Other Mathematics Commons^™

Stochastic Processes Induced By Singular Operators, Daniel Alpay, Palle Jorgensen

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we study a general family of multivariable Gaussian stochastic processes. Each process is prescribed by a fixed Borel measure σ on Rn. The case when σ is assumed absolutely continuous with respect to Lebesgue measure was stud- ied earlier in the literature, when n = 1. Our focus here is on showing how different equivalence classes (defined from relative absolute continuity for pairs of measures) translate into concrete spectral decompositions of the corresponding stochastic processes under study. The measures σ we consider are typically purely singular. Our proofs rely on the theory of (singular) unbounded operators in …

Completeness For The Coalgebraic Cover Modality, Clemens Kupke, Alexander Kurz, Yde Venema

Engineering Faculty Articles and Research

We study the finitary version of the coalgebraic logic introduced by L. Moss. The syntax of this logic, which is introduced uniformly with respect to a coalgebraic type functor, required to preserve weak pullbacks, extends that of classical propositional logic with a so-called coalgebraic cover modality depending on the type functor. Its semantics is defined in terms of a categorically defined relation lifting operation.

As the main contributions of our paper we introduce a derivation system, and prove that it provides a sound and complete axiomatization for the collection of coalgebraically valid inequalities. Our soundness and completeness proof is algebraic, …

Coalgebraic Logics (Dagstuhl Seminar 12411), Ernst-Erich Doberkat, Alexander Kurz

Engineering Faculty Articles and Research

This report documents the program and the outcomes of Dagstuhl Seminar 12411 “Coalgebraic Logics”. The seminar deals with recent developments in the area of coalgebraic logic, a branch of logics which combines modal logics with coalgebraic semantics. Modal logic finds its uses when reasoning about behavioural and temporal properties of computation and communication, coalgebras have evolved into a general theory of systems. Consequently, it is natural to combine both areas for a mathematical description of system specification. Coalgebraic logics are closely related to the broader categories semantics/formal methods and verification/logic.

Short-Term Plasticity At The Schaffer Collateral: A New Model With Implications For Hippocampal Processing, Andrew Hamilton Toland

Dissertations and Theses

A new mathematical model of short-term synaptic plasticity (STP) at the Schaffer collateral is introduced. Like other models of STP, the new model relates short-term synaptic plasticity to an interaction between facilitative and depressive dynamic influences. Unlike previous models, the new model successfully simulates facilitative and depressive dynamics within the framework of the synaptic vesicle cycle. The novelty of the model lies in the description of a competitive interaction between calcium-sensitive proteins for binding sites on the vesicle release machinery. By attributing specific molecular causes to observable presynaptic effects, the new model of STP can predict the effects of specific …

The Distribution Of Individual Stock Returns In A Modified Black-Scholes Option Pricing Model, Daniel Lee Richey

College of Graduate Studies: Theses & Dissertations

Author's abstract: There have been many attempts to find a model that can accurately price options. These models are built on many assumptions, including which probability distribution stock returns follow. In this paper, we test several distributions to see which best fit the log returns of 20 different companies over a period between November 1, 2006 to October 31, 2011. If a "best" distribution is found, a modified Black-Scholes model will be defined by modifying the Weiner process. We use Monte Carlo simulations to generate estimated prices under specified parameters, and compare these prices to those simulated by the model …

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

Communications on Stochastic Analysis

No abstract provided.

Consistent Price Systems For Bounded Processes, Florian Maris, Eric Mbakop, Hasanjan Sayit

Communications on Stochastic Analysis

No abstract provided.

A Martingale Representation For The Maximum Of A Lévy Process, Bruno Rémillard, Jean-François Renaud

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

Communications on Stochastic Analysis

No abstract provided.

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

Communications on Stochastic Analysis

No abstract provided.

Intraday Empirical Analysis Of Electricity Price Behaviour, Eckhard Platen, Jason West

Communications on Stochastic Analysis

No abstract provided.

The Minimal Martingale Measure For The Price Process With Poisson Shot Noise Jumps, Jun Yan

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

Communications on Stochastic Analysis

No abstract provided.

Squaring, Cubing, And Cube Rooting, Arthur T. Benjamin

All HMC Faculty Publications and Research

We present mentally efficient algorithms for mentally squaring and cubing 2-digit and 3-digit numbers and for finding cube roots of numbers with 2-digit or 3-digit answers.

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 …

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.

Twin Mrm-Triples In Multiplicative Renormalization Method, Izumi Kubo, Hui-Hsiung Kuo

Communications on Stochastic Analysis

No abstract provided.

Weak Convergence For Approximation Of American Option Prices, Weiping Li, Mei Xing

Communications on Stochastic Analysis

No abstract provided.