Consistent Price Systems For Bounded Processes,
2011
Louisiana State University
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,
2011
Louisiana State University
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,
2011
Louisiana State University
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,
2011
Louisiana State University
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,
2011
Louisiana State University
Stochastic Analysis Of Backward Tidal Dynamics Equation, Hong Yin
Communications on Stochastic Analysis
No abstract provided.
Intraday Empirical Analysis Of Electricity Price Behaviour,
2011
Louisiana State University
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,
2011
Louisiana State University
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,
2011
Louisiana State University
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.
Escape Rates For Coupled Particles In A Stochastic Environment,
2011
Montclair State University
Escape Rates For Coupled Particles In A Stochastic Environment, Gregory Slusarczyk
Theses, Dissertations and Culminating Projects
A particle placed in a deterministic, overdamped potential well will move towards an attractor located at the bottom of the well. Once the particle reaches the attractor, it remains there forever since no other forces are acting on the particle. However, if weak stochasticity is introduced, the particle will fluctuate around the attractor. As a rare event, the noise can organize itself in such a way that a large fluctuation is created that causes the particle to escape from the basin of attraction. The escape rates/escape times can be found both analytically and numerically. Furthermore, it is possible to predict …
From Double Lie Groupoids To Local Lie 2-Groupoids,
2011
Pennsylvania State University
From Double Lie Groupoids To Local Lie 2-Groupoids, Rajan Amit Mehta, Xiang Tang
Mathematics Sciences: Faculty Publications
We apply the bar construction to the nerve of a double Lie groupoid to obtain a local Lie 2-groupoid. As an application, we recover Haefliger's fundamental groupoid from the fundamental double groupoid of a Lie groupoid. In the case of a symplectic double groupoid, we study the induced closed 2-form on the associated local Lie 2-groupoid, which leads us to propose a definition of a symplectic 2-groupoid.
Finitely Presented Modules Over The Steenrod Algebra In Sage,
2011
Wayne State University
Finitely Presented Modules Over The Steenrod Algebra In Sage, Michael J. Catanzaro
Wayne State University Theses
No abstract provided.
Design And Implementation Of An Open Framework For Ubiquitous Carbon Footprint Calculator Applications,
2011
Marquette University
Design And Implementation Of An Open Framework For Ubiquitous Carbon Footprint Calculator Applications, Farzana Rahman, Casey O'Brien, Sheikh Iqbal Ahamed, He Zhang, Lin Liu
Mathematics, Statistics and Computer Science Faculty Research and Publications
As climate change is becoming an important global issue, more and more people are beginning to pay attention to reducing greenhouse gas emissions. To measure personal or household carbon dioxide emission, there are already plenty of carbon footprint calculators available on the web. Most of these calculators use quantitative models to estimate carbon emission caused by a user's activities. Although these calculators can promote public awareness regarding carbon emission due to an individual's behavior, there are concerns about the consistency and transparency of these existing CO2 calculators. Apart from a small group of smart phone based carbon footprint calculator …
Reliable A-Posteriori Error Estimators For Hp-Adaptive Finite Element Approximations Of Eigenvalue/Leigenvector Problems,
2011
Durham University
Reliable A-Posteriori Error Estimators For Hp-Adaptive Finite Element Approximations Of Eigenvalue/Leigenvector Problems, Stefano Giani, Luka Grubisic, Jeffrey S. Ovall
Mathematics and Statistics Faculty Publications and Presentations
We present reliable a-posteriori error estimates for hp-adaptive finite element approxima- tions of eigenvalue/eigenvector problems. Starting from our earlier work on h adaptive finite element approximations we show a way to obtain reliable and efficient a-posteriori estimates in the hp-setting. At the core of our analysis is the reduction of the problem on the analysis of the associated boundary value problem. We start from the analysis of Wohlmuth and Melenk and combine this with our a-posteriori estimation framework to obtain eigenvalue/eigenvector approximation bounds.
