Mathematics Commons^™

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

Communications on Stochastic Analysis

No abstract provided.

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

Communications on Stochastic Analysis

No abstract provided.

Commutativity Properties Of Conditional Distributions And Palm Measures, Olav Kallenberg

Communications on Stochastic Analysis

No abstract provided.

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

Communications on Stochastic Analysis

No abstract provided.

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.

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

Communications on Stochastic Analysis

No abstract provided.

Inverse Stochastic Transfer Principle, Matthew Linn, Anna Amirdjanova

Communications on Stochastic Analysis

No abstract provided.

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

Communications on Stochastic Analysis

No abstract provided.

Some New Classes Of Complex Symmetric Operators, Stephan Ramon Garcia, Warren R. Wogen

Pomona Faculty Publications and Research

We say that an operator $T \in B(H)$ is complex symmetric if there exists a conjugate-linear, isometric involution $C:H\to H$ so that $T = CT^*C$. We prove that binormal operators, operators that are algebraic of degree two (including all idempotents), and large classes of rank-one perturbations of normal operators are complex symmetric. From an abstract viewpoint, these results explain why the compressed shift and Volterra integration operator are complex symmetric. Finally, we attempt to describe all complex symmetric partial isometries, obtaining the sharpest possible statement given only the data $(\dim \ker T, \dim \ker T^*)$.

Mathematics In Motion: Linear Systems Of Differential Equations On The Differential Analyzer, Devon A. Tivener

Theses, Dissertations and Capstones

In this work, I will provide an introduction to the dierential analyzer, a machine designed to solve dierential equations through a process called mechanical integration. I will give a brief historical account of dierential analyzers of the past, and discuss the Marshall University Dierential Analyzer Project. The goal of this work is to provide an analysis of solutions of systems of dierential equations using a dierential analyzer. In particular, we are interested in the points at which these systems are in equilibrium and the behavior of solutions that start away from equilibrium. After giving a description of linear systems of …

Properties Of The Generalized Laplace Transform And Transport Partial Dynamic Equation On Time Scales, Chris R. Ahrendt

Department of Mathematics: Dissertations, Theses, and Student Research

In this dissertation, we first focus on the generalized Laplace transform on time scales. We prove several properties of the generalized exponential function which will allow us to explore some of the fundamental properties of the Laplace transform. We then give a description of the region in the complex plane for which the improper integral in the definition of the Laplace transform converges, and how this region is affected by the time scale in question. Conditions under which the Laplace transform of a power series can be computed term-by-term are given. We develop a formula for the Laplace transform for …

Regular Functions On The Space Of Cayley Numbers, Graziano Gentili, Daniele C. Struppa

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we present a new definition of regularity on the space Ç of Cayley numbers (often referred to as octonions), based on a Gateaux-like notion of derivative. We study the main properties of regular functions, and we develop the basic elements of a function theory on Ç. Particular attention is given to the structure of the zero sets of such functions.

Multiresolution Inverse Wavelet Reconstruction From A Fourier Partial Sum, Nataniel Greene

Publications and Research

The Gibbs phenomenon refers to the lack of uniform convergence which occurs in many orthogonal basis approximations to piecewise smooth functions. This lack of uniform convergence manifests itself in spurious oscillations near the points of discontinuity and a low order of convergence away from the discontinuities.In previous work [11,12] we described a numerical procedure for overcoming the Gibbs phenomenon called the Inverse Wavelet Reconstruction method (IWR). The method takes the Fourier coefficients of an oscillatory partial sum and uses them to construct the wavelet coefficients of a non-oscillatory wavelet series. However, we only described the method standard wavelet series and …

Analysis Of Models For Longitudinal And Clustered Binary Data, Weiming Yang

Mathematics & Statistics Theses & Dissertations

This dissertation deals with modeling and statistical analysis of longitudinal and clustered binary data. Such data consists of observations on a dichotomous response variable generated from multiple time or cluster points, that exhibit either decaying correlation or equi-correlated dependence. The current literature addresses modeling the dependence using an appropriate correlation structure, but ignores the feasible bounds on the correlation parameter imposed by the marginal means.

