Robustness Of Option Prices And Their Deltas In Markets Modelled By Jump-Diffusions,
2011
Louisiana State University
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.
Dynamics Of A Stochastic Predator-Prey Model With The Beddington-Deangelis Functional Response,
2011
Louisiana State University
Dynamics Of A Stochastic Predator-Prey Model With The Beddington-Deangelis Functional Response, Ta Viet Ton, Atsushi Yagi
Communications on Stochastic Analysis
No abstract provided.
Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise,
2011
Louisiana State University
Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise, Robert Wooster
Communications on Stochastic Analysis
No abstract provided.
Characterization Of Mass-Stationarity By Bernoulli And Cox Transports,
2011
Louisiana State University
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,
2011
Louisiana State University
A General Theorem For Portfolio Generating Functions, Olivier Menoukeu Pamen
Communications on Stochastic Analysis
No abstract provided.
Stochastic Jacobians In Affine Term-Structure Models: A Local Property,
2011
Louisiana State University
Stochastic Jacobians In Affine Term-Structure Models: A Local Property, Cody Blaine Hyndman
Communications on Stochastic Analysis
No abstract provided.
Shooting Neural Networks Algorithm For Solving Boundary Value Problems In Odes,
2011
Mosul University
Shooting Neural Networks Algorithm For Solving Boundary Value Problems In Odes, Kais I. Ibraheem, Bashir M. Khalaf
Applications and Applied Mathematics: An International Journal (AAM)
The objective of this paper is to use Neural Networks for solving boundary value problems (BVPs) in Ordinary Differential Equations (ODEs). The Neural networks use the principle of Back propagation. Five examples are considered to show effectiveness of using the shooting techniques and neural network for solving the BVPs in ODEs. The convergence properties of the technique, which depend on the convergence of the integration technique and accuracy of the interpolation technique are considered.
Exact Travelling Wave Solutions Of The Coupled Klein-Gordon Equation By The Infinite Series Method,
2011
University of Guilan
Exact Travelling Wave Solutions Of The Coupled Klein-Gordon Equation By The Infinite Series Method, Nasir Taghizadeh, Mohammad Mirzazadeh, Foroozan Farahrooz
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we employ the infinite series method for travelling wave solutions of the coupled Klein-Gordon equations. Based on the idea of the infinite series method, a simple and efficient method is proposed for obtaining exact solutions of nonlinear evolution equations. The solutions obtained include solitons and periodic solutions.
Convolution Equations In Spaces Of Distributions Supported By Cones,
2011
University of Bordeaux
Convolution Equations In Spaces Of Distributions Supported By Cones, Alex Meril, Daniele C. Struppa
Mathematics, Physics, and Computer Science Faculty Articles and Research
We describe some examples of surjective convolutors on D'(T), for T a closed convex cone in Rn. We also give necessary and suffficient conditions on Si,..., Sm in S'(T) to be generators of the whole convolution algebra S'(F).
On Morrey Spaces In The Calculus Of Variations,
2011
University of Nebraska-Lincoln
On Morrey Spaces In The Calculus Of Variations, Kyle Fey
Department of Mathematics: Dissertations, Theses, and Student Research
We prove some global Morrey regularity results for almost minimizers of functionals of the form u → ∫Ω f(x, u, ∇u)dx. This regularity is valid up to the boundary, provided the boundary data are sufficiently regular. The main assumption on f is that for each x and u, the function f(x, u, ·) behaves asymptotically like the function h(|·|)α(x), where h is an N-function.
Following this, we provide a characterization of the class of Young measures that can be generated by a sequence …
On A Family Of Generalized Wiener Spaces And Applications,
2011
University of Nebraska-Lincoln
On A Family Of Generalized Wiener Spaces And Applications, Ian Pierce
Department of Mathematics: Dissertations, Theses, and Student Research
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focus is on Wiener-type measures on spaces of continuous functions; our generalizations include an extension to multiple parameters, and a method of adjusting the distribution and covariance structure of the measure on the underlying function space.
In the second chapter, we consider single-parameter function spaces and extend a fundamental integration formula of Paley, Wiener, and Zygmund for an important class of functionals on this space. In the third chapter, we discuss measures on very general function spaces and introduce the specific example of a generalized …
The Theory Of Discrete Fractional Calculus: Development And Application,
2011
University of Nebraska-Lincoln
The Theory Of Discrete Fractional Calculus: Development And Application, Michael T. Holm
Department of Mathematics: Dissertations, Theses, and Student Research
The author's purpose in this dissertation is to introduce, develop and apply the tools of discrete fractional calculus to the arena of fractional difference equations. To this end, we develop the Fractional Composition Rules and the Fractional Laplace Transform Method to solve a linear, fractional initial value problem in Chapters 2 and 3. We then apply fixed point strategies of Krasnosel'skii and Banach to study a nonlinear, fractional boundary value problem in Chapter 4.
Adviser: Lynn Erbe and Allan Peterson
Formalizing Categorical And Algebraic Constructions In Operator Theory,
2011
University of Nebraska-Lincoln
Formalizing Categorical And Algebraic Constructions In Operator Theory, William Benjamin Grilliette
Department of Mathematics: Dissertations, Theses, and Student Research
In this work, I offer an alternative presentation theory for C*-algebras with applicability to various other normed structures. Specifically, the set of generators is equipped with a nonnegative-valued function which ensures existence of a C*-algebra for the presentation. This modification allows clear definitions of a "relation" for generators of a C*-algebra and utilization of classical algebraic tools, such as Tietze transformations.
On Zeros And Local Infima Of Brownian Motion,
2011
Louisiana State University
On Zeros And Local Infima Of Brownian Motion, Michel Weber
Communications on Stochastic Analysis
No abstract provided.
Packing Dimension Results For Anisotropic Gaussian Random Fields,
2011
Louisiana State University
Packing Dimension Results For Anisotropic Gaussian Random Fields, Anne Estrade, Dongsheng Wu, Yimin Xiao
Communications on Stochastic Analysis
No abstract provided.
Permanental Processes,
2011
Louisiana State University
Permanental Processes, Hana Kogan, Michael B Marcus, Jay Rosen
Communications on Stochastic Analysis
No abstract provided.
Efficient Estimation Of Spectral Functionals For Gaussian Stationary Models,
2011
Louisiana State University
Efficient Estimation Of Spectral Functionals For Gaussian Stationary Models, Mamikon S Ginovyan
Communications on Stochastic Analysis
No abstract provided.
On Fractional Ornstein-Uhlenbeck Processes,
2011
Louisiana State University
On Fractional Ornstein-Uhlenbeck Processes, Terhi Kaarakka, Paavo Salminen
Communications on Stochastic Analysis
No abstract provided.
Itô'S Formula For A Sub-Fractional Brownian Motion,
2011
Louisiana State University
Itô'S Formula For A Sub-Fractional Brownian Motion, Litan Yan, Guangjun Shen, Kun He
Communications on Stochastic Analysis
No abstract provided.
Self-Similarity Parameter Estimation And Reproduction Property For Non-Gaussian Hermite Processes,
2011
Louisiana State University
Self-Similarity Parameter Estimation And Reproduction Property For Non-Gaussian Hermite Processes, Alexandra Chronopoulou, Ciprian A Tudor, Frederi G Viens
Communications on Stochastic Analysis
No abstract provided.
