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Articles 1 - 30 of 60
Full-Text Articles in Other Mathematics
Lagrange's Theory Of Analytical Functions And His Ideal Of Purity Of Method, Giovanni Ferraro, Marco Panza
Lagrange's Theory Of Analytical Functions And His Ideal Of Purity Of Method, Giovanni Ferraro, Marco Panza
MPP Published Research
We reconstruct essential features of Lagrange’s theory of analytical functions by exhibiting its structure and basic assumptions, as well as its main shortcomings. We explain Lagrange’s notions of function and algebraic quantity, and we concentrate on power-series expansions, on the algorithm for derivative functions, and the remainder theorem—especially on the role this theorem has in solving geometric and mechanical problems. We thus aim to provide a better understanding of Enlightenment mathematics and to show that the foundations of mathematics did not, for Lagrange, concern the solidity of its ultimate bases, but rather purity of method—the generality and internal organization of …
Density Dependent Utilities With Transaction Costs, Eriyoti Chikodza, Julius N Esunge
Density Dependent Utilities With Transaction Costs, Eriyoti Chikodza, Julius N Esunge
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
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.
The Minimal Martingale Measure For The Price Process With Poisson Shot Noise Jumps, Jun Yan
The Minimal Martingale Measure For The Price Process With Poisson Shot Noise Jumps, Jun Yan
Communications on Stochastic Analysis
No abstract provided.
Consistent Price Systems For Bounded Processes, Florian Maris, Eric Mbakop, Hasanjan Sayit
Consistent Price Systems For Bounded Processes, Florian Maris, Eric Mbakop, Hasanjan Sayit
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
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.
Intraday Empirical Analysis Of Electricity Price Behaviour, Eckhard Platen, Jason West
Intraday Empirical Analysis Of Electricity Price Behaviour, Eckhard Platen, Jason West
Communications on Stochastic Analysis
No abstract provided.
A Martingale Representation For The Maximum Of A Lévy Process, Bruno Rémillard, Jean-François Renaud
A Martingale Representation For The Maximum Of A Lévy Process, Bruno Rémillard, Jean-François Renaud
Communications on Stochastic Analysis
No abstract provided.
A Connection Between The Poissonian Wick Product And The Discrete Convolution, Alberto Lanconelli, Luigi Sportelli
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
Stochastic Analysis Of Backward Tidal Dynamics Equation, Hong Yin
Communications on Stochastic Analysis
No abstract provided.
Phase History Decomposition For Efficient Scatterer Classification In Sar Imagery, Dane F. Fuller
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 …
Stationary Distributions Of The Bernoulli Type Galton-Watson Branching Process With Immigration, Yoshinori Uchimura, Kimiaki Saitô
Stationary Distributions Of The Bernoulli Type Galton-Watson Branching Process With Immigration, Yoshinori Uchimura, Kimiaki Saitô
Communications on Stochastic Analysis
No abstract provided.
Twin Mrm-Triples In Multiplicative Renormalization Method, Izumi Kubo, Hui-Hsiung Kuo
Twin Mrm-Triples In Multiplicative Renormalization Method, Izumi Kubo, Hui-Hsiung Kuo
Communications on Stochastic Analysis
No abstract provided.
Approximations Of Fractional Stochastic Differential Equations By Means Of Transport Processes, Johanna Garzón, Luis G Gorostiza, Jorge A León
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.
Risk Indifference Pricing Of Functional Claims Of The Yield Surface In The Presence Of Partial Information, Ta Thi Kieu An, Frank Proske, Mark Rubtsov
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
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.
Weak Convergence For Approximation Of American Option Prices, Weiping Li, Mei Xing
Weak Convergence For Approximation Of American Option Prices, Weiping Li, Mei Xing
Communications on Stochastic Analysis
No abstract provided.
Cornish-Fisher Expansions For Poisson And Negative Binomial Processes, Christopher S Withers, Saralees Nadarajah
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
Short-Time Asymptotics Of One-Dimensional Harris Flows, Alexander Shamov
Communications on Stochastic Analysis
No abstract provided.
General Alpha-Wiener Bridges, Mátyás Barczy, Peter Kern
General Alpha-Wiener Bridges, Mátyás Barczy, Peter Kern
Communications on Stochastic Analysis
No abstract provided.
Applications Of Local Fractional Calculus To Engineering In Fractal Time-Space: Local Fractional Differential Equations With Local Fractional Derivative, Yang Xiao-Jun
Xiao-Jun Yang
This paper presents a better approach to model an engineering problem in fractal-time space based on local fractional calculus. Some examples are given to elucidate to establish governing equations with local fractional derivative.
A Short Introduction To Local Fractional Complex Analysis, Yang Xiao-Jun
A Short Introduction To Local Fractional Complex Analysis, Yang Xiao-Jun
Xiao-Jun Yang
This paper presents a short introduction to local fractional complex analysis. The generalized local fractional complex integral formulas, Yang-Taylor series and local fractional Laurent’s series of complex functions in complex fractal space, and generalized residue theorems are investigated.
Fractional Trigonometric Functions In Complex-Valued Space: Applications Of Complex Number To Local Fractional Calculus Of Complex Function, Yang Xiao-Jun
Xiao-Jun Yang
This paper presents the fractional trigonometric functions in complex-valued space and proposes a short outline of local fractional calculus of complex function in fractal spaces.
A New Viewpoint To The Discrete Approximation: Discrete Yang-Fourier Transforms Of Discrete-Time Fractal Signal, Yang Xiao-Jun
A New Viewpoint To The Discrete Approximation: Discrete Yang-Fourier Transforms Of Discrete-Time Fractal Signal, Yang Xiao-Jun
Xiao-Jun Yang
It is suggest that a new fractal model for the Yang-Fourier transforms of discrete approximation based on local fractional calculus and the Discrete Yang-Fourier transforms are investigated in detail.
Characterization Of Mass-Stationarity By Bernoulli And Cox Transports, Günter Last, Hermann Thorisson
Characterization Of Mass-Stationarity By Bernoulli And Cox Transports, Günter Last, Hermann Thorisson
Communications on Stochastic Analysis
No abstract provided.
A General Theorem For Portfolio Generating Functions, Olivier Menoukeu Pamen
A General Theorem For Portfolio Generating Functions, Olivier Menoukeu Pamen
Communications on Stochastic Analysis
No abstract provided.
Asymptotic Properties Of Stochastic Partial Differential Equations In Hilbert Spaces Driven By Non-Gaussian Noise, V Mandrekar, Li Wang
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.
An Extension Of Bifractional Brownian Motion, Xavier Bardina, Khalifa Es-Sebaiy
An Extension Of Bifractional Brownian Motion, Xavier Bardina, Khalifa Es-Sebaiy
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
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.
Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise, Robert Wooster
Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise, Robert Wooster
Communications on Stochastic Analysis
No abstract provided.