Analysis Commons^™

The Jacod-Yor Theorem For Sigma Martingales And The Second Fundamental, Moritz Sohns

Journal of Stochastic Analysis

In this paper, we prove the Jacod-Yor Theorem for sigma martingales, a class of processes that generalize local martingales and play a pivotal role in financial mathematics. While the Jacod-Yor Theorem has been extensively studied for L2-martingales, martingales, and local martingales, no prior version exists for sigma martingales. Our result establishes the connection between sigma martingales and their martingale representation properties, addressing a critical gap in the literature. As an application, we prove the Second Fundamental Theorem of Asset Pricing for markets where price processes are modeled as sigma martingales.

Analyticity, Superoscillations And Supershifts In Several Variables, Fabrizio Colombo, Irene Sabadini, Daniele C. Struppa, Alain Yger

Mathematics, Physics, and Computer Science Faculty Articles and Research

Superoscillations have roots in various scientific disciplines, including optics, signal processing, radar theory, and quantum mechanics. This intriguing mathematical phenomenon permits specific functions to oscillate at a rate surpassing their highest Fourier component. A different way of thinking about superoscillations consists in realizing that it is possible to reproduce the exponential function far away from the origin by only knowing its value in a countable set of points near the origin. By using this perspective, one can extend the idea of superoscillations to functions that are not a sum of exponential functions, namely to the notion of supershift. The study …

Car Price Prediction Using Machine Learning: Analyzing The Dvm-Car Dataset, Yaman Abu Ghareebaih

Electronic Theses and Dissertations

The objective of this study is to predict car prices using machine learning models and the DVM-CAR dataset, which includes over 1.4 million images and car specifi- cations from 899 car models. Key factors such as mileage, engine power, and year of registration were analyzed for their correlation with car prices. Extensive data cleaning was performed, including filling missing values, identifying outliers, and normalizing numerical variables. Discrete variables like car make and body type were encoded using one-hot encoding. Linear relationships were analyzed with Multiple Logistic Regression, and Random Forest models were used for nonlinear patterns. Model performance was evaluated …

The Spectral Asymptotics Of Toeplitz Operators On Hilbert Spaces Of Analytic Functions, Trevor Camper

All Dissertations

Many physical systems, whether they are ocean waves or particles moving through space, can be described using the mathematical language of “partial differ- ential equations.” In many circumstances, it is useful to study how these equations amplify an input to the equation, in which case the amplification factor is called an “eigenvalue.” The usefulness of these amplification factors is that they can be used to describe properties of the physical system. In this dissertation, I have studied this amplification factor for a related set of equations called “Toeplitz operators.” In par- ticular, I have studied eigenvalues using statistical techniques. The …

Supershift Properties For Nonanalytic Signals, Fabrizio Colombo, Irene Sabadini, Daniele Carlo Struppa, Alain Yger

Mathematics, Physics, and Computer Science Faculty Articles and Research

The phenomenon of superoscillations is of great interest in microscopy, antenna design, and material sciences. This phenomenon has been generalized and has given rise to the concept of supershift, which is a far reaching extension that applies to functions that may present discontinuous derivatives. From this perspective, this is a notion that might have significant applications. This paper will provide an up to date report on the complex connections between the concept of supershift and that of analyticity.

An Analysis On The Time Effectiveness Of Speeding While Driving A Vehicle, Joy Skaggs

ATU Scholars Symposium

Speeding is responsible for roughly a third of all crashes, often coming at a deadly cost. The National Highway Traffic Safety Administration reports many negative consequences, such as a greater likelihood of loss of vehicle control, reduced protection equipment effectiveness, increased stopping distance, crash severity, and fuel consumption (National Highway Traffic Safety Administration, n.d.). Yet despite these costs, drivers continue to speed. In fact, in our fast paced world, speeding is so normalized that it’s uncommon to encounter a driver following the speed limit. Hawaiian psychology professor Leon James explains it best: people have twisted their definitions of speeding to …

Analyticity And Supershift With Regular Sampling, Fabrizio Colombo, Irene Sabadini, Daniele C. Struppa, Alain Yger

