Mathematics Commons^™

An Extension Of The Itô Integral, Wided Ayed, Hui-Hsiung Kuo

Communications on Stochastic Analysis

No abstract provided.

Optimal Hedging Of Path-Dependent Options In Discrete Time Incomplete Market, Norman Josephy, Lucy Kimball, Victoria Steblovskaya

Communications on Stochastic Analysis

No abstract provided.

Backward Stochastic Differential Equations Associated With Lévy Processes And Partial Integro-Differential Equations, Mohamed El Otmani

Communications on Stochastic Analysis

No abstract provided.

Generic Fock Quantum Markov Semigroups With Instantaneous States, A Ben Ghorbal, F Fagnola, S Hachicha, H Ouerdiane

Communications on Stochastic Analysis

No abstract provided.

Properties Of Certain Lévy And Geometric Lévy Processes, Vladimir Vinogradov

Communications on Stochastic Analysis

No abstract provided.

Absolute Continuity Of Laws For Semilinear Stochastic Equations With Additive Noise, Benedetta Ferrario

Communications on Stochastic Analysis

No abstract provided.

Singular Perturbation And Stationary Solutions Of Parabolic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow

Communications on Stochastic Analysis

No abstract provided.

Zeon Algebra, Fock Space, And Markov Chains, Philip Feinsilver

Communications on Stochastic Analysis

No abstract provided.

Multilinear Function Series In Conditionally Free Probability With Amalgamation, Mihai Popa

Communications on Stochastic Analysis

No abstract provided.

Solutions Of Backward Stochastic Differential Equations On Markov Chains, Samuel N Cohen, Robert J Elliott

Communications on Stochastic Analysis

No abstract provided.

The Stochastic Heat Equation Driven By A Gaussian Noise: Germ Markov Property, Raluca Balan, Doyoon Kim

Communications on Stochastic Analysis

No abstract provided.

Leonard Gross's Work In Infinite-Dimensional Analysis And Heat Kernel Analysis, Brian C Hall

Communications on Stochastic Analysis

No abstract provided.

Pricing Functionals And Pricing Measures, Eric Hillebrand, Ambar N Sengupta

Communications on Stochastic Analysis

No abstract provided.

Abstract Wiener Space, Revisited, Daniel W Stroock

Communications on Stochastic Analysis

No abstract provided.

Analysis Of Complex Brownian Motion, Yuh-Jia Lee, Kuang-Ghieh Yen

Communications on Stochastic Analysis

No abstract provided.

Quadratic Wiener Functionals Of Square Norms On Measure Spaces, Setsuo Taniguchi

Communications on Stochastic Analysis

No abstract provided.

Diffeomorphisms Of The Circle And Brownian Motions On An Infinite-Dimensional Symplectic Group, Maria Gordina, Mang Wu

Communications on Stochastic Analysis

No abstract provided.

Complex Hermite Polynomials: From The Semi-Circular Law To The Circular Law, Michel Ledoux

Communications on Stochastic Analysis

No abstract provided.

Log-Sobolev Inequalities With Potential Functions On Pinned Path Groups, Shigeki Aida

Communications on Stochastic Analysis

No abstract provided.

Hedging Claims With Feedback Jumps In The Price Process, Kiseop Lee, Philip Protter

Communications on Stochastic Analysis

No abstract provided.

An Infinite Dimensional Stochastic Analysis Approach To Local Volatility Dynamic Models, R Carmona, S Nadtochiy

Communications on Stochastic Analysis

No abstract provided.

Large-Time Behavior Of Non-Symmetric Fokker-Planck Type Equations, Anton Arnold, Eric Carlen, Qiangchang Ju

Communications on Stochastic Analysis

No abstract provided.

Dynamic Web Tools For Trigonometry, Steven J. Wilson

Innovations in Math Technology

In the last 20 years, computer technology having mathematical capability has been developed, improved, and become widely available, but textbook presentations are still largely free of any discussion that might require technology. Technology could be used in mathematical instruction for student drill and practice, for instructor demonstrations that promote conceptual understanding, or for the exploration of mathematical ideas, but software is often designed to be pedagogically generic, leaving its use to the creativity of the instructor. Technological solutions for local machines can be quite extensive, but cost and time constraints then limit availability for student use. The internet has the …

Bailey's Hexameters, Jeremiah Farrell, Al Shapiro

Scholarship and Professional Work - LAS

Nat. Bailey was the most important English lexicographer before Samuel Johnson. Our interest in this essay is to report on some of the 1730 dictionary's entries for the "Entertainmen of the Curious".

Cube Mentalism, Jeremiah Farrell, Ivan Moscovich

Scholarship and Professional Work - LAS

Our tour of multidimensional cubes begins with the marking of the eight comers of a 3-cube with the eight words HOT, POT, POD, HOD, HAD, HAT, PAT, and PAD. The figure below shows how these eight inherit the labels of the HOT-PAD).die where the letter H is opposite P, the letter O is opposite T and the letter T is opposite the letter D...

The Eight Monarchs (Some Mathematical Magic), Jeremiah Farrell, Eric Nelson

Scholarship and Professional Work - LAS

The eight Monarchs are the four Kings and four Queens of an ordinary deck of cards. We can perform our magic without a deck by using the grid below with the K-Q token ( a coin can be used instead if one wishes).

The Effect: The magician's back will be turned while Mark, the subject, places the token on one of the suit nodes. Mark is to remember this starting position. Then Mark makes a sequence of moves; a move being one of four possibilities: a horizontal move, a vertical move, or a diagonal move to a new node or …

The First Gathering, Jeremiah Farrell

Scholarship and Professional Work - LAS

The following is a photocopy of a letter I sent to my good friend James P. Fink shortly after the first Gathering in 1993. It is not reqritten or edited in any way in hopes of conveying to you some sense of my awe at how very special this event really way. My son David, then a student in Boston, was also privileged to be invited by Tom Rodgers and David and I still feel overwhelmed by the experience.

There are so many memories- and so many friends. After you have read the letter, I will remark on some of …

The Magic Octagon, Jeremiah Farrell, Tom Rodgers

Scholarship and Professional Work - LAS

The black nodes mark the corners of an octagon and each of these nodes in connected to four others by lines. The (rather hard) puzzle is to assign the sixteen numbers 0 through 15 to each of the sixteen lines so that each black node has a sum of 30 when the line numbers leading into it are added.

The word version of the puzzle was described in the article "Most-Perfect Word Magic", Oscar Thumpbindle, Word Ways Vol. 40(4). Nov. 2007.

The Stenographic Affine Plane, Oscar Thumpbindle, Jeremiah Farrell

Scholarship and Professional Work - LAS

This square, composed of familiar words, is semimagic because any row or column (the rook sweeps) anagrams into STENOGRAPHIC. "Semi" means the diagonals don't. However, there are four very special diagonals; those that have words with one of the four vowels of STENOGRAPHIC in common. These four bishop sweeps will be important later. Keeping with the chess piece theme, the reader will take notice of the knight 4-tours using the consonants P, H, Rand C. For example one of these is the P-tour SAP, PEG, PIN and TOP. Another set of knight tours traces the letters S, T, G and …

Prague Six, Jeremiah Farrell

Scholarship and Professional Work - LAS

Draft of the 'Solution Page' for Jeremiah's puzzle "Prague Six", which was exchanged at the 2008 Prague International Puzzle Party. 100 puzzle designers create 100 copies of their puzzle and pass it out at the party and exhange them. This puzzle is also mass produced by Kadon Enterprises as "Chasing Squares".