Other Mathematics Commons^™

Fractal Location And Anomalous Diffusion Dynamics For Oil Wells From The Ky Geological Survey, Keith Andrew, Karla M. Andrew, Kevin A. Andrew

Physics & Astronomy Faculty Publications

Utilizing data available from the Kentucky Geonet (KYGeonet.ky.gov) the fossil fuel mining locations created by the Kentucky Geological Survey geo-locating oil and gas wells are mapped using ESRI ArcGIS in Kentucky single plain 1602 ft projection. This data was then exported into a spreadsheet showing latitude and longitude for each point to be used for modeling at different scales to determine the fractal dimension of the set. Following the porosity and diffusivity studies of Tarafdar and Roy[1] we extract fractal dimensions of the fossil fuel mining locations and search for evidence of scaling laws for the set of deposits. The …

Mrm-Applicable Orthogonal Polynomials For Certain Hypergeometric Functions, Izumi Kubo, Hui-Hsiung Kuo

Communications on Stochastic Analysis

No abstract provided.

Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek

Communications on Stochastic Analysis

No abstract provided.

Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan

Communications on Stochastic Analysis

No abstract provided.

Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff

Communications on Stochastic Analysis

No abstract provided.

On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli

Communications on Stochastic Analysis

No abstract provided.

Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda

Communications on Stochastic Analysis

No abstract provided.

Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada

Communications on Stochastic Analysis

No abstract provided.

Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer

Communications on Stochastic Analysis

No abstract provided.

Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy

Communications on Stochastic Analysis

No abstract provided.

Using Labeled Data To Evaluate Change Detectors In A Multivariate Streaming Environment, Albert Y. Kim, Caren Marzban, Donald B. Percival, Werner Stuetzle

Statistical and Data Sciences: Faculty Publications

We consider the problem of detecting changes in a multivariate data stream. A change detector is defined by a detection algorithm and an alarm threshold. A detection algorithm maps the stream of input vectors into a univariate detection stream. The detector signals a change when the detection stream exceeds the chosen alarm threshold. We consider two aspects of the problem: (1) setting the alarm threshold and (2) measuring/comparing the performance of detection algorithms. We assume we are given a segment of the stream where changes of interest are marked. We present evidence that, without such marked training data, it might …

Markovian Systems Of Transition Expectations, Volkmar Liebscher, Michael Skeide

Communications on Stochastic Analysis

No abstract provided.

Using Weights For The Description Of States Of Boson Systems, Volkmar Liebscher

Communications on Stochastic Analysis

No abstract provided.

Generating Functions Of Jacobi Polynomials, Izumi Kubo

Communications on Stochastic Analysis

No abstract provided.

Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni

Communications on Stochastic Analysis

No abstract provided.

Unbounded Positive Solutions Of Nonlinear Parabolic Itô Equations, Pao-Liu Chow

Communications on Stochastic Analysis

No abstract provided.

Markovian Properties Of The Pauli-Fierz Model, Ameur Dhahri

Communications on Stochastic Analysis

No abstract provided.

Representations Of The Gegenbauer Oscillator Algebra And The Overcompleteness Of Sequences Of Nonlinear Coherent States, Abdessatar Barhoumi

Communications on Stochastic Analysis

No abstract provided.

Local Time For Gaussian Processes As An Element Of Sobolev Space, Alexey Rudenko

Communications on Stochastic Analysis

No abstract provided.

Analytical Solution Of Time-Fractional Advection Dispersion Equation, Tariq O. Salim, Ahmad El-Kahlout

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we get exact solution of the time-fractional advection-dispersion equation with reaction term, where the Caputo fractional derivative is considered of order α ϵ (0,2]. The solution is achieved by using a function transform, Fourier and Laplace transforms to get the formulas of the fundamental solution, which are expressed explicitly in terms of Fox’s H-function by making use of the relationship between Fourier and Mellin transforms. As special cases the exact solutions of time-fractional diffusion and wave equations are also obtained, and the solutions of the integer order equations are mentioned.

Ethnomathematics In The Dominican Republic: A Mathematics Education Approach To Knowledge And Emancipation, Sofia Pablo-Hoshino

Renée Crown University Honors Thesis Projects - All

This focus of this project was to look at the extent to which ethnomathematics is being used in the mathematics curriculum in theDominican Republic. Broadly described, ethnomathematics emphasizes that the culture, history, and experiences of the students are significant and therefore should be infused into the mathematics curriculum.

I read articles and books as well as traveled to theDominican Republicto conduct qualitative research. I interviewed 32 professionals consisting of mathematics teachers, mathematics professors, and mathematics education professors from theSantiagoandSanto Domingoareas. I then volunteered at the Dominican Republic Education and Mentoring (DREAM) Project where I was able to observe and participate …

On The Distributions Of The Sup And Inf Of The Classical Risk Process With Exponential Claim, Jorge A León, José Villa

Communications on Stochastic Analysis

No abstract provided.

Optimal Consumption And Portfolio For An Insider In A Market With Jumps, Delphine David, Yeliz Yolcu Okur

Communications on Stochastic Analysis

No abstract provided.

Pac Commutators And The R-Transform, Aurel I Stan

Communications on Stochastic Analysis

No abstract provided.

A Stochastic Process Associated With The Weighted White Noise Differentiation, Issei Kitagawa

Communications on Stochastic Analysis

No abstract provided.

Stochastic Heat Equation With Infinite Dimensional Fractional Noise: L_{2}-Theory, Raluca Balan

Communications on Stochastic Analysis

No abstract provided.

Universal Malliavin Calculus In Fock And Lévy-Itô Spaces, David Applebaum

Communications on Stochastic Analysis

No abstract provided.

Convergence To Weighted Fractional Brownian Sheets, Johanna Garzón

Communications on Stochastic Analysis

No abstract provided.

An Interacting Fock Space Characterization Of Probability Measures, Luigi Accardi, Hui-Hsiung Kuo, Aurel I Stan

Communications on Stochastic Analysis

No abstract provided.

A Class Of Anticipating Linear Stochastic Differential Equations, Julius Esunge

Communications on Stochastic Analysis

No abstract provided.