Approximation By Bernstein Polynomials At The Point Of Discontinuity,
2011
University of Central Florida
Approximation By Bernstein Polynomials At The Point Of Discontinuity, Jie Ling Liang
HIM 1990-2015
Chlodovsky showed that if x0 is a point of discontinuity of the first kind of the function f, then the Bernstein polynomials Bn(f, x0) converge to the average of the one-sided limits on the right and on the left of the function f at the point x0. In 2009, Telyakovskii in (5) extended the asymptotic formulas for the deviations of the Bernstein polynomials from the differentiable functions at the first-kind discontinuity points of the highest derivatives of even order and demonstrated the same result fails for the odd order case. Then in 2010, Tonkov in (6) found the right formulation …
A Review On Convolutions Of Gamma Random Variables,
2011
Razi University
A Review On Convolutions Of Gamma Random Variables, Baha-Eldin Khaledi, Subhash C. Kochar
Mathematics and Statistics Faculty Publications and Presentations
Due to its wide range of applications, the topic of the distribution theory of convolutions of Gamma random variables has attracted the attention of many researchers. In this paper we review some of the latest developments on this problem.
Coloring Problems,
2011
Boise State University
Coloring Problems, Thomas Antonio Charles Chartier
Boise State University Theses and Dissertations
This thesis considers several coloring problems all of which have a combinatorial flavor. We review some results on the chromatic number of the plane, and improve a bound on the value of regressive Ramsey numbers. The main work of this thesis considers the problem of whether given any n ≥ 1; one can color Z+ in such a way that for all a ϵ Z+ the numbers a, 2a, 3a, ..., na are assigned different colors. Such colorings are referred to as satisfactory. We provide a sufficient condition for guaranteeing the existence of satisfactory colorings and analyze the …
Boundary Element Method (Bem) And Method Of Fundamental Solutions (Mfs) For The Boundary Value Problems Of The 2-D Laplace's Equation,
2011
University of Nevada, Las Vegas
Boundary Element Method (Bem) And Method Of Fundamental Solutions (Mfs) For The Boundary Value Problems Of The 2-D Laplace's Equation, Ermes Anthony Salgado-Ibarra
UNLV Theses, Dissertations, Professional Papers, and Capstones
In this thesis we study the solution of the two dimensional Laplace equation by the boundary Element method (BEM) and the method of fundamental solutions (MFS). Both the BEM and MFS used to solve boundary value problems involving the Laplace equation 2-D settings. Both methods rely on the use of fundamental solution of the Laplace's equation (the solution of Laplace's equation in the distributional sense). We will contrast and compare the results we get using the BEM with results we get using the MFS.
Robust 𝒍𝟏 And 𝒍∞ Solutions Of Linear Inequalities,
2011
University of Guilan
Robust 𝒍𝟏 And 𝒍∞ Solutions Of Linear Inequalities, Maziar Salahi
Applications and Applied Mathematics: An International Journal (AAM)
Infeasible linear inequalities appear in many disciplines. In this paper we investigate the 𝑙1 and 𝑙∞ solutions of such systems in the presence of uncertainties in the problem data. We give equivalent linear programming formulations for the robust problems. Finally, several illustrative numerical examples using the cvx software package are solved showing the importance of the robust model in the presence of uncertainties in the problem data.
A New Algorithm For Solving Shortest Path Problem On A Network With Imprecise Edge Weight,
2011
Thapar University
A New Algorithm For Solving Shortest Path Problem On A Network With Imprecise Edge Weight, Amit Kumar, Manjot Kumar
Applications and Applied Mathematics: An International Journal (AAM)
Nayeem and Pal (Shortest path problem on a network with imprecise edge weight, Fuzzy Optimization and Decision Making 4, 293-312, 2005) proposed a new algorithm for solving shortest path problem on a network with imprecise edge weight. In this paper the shortcomings of the existing algorithm, (Nayeem and Pal, 2005) are pointed out and to overcome these shortcomings a new algorithm is proposed. To show the advantages of the proposed algorithm over existing algorithm the numerical examples presented in (Nayeem and Pal, 2005) are solved using the proposed algorithm and obtained results are discussed.
Algebraic Properties Of Killing Vectors For Lorentz Metrics In Four Dimensions,
2011
Utah State University
Algebraic Properties Of Killing Vectors For Lorentz Metrics In Four Dimensions, Jesse W. Hicks
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
Four-dimensional space-times with symmetry play a central role in the theory of general relativity. In 1961, in the book Einstein Spaces, A.Z. Petrov gave a complete local classification of four-dimensional space-times based upon their local isometry group, that is, their Lie algebra of Killing vector fields. In this report we discuss algebraic and geometric properties of these Lie algebras. A database of these properties has been computed for the five-dimensional Lie algebras of Killing vectors found in Petrov. As an application of our work, we present dieomorphisms between a few pairs of these Lie algebras of Killing vectors.
