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Articles 31 - 60 of 741

Full-Text Articles in Analysis

The Product Formula Of Multiple Stochastic Integrals With Respect To The Poisson Space Noise, Yuh-Jia Lee, Hsin-Hung Shih Mar 2025

The Product Formula Of Multiple Stochastic Integrals With Respect To The Poisson Space Noise, Yuh-Jia Lee, Hsin-Hung Shih

Journal of Stochastic Analysis

No abstract provided.


American Option Pricing Using Generalised Stochastic Hybrid Systems, Evelyn Buckwar, Sascha Desmettre, Agnes Mallinger, Amira Meddah Mar 2025

American Option Pricing Using Generalised Stochastic Hybrid Systems, Evelyn Buckwar, Sascha Desmettre, Agnes Mallinger, Amira Meddah

Journal of Stochastic Analysis

No abstract provided.


About Fixed Points Of Quantum Channels, Raffaella Carbone Mar 2025

About Fixed Points Of Quantum Channels, Raffaella Carbone

Journal of Stochastic Analysis

No abstract provided.


Ornstein-Uhlenbeck Type Operators Induced By Some Geometric Structures On Complex Domains, Souheyl Jendoubu Feb 2025

Ornstein-Uhlenbeck Type Operators Induced By Some Geometric Structures On Complex Domains, Souheyl Jendoubu

Journal of Stochastic Analysis

No abstract provided.


Quantum Extensions Of The Exotic Laplacians And Associated Quantum Heat Semigroups, Luigi Accardi, Un Cig Ji, Kimiaki Saito Feb 2025

Quantum Extensions Of The Exotic Laplacians And Associated Quantum Heat Semigroups, Luigi Accardi, Un Cig Ji, Kimiaki Saito

Journal of Stochastic Analysis

No abstract provided.


Preface, José Luis Da Silva, Un Cig Ji, Aurel Stan Feb 2025

Preface, José Luis Da Silva, Un Cig Ji, Aurel Stan

Journal of Stochastic Analysis

No abstract provided.


Weak Solutions Of Spdes In The Space Of Tempered Distributions, Suprio Bhar, Barun Sarkar Feb 2025

Weak Solutions Of Spdes In The Space Of Tempered Distributions, Suprio Bhar, Barun Sarkar

Journal of Stochastic Analysis

No abstract provided.


A Family Of Markov Chains, Schur Functions, And Exterior Powers, Philip Feinsilver, John P. Mcsorley Jan 2025

A Family Of Markov Chains, Schur Functions, And Exterior Powers, Philip Feinsilver, John P. Mcsorley

Journal of Stochastic Analysis

No abstract provided.


On An Asset Model Of Merton Type: Long-Term Observations In Financial Time-Series, Shuya Kanagawa, Narn-Rueih Shieh Jan 2025

On An Asset Model Of Merton Type: Long-Term Observations In Financial Time-Series, Shuya Kanagawa, Narn-Rueih Shieh

Journal of Stochastic Analysis

No abstract provided.


Malliavin Calculus On The Clifford Algebra, Takayoshi Watanabe Jan 2025

Malliavin Calculus On The Clifford Algebra, Takayoshi Watanabe

Journal of Stochastic Analysis

No abstract provided.


Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary Vs Non-Unitary Time Evolution, Will Hicks Jan 2025

Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary Vs Non-Unitary Time Evolution, Will Hicks

Journal of Stochastic Analysis

No abstract provided.


Lipschitz Conditions On Operators And Matrices, Ryan Farrell Jan 2025

Lipschitz Conditions On Operators And Matrices, Ryan Farrell

UNF Graduate Theses and Dissertations

Lipschitz functions on the real line find various applications across mathematics, including in differential equations, optimization, and machine learning. The goal of this thesis is to investigate functions which satisfy certain Lipschitz conditions when ap- plied to operators and matrices. Our study will review two classes of such functions, the class of Operator Lipschitz functions with respect to a given matrix norm, and the class consisting of functions which do not meet Lipschitz conditions in the traditional sense but satisfy inequalities which are Lipschitz in nature – we call such conditions ”Lipschitz-like”. The thesis concludes with a survey of these …


Geometric Properties Of Positive Definite Matrices: Means, Order, And Metrics, Blaine Dubois Jan 2025

Geometric Properties Of Positive Definite Matrices: Means, Order, And Metrics, Blaine Dubois

