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Mathematics: Recent submissions

Now showing items 361-380 of 462

    • Normal, Not Paracompact Spaces 

      Fleissner, William G. (American Mathematical Society, 1982-07-01)
      We describe some recently constructed counterexamples in general topology, including a normal, nonmetrizable Moore space, a normal para-Lindelof, not paracompact space, and a normal, screenable, not paracompact space.

    • Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces 

      Feng, Jin (Institute of Mathematical Statistics, 2006-01-01)
      Large deviation for Markov processes can be studied by Hamilton– Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify ...

    • Short-maturity asymptotics for a fast mean reverting stochastic volatility model 

      Feng, Jin; Forde, Martin; Fouque, Jean-Pierre (Society for Industrial and Applied Mathematics, 2010-02-10)
      In this paper, we study the Heston stochastic volatility model in a regime where the maturity is small but large compared to the mean-reversion time of the stochastic volatility factor. We derive a large deviation principle ...

    • SMALL-TIME ASYMPTOTICS FOR FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS 

      Feng, Jin; Pouque, Jean-Pierre; Kuman, Rohini (Institute of Mathematical Statistics, 2012-01-01)
      In this paper, we study stochastic volatility models in regimes where the maturity is small, but large compared to the mean-reversion time of the stochastic volatility factor. The problem falls in the class of averaging/ ...

    • Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion 

      Duncan, Tyrone E.; Maslowski, Bozenna J.; Pasik-Duncan, Bozenna (Society for Industrial and Applied Mathematics, 2009-02-01)
      The solutions of a family of semilinear stochastic equations in a Hilbert space with a fractional Brownian motion are investigated. The nonlinear term in these equations has primarily only a growth condition assumption. ...

    • Linear-quadratic fractional Gaussian control 

      Duncan, Tyrone E.; Pasik-Duncan, Bozenna (Society for Industrial and Applied Mathematics, 2013-01-01)
      In this paper a control problem for a linear stochastic system driven by a noise process that is an arbitrary zero mean, square integrable stochastic process with continuous sample paths and a cost functional that is ...

    • On the solutions of a stochastic control system II 

      Duncan, Tyrone E.; Varaiya, Pravin (Society for Industrial and Applied Mathematics, 1975-01-01)
      This paper presents generalizations of the work in [1], [2] to include controlled stochastic processes which take values in a certain class of Frechet spaces. The crucial result is an extension of Girsanov’s technique for ...

    • On the solutions of a stochastic control system 

      Duncan, Tyrone E.; Varaiya, Pravin (Society for Industrial and Applied Mathematics, 1971-01-01)
      The control system considered in this paper is modeled by the stochastic differential equation dx(t, to) f(t, x(., o), u(t, to)) dt + dB(t, to), where B is n-dimensional Brownian motion, and the control u is a nonanticipative ...

    • Stochastic control problems and spherical functions on symmetric spaces 

      Duncan, Tyrone E.; Upmeier, Harald (American Mathematical Society, 1995-01-01)
      A family of explicitly solvable stochastic control problems is formulated and solved in noncompact symmetric spaces. The symmetric spaces include all of the classical spaces and four of the exceptional spaces. The ...

    • Linear-quadratic control for stochastic equations in a Hilbert space with a fractional Brownian motion 

      Duncan, Tyrone E.; Maslowski, Bozenna J.; Pasik-Duncan, Bozenna (Society for Industrial and Applied Mathematics, 2012-01-01)
      A linear-quadratic control problem with a finite time horizon for some infinite-dimensional controlled stochastic differential equations driven by a fractional Gaussian noise is formulated and solved. The feedback form of ...

    • Adaptive control for semilinear stochastic systems 

      Duncan, Tyrone E.; Maslowski, Bozenna J.; Pasik-Duncan, Bozenna (Society for Industrial and Applied Mathematics, 2000-01-01)
      An adaptive, ergodic cost stochastic control problem for a partially known, semilinear, stochastic system in an infinite dimensional space is formulated and solved. The solutions of the Hamilton--Jacobi--Bellman equations ...

    • The Arbelos 

      Welch, Gertrude (University of Kansas, 1949-08-01)

    • SIGNS IN THE cd-INDEX OF EULERIAN PARTIALLY ORDERED SETS 

      Bayer, Margaret M. (American Mathematical Society, 2000-12-28)
      A graded partially ordered set is Eulerian if every interval has the same number of elements of even rank and of odd rank. Face lattices of convex polytopes are Eulerian. For Eulerian partially ordered sets, the ag vector ...

    • Coordinate Systems in One and Two Dimensions 

      Wood, Frank Edwin (University of Kansas, 1914-06-01)

    • Negative Diffusion and Traveling Waves in High Dimensional Lattice Systems 

      Hupkes, H. J.; Van Vleck, Erik S. (Society for Industrial and Applied Mathematics, 2013)
      We consider bistable reaction diffusion systems posed on rectangular lattices in two or more spatial dimensions. The discrete diffusion term is allowed to have positive spatially periodic coefficients, and the two spatially ...

    • A Nonoverlapping Domain Decomposition Method for Incompressible Stokes Equations with Continuous Pressures 

      Li, Jing; Tu, Xuemin (Society for Industrial and Applied Mathematics, 2013)
      A nonoverlapping domain decomposition algorithm is proposed to solve the linear system arising from mixed finite element approximation of incompressible Stokes equations. A continuous finite element space for the pressure ...

    • Compact bilinear operators and commutators 

      Bényi, Árpád; Torres, Rodolfo H. (American Mathematical Society, 2013-07-01)
      A notion of compactness in the bilinear setting is explored. Moreover, commutators of bilinear Calderón-Zygmund operators and multiplication by functions in a certain subspace of the space of functions of bounded mean ...

    • Quasi Multiplication and K-groups 

      Lee, Tsiu-Kwen; Sheu, Albert Jeu-Liang (Cambridge University Press, 2013-02-28)
      We give a negative answer to the question raised by Mart Abel about whether his proposed definition of K0 and K1 groups in terms of quasi multiplication is indeed equivalent to the established ones in algebraic K-theory.

    • On the Kalman Filter and Its Variations 

      Lindsey, Theodore S. (University of Kansas, 2014-05-31)
      The objective of this paper is to explore the standard Kalman filter and two non-linear variations. Additionally, we will discuss the derivation of the Kalman filter using Newton's method. Next we will consider the ...

    • Absolute continuity and convergence of densities for random vectors on Wiener chaos 

      Nourdin, Ivan; Nualart, David; Poly, Guillaume (Institute of Mathematical Statistics (IMS), 2013-02-11)
      The aim of this paper is to establish some new results on the absolute continuity and the convergence in total variation for a sequence of d-dimensional vectors whose components belong to a finite sum of Wiener chaoses. ...