The first part of this dissertation deals with two multivariate probability models, the first order Markov chain model and the multivariate probit model, that adhere to the feasible bounds on the correlation. For both the …

Neutrosophic Bilinear Algebras And Their Generalizations, Florentin Smarandache, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

This book introduces the concept of neutrosophic bilinear algebras and their generalizations to n-linear algebras, n>2. This book has five chapters. The reader should be well-versed with the notions of linear algebras as well as the concepts of bilinear algebras and n- linear algebras. Further the reader is expected to know about neutrosophic algebraic structures as we have not given any detailed literature about it. The first chapter is introductory in nature and gives a few essential definitions and references for the reader to make use of the literature in case the reader is not thorough with the basics. …

New Classes Of Neutrosophic Linear Algebras, Florentin Smarandache, W.B. Vasantha Kandasamy, K. Ilanthenral

Branch Mathematics and Statistics Faculty and Staff Publications

In this book we introduce mainly three new classes of linear algebras; neutrosophic group linear algebras, neutrosophic semigroup linear algebras and neutrosophic set linear algebras. The authors also define the fuzzy analogue of these three structures. This book is organized into seven chapters. Chapter one is introductory in content. The notion of neutrosophic set linear algebras and neutrosophic neutrosophic set linear algebras are introduced and their properties analysed in chapter two. Chapter three introduces the notion of neutrosophic semigroup linear algebras and neutrosophic group linear algebras. A study of their substructures are systematically carried out in this chapter. The fuzzy …

Advances And Applications Of Dsmt For Information Fusion (In Chinese), Florentin Smarandache, Jean Dezert

Branch Mathematics and Statistics Faculty and Staff Publications

No abstract provided.

Interval Linear Algebra, Florentin Smarandache, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

This Interval arithmetic or interval mathematics developed in 1950’s and 1960’s by mathematicians as an approach to putting bounds on rounding errors and measurement error in mathematical computations. However no proper interval algebraic structures have been defined or studies. In this book we for the first time introduce several types of interval linear algebras and study them. This structure has become indispensable for these concepts will find applications in numerical optimization and validation of structural designs. In this book we use only special types of intervals and introduce the notion of different types of interval linear algebras and interval vector …

Rank Distance Bicodes And Their Generalization, Florentin Smarandache, W.B. Vasantha Kandasamy, N. Suresh Babu, R.S. Selvaraj

Branch Mathematics and Statistics Faculty and Staff Publications

In this book the authors introduce the new notion of rank distance bicodes and generalize this concept to Rank Distance n-codes (RD n-codes), n, greater than or equal to three. This definition leads to several classes of new RD bicodes like semi circulant rank bicodes of type I and II, semicyclic circulant rank bicode, circulant rank bicodes, bidivisible bicode and so on. It is important to mention that these new classes of codes will not only multitask simultaneously but also they will be best suited to the present computerised era. Apart from this, these codes are best suited in cryptography. …

Interval Groupoids, Florentin Smarandache, W.B. Vasantha Kandasamy, Moon Kumar Chetry

Branch Mathematics and Statistics Faculty and Staff Publications

This book introduces several new classes of groupoid, like polynomial groupoids, matrix groupoids, interval groupoids, polynomial interval groupoids, matrix interval groupoids and their neutrosophic analogues.

Proposed Problems Of Mathematics (Vol. Ii), Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

The first book of “Problèmes avec et sans … problèmes!” was published in Morocco in 1983. I collected these problems that I published in various Romanian or foreign magazines (amongst which: “Gazeta Matematică”, magazine which formed me as problem solver, “American Mathematical Monthly”, “Crux Mathematicorum” (Canada), “Elemente der Mathematik” (Switzerland), “Gaceta Matematica” (Spain), “Nieuw voor Archief” (Holland), etc. while others are new proposed problems in this second volume.

These have been created in various periods: when I was working as mathematics professor in Romania (1984-1988), or co-operant professor in Morocco (1982-1984), or emigrant in the USA (1990-1997). I thank to …

Mrm-Applicable Orthogonal Polynomials For Certain Hypergeometric Functions, Izumi Kubo, Hui-Hsiung Kuo

Communications on Stochastic Analysis

No abstract provided.

Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek

Communications on Stochastic Analysis

No abstract provided.

Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan

Communications on Stochastic Analysis

No abstract provided.

Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff

Communications on Stochastic Analysis

No abstract provided.

On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli

Communications on Stochastic Analysis

No abstract provided.

Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda

Communications on Stochastic Analysis

No abstract provided.

Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada

Communications on Stochastic Analysis

No abstract provided.

Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer

Communications on Stochastic Analysis

No abstract provided.

Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy

Communications on Stochastic Analysis

No abstract provided.