Mathematics, Physics, and Computer Science Faculty Articles and Research

The notion of supershift (in itself a generalization of the notion of superoscillation arising in quantum mechanics) expresses the fact that the sampling of a function in an interval allows to compute the values of the function far from the interval. In this paper, we study the relation between supershift and real analyticity. We use a classical result due to Serge Bernstein to show that real analyticity for a complex-valued function implies a strong form of supershift. On the other hand, we use a parametric version of a result by Leonid Kantorovitch to show that the converse is not true. …

My Tunisia Encounters: Inspiration For Some Mathematical Ideas, Hui-Hsiung Kuo

Journal of Stochastic Analysis

No abstract provided.

Perencanaan Bauran Pembangkit Listrik Energi Terbarukan Di Indonesia: Pendekatan Optimasi Program Linier Berbasis Wilayah, Annisa Garmaisa, Uka Wikarya

Jurnal Kebijakan Ekonomi

Indonesia has renewable energy potential spread across various islands. However, limited interconnection between regions is an obstacle to energy distribution. The purpose of this study is to analyze the planning of renewable energy (RE) power plants covering eight types: Geothermal Power Plants (PLTP), Solar Power Plants (PLTS), Wind Power Plants (PLTB), Biomass Power Plants (PLTBm), Biogas Power Plants (PLTBg), and Waste Power Plants (PLTSa). The analysis was conducted in four main system regions in Indonesia, namely Java-Bali, Sumatra, Kalimantan, and Sulawesi, which are currently not interconnected. The study is based on the availability of renewable energy potential, production forecasts, and …

A Study Of The Sum Of Divisors, Henry M. Willie

Miners Solving for Tomorrow Research Conference

No abstract provided.

Gaussian Quantum Markov Semigroups In The Fock-Anti-Fock Representation Of Weyl Algebra, A Dhahri, Franco Fagnola, D Poletti, Hyun Jae Yoo

Journal of Stochastic Analysis

No abstract provided.

An In-Depth Analysis Of The Bellarmine University Student Athlete Experience, Mattingly E. Spalding

Undergraduate Theses

The goal of this thesis is to improve the student athlete experience at Bellarmine University through direct feedback from our current student athletes. By defining what parts of the student athlete experience they value most, Bellarmine can reflect on the support currently provided in these areas. Additionally, if it is concluded through the response that high valued areas are not being satisfied, Bellarmine can work to improve the support in these areas. Or, if there is abundant support in a low-valued area, Bellarmine could think to shift resources into a more needed concentration. Through the design sample, data was accumulated …

On Regularity And Convergence Of Solutions To The Boltzmann-Enskog Equations, Christian Ennis

LSU Doctoral Dissertations

The Boltzmann equation describes the time evolution of the density function in position-velocity space for a classical particle subjected to possible collisions by other particles in a diluted gas that expands in vacuum for a given initial distribution. While many authors have studied the probabilistic interpretation of the spatially homogeneous Boltzmann equation, there is a dearth of articles on the stochastic framework of the full (that is, spatially inhomogeneous) Boltzmann equation. In this thesis, we examine a stochastic process, developed by S. Albevario, B. Ruediger, and P. Sundar, whose law is a weak solution to a mollified Boltzmann equation. This …

Stochastic Analysis And White Noise Calculus Of Nonlinear Wave Equations With Application To Laser Generation And Propagation, Sivaguru S. Sritharan, Saba Mudaliar

Journal of Stochastic Analysis

No abstract provided.

An Operator Information Quantity Of A Semigroup And Associated Differential Equations, Kimiaki Saito, Ryo Inayoshi

Journal of Stochastic Analysis

No abstract provided.

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

Journal of Stochastic Analysis

No abstract provided.

About Fixed Points Of Quantum Channels, Raffaella Carbone

Journal of Stochastic Analysis

No abstract provided.