UNF Graduate Theses and Dissertations

In this thesis, we study matrix means from a geometric point of view. In particular, we consider divergences of the form Tr[A + B − 2G(A, B)] for certain Geometric-Type matrix means G(A, B). We derive alternative formulations of this distance function through the application of one-sided inverses of G(A, B). When G(A, B) = A#B, we give a curve parametrization of the straight-line path between two points with respect to this semi-metric and present conditions under which this holds for other Geometric-Type means. For read- ability and self-containment, we introduce most of the preliminary concepts to build up to …


Mathematics In Amusement Parks, Kacey Laumann Dec 2024

Mathematics In Amusement Parks, Kacey Laumann

Honors Projects

This project focuses specifically on the Walt Disney World Park, Magic Kingdom. I started by collecting data through the MyDisneyExperience app. By recording the data, I was then able to create polynomial functions to the fifth the degree. Each attraction received a function which allowed me to predict the wait times for that attraction. Then, by graphing the functions and analyzing the graph using calculus the “best time” and “worst time” to go to the attraction were found. After the analysis the information is used to build a unique schedule for a guest. Then the guest receives this schedule after …


Pricing Variance Swaps For The Discrete Bn-S Model, Semere Gebresilasie Oct 2024

Pricing Variance Swaps For The Discrete Bn-S Model, Semere Gebresilasie

Journal of Stochastic Analysis

No abstract provided.


Errata: The Product Of Distributions And Stochastic Differential Equations Arising From Powers Of Infinite Dimensional Brownian Motions, Un Cig Ji, Hui-Hsiung Kuo, Hara-Yuko Mimachi, Kimiaki Saito Sep 2024

Errata: The Product Of Distributions And Stochastic Differential Equations Arising From Powers Of Infinite Dimensional Brownian Motions, Un Cig Ji, Hui-Hsiung Kuo, Hara-Yuko Mimachi, Kimiaki Saito

Journal of Stochastic Analysis

No abstract provided.


Bernoulli Convolution Of The Depth Of Nodes In Recursive Trees With General Affinities, Toshio Nakata, Hosam Mahmoud Aug 2024

Bernoulli Convolution Of The Depth Of Nodes In Recursive Trees With General Affinities, Toshio Nakata, Hosam Mahmoud

Journal of Stochastic Analysis

No abstract provided.


Short-Time Fourier Transform And Superoscillations, Daniel Alpay, Antonino De Martino, Kamal Diki, Daniele C. Struppa Jul 2024

Short-Time Fourier Transform And Superoscillations, Daniel Alpay, Antonino De Martino, Kamal Diki, Daniele C. Struppa

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we investigate new results on the theory of superoscillations using time-frequency analysis tools and techniques such as the short-time Fourier transform (STFT) and the Zak transform. We start by studying how the short-time Fourier transform acts on superoscillation sequences. We then apply the supershift property to prove that the short-time Fourier transform preserves the superoscillatory behavior by taking the limit. It turns out that these computations lead to interesting connections with various features of time-frequency analysis such as Gabor spaces, Gabor kernels, Gabor frames, 2D-complex Hermite polynomials, and polyanalytic functions. We treat different cases depending on the …


Stochastic Solutions For Hyperbolic Pde, Abdol-Reza Mansouri, Zachary Selk Jul 2024

Stochastic Solutions For Hyperbolic Pde, Abdol-Reza Mansouri, Zachary Selk

Journal of Stochastic Analysis

No abstract provided.


Limit Theorems For Increments Of Branching Particle Systems With Linear Rates And Poisson Initial Condition, Alexander Kreinin, Vladimir V. Vinogradov Jul 2024

Limit Theorems For Increments Of Branching Particle Systems With Linear Rates And Poisson Initial Condition, Alexander Kreinin, Vladimir V. Vinogradov

Journal of Stochastic Analysis

No abstract provided.


Holomorphic Functional Calculus Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas Jul 2024

Holomorphic Functional Calculus Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas

Journal of Stochastic Analysis

No abstract provided.


The Product Of Distributions And Stochastic Differential Equations Arising From Powers Of Infinite Dimensional Brownian Motions, Un Cig Ji, Hui-Hsiung Kuo, Hara-Yuko Mimachi, Kimiaki Saitô Jun 2024

The Product Of Distributions And Stochastic Differential Equations Arising From Powers Of Infinite Dimensional Brownian Motions, Un Cig Ji, Hui-Hsiung Kuo, Hara-Yuko Mimachi, Kimiaki Saitô

Journal of Stochastic Analysis

No abstract provided.


