Search Results - subject:"Riemann"

Analysis of kinematic waves arising in diverging traffic flow models

Jin, Wen-Long - In: Transportation science : a journal of the Institute for … 49 (2015) 1, pp. 28-45

Persistent link: https://www.econbiz.de/10010496889

Symmetries and exact solutions of the time fractional Harry-Dym equation with Riemann–Liouville derivative

Huang, Qing; Zhdanov, Renat - In: Physica A: Statistical Mechanics and its Applications 409 (2014) C, pp. 110-118

In this paper, group analysis of the time fractional Harry-Dym equation with Riemann–Liouville derivative is performed …

Persistent link: https://www.econbiz.de/10010871796

Efficient discretization of stochastic integrals

Fukasawa, Masaaki - In: Finance and Stochastics 18 (2014) 1, pp. 175-208

Sharp asymptotic lower bounds on the expected quadratic variation of the discretization error in stochastic integration are given when the integrator admits a predictable quadratic variation and the integrand is a continuous semimartingale with nondegenerate local martingale part. The theory...

Persistent link: https://www.econbiz.de/10010847058

Factoring analytic multivariate polynomials and non-standard Cauchy–Riemann conditions

Recio, Tomas; Sendra, J.-Rafael; Tabera, Luis-Felipe; … - In: Mathematics and Computers in Simulation (MATCOM) 104 (2014) C, pp. 43-57

polynomials, which seem to be new even in the context of Complex Analysis. Moreover, we extend the well-known Cauchy–Riemann …

Persistent link: https://www.econbiz.de/10011050244

Efficient discretization of stochastic integrals

Fukasawa, Masaaki - In: Finance and stochastics 18 (2014) 1, pp. 175-208

Persistent link: https://www.econbiz.de/10010235454

Inventory model of a deteriorating item with price and credit linked fuzzy demand : a fuzzy differential equation approach

Guchhait, Partha; Maiti, Manas Kumar; Maiti, Manoranjan - In: Opsearch : journal of the Operational Research Society … 51 (2014) 3, pp. 321-353

Persistent link: https://www.econbiz.de/10010508009

Fractional Diffusion Models of Option Prices in Markets with Jumps

Cartea, Alvaro; del-Castillo-Negrete, Diego - Birkbeck, Department of Economics, Mathematics & Statistics - 2006

Most of the recent literature dealing with the modeling of financial assets assumes that the underlying dynamics of equity prices follow a jump process or a Levy process. This is done to incorporate rare or extreme events not captured by Gaussian models. Of those financial models proposed, the...

Persistent link: https://www.econbiz.de/10005811530

A lattice gas of prime numbers and the Riemann Hypothesis

Vericat, Fernando - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 19, pp. 4516-4522

several challenging mathematical problems, particularly the Riemann Hypothesis. Most of these kinds of contributions are … the real part of the non-trivial zeros of the Riemann zeta function extremizes the grand potential corresponding to a … simple model of one-dimensional classical lattice gas, the critical point being located at 1/2 as the Riemann Hypothesis …

Persistent link: https://www.econbiz.de/10010874161

On the integral of fractional Poisson processes

Orsingher, Enzo; Polito, Federico - In: Statistics & Probability Letters 83 (2013) 4, pp. 1006-1017

In this paper, we consider the Riemann–Liouville fractional integral Nα,ν(t)=1Γ(α)∫0t(t−s)α−1Nν(s)ds, where Nν(t), t≥0 …

Persistent link: https://www.econbiz.de/10011039784

Markov processes on the adeles and Chebyshev function

Yasuda, Kumi - In: Statistics & Probability Letters 83 (2013) 1, pp. 238-244

-free region of the Riemann zeta function, are represented by the expectation of the first exit time for these processes from the …

Persistent link: https://www.econbiz.de/10010593927