, S V Lototsky

Communications on Stochastic Analysis

No abstract provided.

Preface

Communications on Stochastic Analysis

No abstract provided.

Two Triangles With The Same Orthocenter And A Vectorial Proof Of Stevanovic's Theorem, Florentin Smarandache, Ion Patrascu

Branch Mathematics and Statistics Faculty and Staff Publications

In this article we'll emphasize on two triangles...

Theory Of "Art" : Qualitative In Nature And Quaintintative In Practice, Richard Merritt

Theses, Dissertations and Capstones

The primary focus of this work is to discuss the mechanical action of the Marshall Differential Analyzer ("ART") in a mathematical context. Differential Analyzers are primarily used to calculate the solutions to Differential Equations. A full account of the uses of Marshall's Differential Analyzer is given. Furthermore, a pure mathematical justification of how the machine integrates (mechanical integration) is provided via an application of the Riemann Integral. Many simple example problems are detailed ultimately leading up to the calculation of nonlinear problems, more specifically, a nonlinear oscillator.

Spatial Isomorphisms Of Algebras Of Truncated Toeplitz Operators, Stephan Ramon Garcia, William T. Ross, Warren R. Wogen

Pomona Faculty Publications and Research

We examine when two maximal abelian algebras in the truncated Toeplitz operators are spatially isomorphic. This builds upon recent work of N. Sedlock, who obtained a complete description of the maximal algebras of truncated Toeplitz operators.

Statistical Properties Of A Convoluted Beta-Weibull Distribution, Jianan Sun

Theses, Dissertations and Capstones

A new class of distributions recently developed involves the logit of the beta distribution. Among this class of distributions are the beta-normal (Eugene et.al. (2002)); beta-Gumbel (Nadarajah and Kotz (2004)); beta-exponential (Nadarajah and Kotz (2006)); beta-Weibull (Famoye et al. (2005)); beta-Rayleigh (Akinsete and Lowe (2008)); beta-Laplace (Kozubowski and Nadarajah (2008)); and beta-Pareto (Akinsete et al. (2008)), among a few others. Many useful statistical properties arising from these distributions and their applications to real life data have been discussed in the literature. One approach by which a new statistical distribution is generated is by the transformation of random variables having known …