Pt-Symmetry And Eigenmodes, Tamara Gratcheva Jun 2024

Pt-Symmetry And Eigenmodes, Tamara Gratcheva

University Honors Theses

Spectra of systems with balanced gain and loss, described by Hamiltonians with parity and time-reversal (PT) symmetry is a rich area of research. This work studies by means of numerical techniques, how eigenvalues and eigenfunctions of a Schrodinger operator change as a gain-loss parameter changes. Two cases on a disk with zero boundary conditions are considered. In the first case, within the enclosing disk, we place a parity (P) symmetric configuration of three smaller disks containing gain and loss media, which does not have PT-symmetry. In the second case, we study a PT-symmetric configuration …


On Axially Rational Regular Functions And Schur Analysis In The Clifford-Appell Setting, Daniel Alpay, Fabrizio Colombo, Antonino De Martino, Kamal Diki, Irene Sabadini Apr 2024

On Axially Rational Regular Functions And Schur Analysis In The Clifford-Appell Setting, Daniel Alpay, Fabrizio Colombo, Antonino De Martino, Kamal Diki, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we start the study of Schur analysis for Cauchy–Fueter regular quaternionic-valued functions, i.e. null solutions of the Cauchy–Fueter operator in . The novelty of the approach developed in this paper is that we consider axially regular functions, i.e. functions spanned by the so-called Clifford-Appell polynomials. This type of functions arises naturally from two well-known extension results in hypercomplex analysis: the Fueter mapping theorem and the generalized Cauchy–Kovalevskaya (GCK) extension. These results allow one to obtain axially regular functions starting from analytic functions of one real or complex variable. Precisely, in the Fueter theorem two operators play a …


Quasistationary Distribution For The Invasion Model On A Complete Bipartite Graph, Clayton Allard, Iddo Ben-Ari, Shrikant Chand, Van Hovenga, Edith Lee, Julia Shapiro Mar 2024

Quasistationary Distribution For The Invasion Model On A Complete Bipartite Graph, Clayton Allard, Iddo Ben-Ari, Shrikant Chand, Van Hovenga, Edith Lee, Julia Shapiro

Journal of Stochastic Analysis

No abstract provided.


A Characterization Of The Operator Entropy In Terms Of An Isometry Property Related To Trace Norms, Ryo Inayoshi Mar 2024

A Characterization Of The Operator Entropy In Terms Of An Isometry Property Related To Trace Norms, Ryo Inayoshi

Journal of Stochastic Analysis

No abstract provided.


Two Non–*–Isomorphic *–Lie Algebra Structures On Sl(2,R) And Their Physical Origins, Luigi Accardi, Irina Ya. ArefʹEva, Yungang Lu, Igorʹ VasilʹEvich Volovich Feb 2024

Two Non–*–Isomorphic *–Lie Algebra Structures On Sl(2,R) And Their Physical Origins, Luigi Accardi, Irina Ya. ArefʹEva, Yungang Lu, Igorʹ VasilʹEvich Volovich

Journal of Stochastic Analysis

No abstract provided.


Covariant Anyons Via Mackey Machinery, Radhakrishnan Balu Jan 2024

Covariant Anyons Via Mackey Machinery, Radhakrishnan Balu

Journal of Stochastic Analysis

No abstract provided.


Nonlinear Filtering Of Classical And Quantum Spin Systems, Sivaguru S. Sritharan, Saba Mudaliar Jan 2024

Nonlinear Filtering Of Classical And Quantum Spin Systems, Sivaguru S. Sritharan, Saba Mudaliar

Journal of Stochastic Analysis

No abstract provided.


(R2054) Convergence Of Lagrange-Hermite Interpolation Using Non-Uniform Nodes On The Unit Circle, Swarnima Bahadur, Sameera Iqram, Varun . Dec 2023

(R2054) Convergence Of Lagrange-Hermite Interpolation Using Non-Uniform Nodes On The Unit Circle, Swarnima Bahadur, Sameera Iqram, Varun .

Applications and Applied Mathematics: An International Journal (AAM)

In this research article, we brought into consideration the set of non-uniformly distributed nodes on the unit circle to investigate a Lagrange-Hermite interpolation problem. These nodes are obtained by projecting vertically the zeros of Jacobi polynomial onto the unit circle along with the boundary points of the unit circle on the real line. Explicitly representing the interpolatory polynomial as well as establishment of convergence theorem are the key highlights of this manuscript. The result proved are of interest to approximation theory.