Stochastic Bundles, New Classes Of Gaussian Processes And White Noise-Space Analysis Indexed By Measures, Daniel Alpay, Palle Jorgensen

Mathematics, Physics, and Computer Science Faculty Articles and Research

Starting from a fixed measure space (X,F,μ), with μ a positive sigma-finite measure defined on the sigma-algebra F, we continue here our study of a generalization W(μ) of Brownian motion, and introduce a corresponding white-noise process. In detail, the generalized Brownian motion is a centered Gaussian process W^(μ), indexed by the elements A in F of finite μ measure, and with covariance function μ(A ∩ B). The purpose of our present paper is to make precise and study the corresponding whitenoise process, i.e., a point-wise process which is indexed by X, and which arises …

Analysis Of Systematic Trade-Offs Between Military And Healthcare Expenditure Alongside Gdp Growth Of Select Asian And Western Exporting Economies In The 21st Century, Rahul Balamurugan, Carlos Gershenson, Preethi Nanjundan, Hiroki Sayama

Northeast Journal of Complex Systems (NEJCS)

This study explores the complexity in the trade-offs between military expenditure, healthcare expenditure, and GDP growth across select Asian nations and major weapon-exporting countries, examining how nations allocate finite resources between national security and human well-being over the past two decades. Using a systems science approach, the research integrates Granger causality testing to analyze temporal and directional relationships among GDP growth, military expenditure, and healthcare expenditure, uncovering their dynamic interdependencies. The methodology includes trend and slope analysis, Granger causality testing, outlier detection, and clustering to identify heterogeneity in resource allocation strategies. Developed, weapon-exporting nations exhibit complementary trends, with strong causality …

(Si14-12) Some Novel Fractional Discrete Inequalities Of Gronwall-Bellman Type And Their Applications To Fractional Difference Equations, Subhash Kendre, Nagesh Kale, Dimplekumar Chalishajar

Applications and Applied Mathematics: An International Journal (AAM)

In this study, we develop multiple power nonlinear generalizations of Gronwall-Bellman type fractional discrete inequalities and fractional sum inequalities through combining functions with powered unknown functions.We have employed technique of reducing power non-linearity into linearity to furnish these refinements. These novel findings present a broader framework for dealing with wider range of nonlinear fractional difference equations and fractional sum-difference equations. The utilization of these inequalities enables to study certain crucial classes of fractional difference equations that arise in the realm of fractional difference calculus, both quantitatively and qualitatively. Several illustrations are provided to examine the boundedness of initial value problems …

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

Journal of Stochastic Analysis

No abstract provided.

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

Journal of Stochastic Analysis

No abstract provided.

The Operator Algebras Mentor Network: Impact Of Community-Based Mentoring, Anna Duwenig, Kari Eifler, Priyanga Ganesan, Lara Ismert, Viviana Meschitti, Sarah Plosker, Karen Strung

Journal of Humanistic Mathematics

The Operator Algebras Mentor Network (OAMN) is an international mentoring initiative that offers support in small groups to women and minority genders in the particularly male-dominated field of operator algebras (OA) in mathematics. Expected advantages of membership include raising awareness of the lack of gender diversity in this field, providing advice to mentees by mentors (e.g., pertaining to career or work/life balance), broadening one’s network in OA, etc. In this project, we set out to determine if membership within the OAMN is beneficial to its members. To this end we sent a questionnaire to OAMN members and a control group …

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

Journal of Stochastic Analysis

No abstract provided.

Kroger Post-Pandemic Customer Segmentation, Mario Mata, Joey Truitt, Renn Spigelmyer, Dhanuja Kasturiratna, Lisa Holden, Nitish Baidya, Hanna Tafari

Posters-at-the-Capitol

The grocery retail industry landscape has changed greatly in the wake of the pandemic. Specifically, delivery and pickup services have become more popular and customer buying habits have evolved. At the same time, improvements in data collection and analysis have allowed grocery marketing strategies to become highly individualized.

We worked with 84.51, an analytics firm, to identify customer segments for the Kroger Company based on data from 2023. Using clustering techniques, we organized customers into groups, or segments, based on similar characteristics. We identified and profiled four distinct groups of customers. Three segments were characterized by high frequency and spending …

Malliavin Calculus On The Clifford Algebra, Takayoshi Watanabe

Journal of Stochastic Analysis

No abstract provided.