Mathematics Commons^™

Density Dependent Utilities With Transaction Costs, Eriyoti Chikodza, Julius N Esunge

Communications on Stochastic Analysis

No abstract provided.

Consistent Price Systems For Bounded Processes, Florian Maris, Eric Mbakop, Hasanjan Sayit

Communications on Stochastic Analysis

No abstract provided.

A Martingale Representation For The Maximum Of A Lévy Process, Bruno Rémillard, Jean-François Renaud

Communications on Stochastic Analysis

No abstract provided.

Changes Of Measure And Representations Of The First Hitting Time Of A Bessel Process, Gerardo Hernandez-Del-Valle

Communications on Stochastic Analysis

No abstract provided.

A Connection Between The Poissonian Wick Product And The Discrete Convolution, Alberto Lanconelli, Luigi Sportelli

Communications on Stochastic Analysis

No abstract provided.

Stochastic Analysis Of Backward Tidal Dynamics Equation, Hong Yin

Communications on Stochastic Analysis

No abstract provided.

Intraday Empirical Analysis Of Electricity Price Behaviour, Eckhard Platen, Jason West

Communications on Stochastic Analysis

No abstract provided.

The Minimal Martingale Measure For The Price Process With Poisson Shot Noise Jumps, Jun Yan

Communications on Stochastic Analysis

No abstract provided.

Mrm-Applicable Measures For The Power Function Of The Second Order, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli

Communications on Stochastic Analysis

No abstract provided.

Squaring, Cubing, And Cube Rooting, Arthur T. Benjamin

All HMC Faculty Publications and Research

We present mentally efficient algorithms for mentally squaring and cubing 2-digit and 3-digit numbers and for finding cube roots of numbers with 2-digit or 3-digit answers.

Phase History Decomposition For Efficient Scatterer Classification In Sar Imagery, Dane F. Fuller

Theses and Dissertations

A new theory and algorithm for scatterer classification in SAR imagery is presented. The automated classification process is operationally efficient compared to existing image segmentation methods requiring human supervision. The algorithm reconstructs coarse resolution subimages from subdomains of the SAR phase history. It analyzes local peaks in the subimages to determine locations and geometric shapes of scatterers in the scene. Scatterer locations are indicated by the presence of a stable peak in all subimages for a given subaperture, while scatterer shapes are indicated by changes in pixel intensity. A new multi-peak model is developed from physical models of electromagnetic scattering …

Approximations Of Fractional Stochastic Differential Equations By Means Of Transport Processes, Johanna Garzón, Luis G Gorostiza, Jorge A León

Communications on Stochastic Analysis

No abstract provided.

Twin Mrm-Triples In Multiplicative Renormalization Method, Izumi Kubo, Hui-Hsiung Kuo

Communications on Stochastic Analysis

No abstract provided.

Weak Convergence For Approximation Of American Option Prices, Weiping Li, Mei Xing

Communications on Stochastic Analysis

No abstract provided.

Risk Indifference Pricing Of Functional Claims Of The Yield Surface In The Presence Of Partial Information, Ta Thi Kieu An, Frank Proske, Mark Rubtsov

Communications on Stochastic Analysis

No abstract provided.

A Stochastic Lagrangian Particle Model And Nonlinear Filtering For Three Dimensional Euler Flow With Jumps, Sivaguru S Sritharan, Meng Xu

Communications on Stochastic Analysis

No abstract provided.

General Alpha-Wiener Bridges, Mátyás Barczy, Peter Kern

Communications on Stochastic Analysis

No abstract provided.

Cornish-Fisher Expansions For Poisson And Negative Binomial Processes, Christopher S Withers, Saralees Nadarajah

Communications on Stochastic Analysis

No abstract provided.

Short-Time Asymptotics Of One-Dimensional Harris Flows, Alexander Shamov

Communications on Stochastic Analysis

No abstract provided.

Stationary Distributions Of The Bernoulli Type Galton-Watson Branching Process With Immigration, Yoshinori Uchimura, Kimiaki Saitô

Communications on Stochastic Analysis

No abstract provided.

Final Exam, Robert Dawson

Journal of Humanistic Mathematics

When setting an examination, the instructor should always keep in mind who is going to be writing it!

I Am A Number, Sarah Glaz

Journal of Humanistic Mathematics

No abstract provided.

Pedagogy On The Ethnomathematics--Epistemology Nexus: A Manifesto, Ilhan M. Izmirli

Journal of Humanistic Mathematics

In this paper, we will elaborate on a pronouncement that should be at the onset of any study in epistemology and ethnomathematics, namely, we will argue that learners do think mathematically and it is our responsibility as educators to recognize and appreciate their modes of mathematical reasoning.

We will conduct our study in five parts. Following a brief introduction, in the second part, we will briefly discuss some of the critical tenets of epistemology especially as it applies to mathematics. The third part will be devoted to elucidating the basic nomenclature and hypotheses associated with ethnomathematics. In the fourth part …

Asymptotic Properties Of Stochastic Partial Differential Equations In Hilbert Spaces Driven By Non-Gaussian Noise, V Mandrekar, Li Wang

Communications on Stochastic Analysis

No abstract provided.

On The Value Of Stochastic Differential Games, Wendell H Fleming, Daniel Hernández-Hernández

Communications on Stochastic Analysis

No abstract provided.

An Extension Of Bifractional Brownian Motion, Xavier Bardina, Khalifa Es-Sebaiy

Communications on Stochastic Analysis

No abstract provided.

Cdo Tranche Sensitivities In The Gaussian Copula Model, Chao Meng, Ambar N Sengupta

Communications on Stochastic Analysis

No abstract provided.

Integration By Parts Formula And The Stein Lemma On Abstract Wiener Space, Hui-Hsiung Kuo, Yuh-Jia Lee

Communications on Stochastic Analysis

No abstract provided.

Erratum: Absolute Continuity Of Laws For Semilinear Stochastic Equations With Additive Noise (Cosa, Vol. 2, No. 2 (2008) 209–227) [Mr2446690], Benedetta Ferrario

Communications on Stochastic Analysis

No abstract provided.

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.