We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where this latter one admits a canonical integral representation under the assumption of pure non-determinism. We apply the...

In this paper, we establish a version of the Feynman–Kac formula for multidimensional stochastic heat equation driven by a general semimartingale. This Feynman–Kac formula is then applied to study some nonlinear stochastic heat equations driven by nonhomogeneous Gaussian noise: first, an...

We consider parametric primal and dual Ky Fan inequalities in metric linear spaces. Sufficient conditions for Hölder continuity of solutions are established. Many examples are provided to illustrate the essentialness of the imposed assumptions and advantages of the results over existing ones....

In this paper, we study the semilocal convergence on a class of improved Chebyshev methods for solving nonlinear equations in Banach spaces. Different from the results for Chebyshev method considered in Hernández and Salanova (J Comput Appl Math 126:131–143, <CitationRef CitationID="CR5">2000</CitationRef>), these methods are free from...</citationref>

In this paper, we investigate the fractal scaling behaviors of foreign currency exchange rates with respect to Malaysian currency, Ringgit Malaysia. These time series are examined piecewise before and after the currency control imposed in 1st September 1998 using the monofractal model based on...