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Mathematics: Recent submissions
Now showing items 101-120 of 462
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Application of stochastic differential equations to option pricing
(University of Kansas, 2016-05-31)The financial world is a world of random things and unpredictable events. Along with the innovative development of diversity and complexity in modern financial market, there are more and more financial derivative emerged ... -
Some Studies on Parameter Estimations
(University of Kansas, 2016-05-31)Parameter estimation has wide applications in such fields as finance, biological science, weather prediction, oil deposit detection, etc. Researchers are particularly interested in reconstructing some unknown parameters ... -
Depth and Associated Primes of Modules over a Ring
(University of Kansas, 2016-05-31)This thesis consists of three main topics. In the first topic, we let $R$ be a commutative Noetherian ring, $I,J$ ideals of $R$, $M$ a finitely generated $R$-module and $F$ an $R$-linear covariant functor. We ask whether ... -
Convergence Properties of Hausdorff Closed Spaces
(University of Kansas, 2016-05-31)The purpose of this work is to study the topological property of Hausdorff closedness as a purely convergence theoretic property. It is the author's opinion that this perspective proves to be a natural one from which to ... -
Numerical solutions of rough differential equations and stochastic differential equations
(University of Kansas, 2016-05-31)In this dissertation, we investigate time-discrete numerical approximation schemes for rough differential equations and stochastic differential equations (SDE) driven by fractional Brownian motions (fBm). The dissertation ... -
Generalized Fixed-Point Algebras for Twisted C*-Dynamical Systems
(University of Kansas, 2016-05-31)In his paper “Generalized Fixed Point Algebras and Square-Integrable Group Actions,” Ralf Meyer showed how to construct generalized fixed-point algebras for C*-dynamical systems via their square-integrable representations ... -
Three Dimensional Jacobian Derivations And Divisor Class Groups
(University of Kansas, 2016-05-31)In this thesis, we use P. Samuel's purely inseparable descent methods to investigate the divisor class groups of the intersections of pairs of hypersurfaces of the form $w_1^p=f$, $w_2^p=g$ in affine $5$-space with $f$, ... -
The Lattice of Compactifications of a Locally Compact Space
(University of Kansas, 2016-05-31)This is an expanded version of [5] by Magill. The results of [5] are proven with greater detail and any result stated in [5] but not proven is proven here. Let K (X) and K (Y) be used to indicate the lattice of Hausdorff ... -
Analytical line geometry of the plane
(University of Kansas, 1927) -
Dynamics of A Degenerate Fokker-Planck Equation and Its Application
(University of Kansas, 2015-12-31)In this project, a Fokker-Planck equation with two singular points is studied. The equation is derived from a stochastic evolution equation, LMM-SABR model, which is widely used in financial industry. It is difficult to ... -
Reflected diffusions and applications to finance and operations management
(University of Kansas, 2015-12-31)This dissertation provides explicit solutions to four special stochastic optimal control problems for reflected diffusions and Markov modulated reflected diffusions. The main mathematical tool that we use is the ergodic ... -
Fractional Diffusion in Gaussian Noisy Environment
(University of Kansas, 2015-12-31)Three types of stochastic partial differential equations are studied in this dissertation. We prove the existence and uniqueness of the solutions and obtain some properties of the solutions. Chapter 3 studies the linear ... -
Envelopes
(University of Kansas, 1928) -
On algebraic curves having variable eccentricity
(University of Kansas, 1926) -
Duality in Euclidean geometry
(University of Kansas, 1928) -
The classification of conics in modular geometries
(University of Kansas, 1927) -
Simplicial and Cellular Trees
(Springer International Publishing, 2016-04-16)Much information about a graph can be obtained by studying its spanning trees. On the other hand, a graph can be regarded as a 1-dimensional cell complex, raising the question of developing a theory of trees in higher ... -
A Non-Partitionable Cohen-Macaulay Simplicial Complex
(Elsevier, 2016-08-20)A long-standing conjecture of Stanley states that every Cohen–Macaulay simplicial complex is partitionable. We disprove the conjecture by constructing an explicit counterexample. Due to a result of Herzog, Jahan and Yassemi, ... -
Points uniquely associated with a point on a curved surface
(University of Kansas, 1928) -
The function H(z)
(University of Kansas, 1928)