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Mathematics: Recent submissions
Now showing items 381-400 of 462
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Central limit theorem for an additive functional of the fractional Brownian motion II
(Institute of Mathematical Statistics (IMS), 2013-09-01) -
Central limit theorem for a Stratonovich integral with Malliavin calculus
(Institute of Mathematical Statistics, 2013)The purpose of this paper is to establish the convergence in law of the sequence of “midpoint” Riemann sums for a stochastic process of the form f′(W)f′(W), where WW is a Gaussian process whose covariance function satisfies ... -
Another definition of an Euler class group of a Noetherian ring
(Rocky Mountain Mathematics Consortium, 2013-06-03) -
A new algorithm for computing class groups of Zariski surfaces
(SpringerOpen, 2013-03-06) -
Is It Too Late to Learn Mathematics? Minority and Non-traditional Students Show There is a Second Chance
(American Mathmatical Society, 2013-02)No Abstract. -
Optimal Contool for a Mixed Flow of Hamiltonian and Gradient Type in Space of Probability Measures
(American Mathmatical Society, 2013-08)Abstract. In this paper we investigate an optimal control problem in the space of measures on R2. The problem is motivated by a stochastic interacting particle model which gives the 2-D Navier-Stokes equations in their ... -
Decent intersection and Tor-rigidity for modules over local hypersurfaces
(American Mathematical Society, 2013-10-01) -
Limit Domains in Several Complex Variables
(University of Kansas, 2013-12-31)In this thesis we demonstrated the existence of domains in C^2 evidencing both intrinsic phenomena of C^n, n 1, and different types of boundary smoothness. We constructed these domains by taking limits of preimages of ... -
On the spectra of simplicial rook graphs
(2014-05-05)The \emph{simplicial rook graph} $\SR(d,n)$ is the graph whose vertices are the lattice points in the $n$th dilate of the standard simplex in $\mathbb{R}^d$, with two vertices adjacent if they differ in exactly two ... -
Finding Eigenvalues of Unitary Matrices
(University of Kansas, 2013-12-31)The study introduces methods of finding eigenvalues for unitary matrices and pencils. Bunse-Gerstner and Elsner ([2]) proposed an algorithm of using the Schur parameter pencil to solve eigenproblems for unitary matrices ... -
Bilinear Littlewood-Paley Square Functions and Singular Integrals
(University of Kansas, 2013-05-31)In this dissertation we further develop the bilinear theory of vector valued Calderoón-Zygmund operators, Littlewood-Paley square functions, and singu- lar integral operators. These areas of harmonic analysis are motivated ... -
Some application of Malliavin calculus to SPDE and convergence of densities
(University of Kansas, 2013-05-31)Some applications of Malliavin calculus to stochastic partial differential equations (SPDEs) and to normal approximation theory are studied in this dissertation. In Chapter 3, a Feynman-Kac formula is established for a ... -
The Rebate Value Process with Some Applications
(University of Kansas, 2013-08-31)In the pricing of credit derivatives default is modelled as a stopping time and prices are typically determined by separation of cash-flows before and at default. In a general risk-neutral valuation setting, this technique ... -
Dynamics of Poisson-Nernst-Planck systems and applications to ionic channels
(University of Kansas, 2013-08-31)Dynamics of Poisson-Nernst-Planck systems and its applications to ion channels are studied in this dissertation. The Poisson-Nernst-Planck systems serve as basic electro-diffusion equations modeling, for example, ion flow ... -
Central Limit Theorems for Some Symmetric Stochastic Integrals
(University of Kansas, 2013-08-31)The problem of stochastic integration with respect to fractional Brownian motion (fBm) with H 1/4, but not in general if H 1/2. This result approximates an fBm version of Spitzer's theorem for planar Brownian motion. -
Simulation Methods Comparison and Parameter Estimation for a Fractional Stochastic Volatility Model with Application in Stock Price Analysis
(University of Kansas, 2013-08-31)This paper studies continuous-time stock pricing models with stochastic volatility driven by fractional Brownian motion. We compare two ways for simulating the paths of stochastic volatility and stock price when the Hurst ... -
Numerical Methods for Parameter Estimation in Stochastic Systems
(University of Kansas, 2013-05-31)The objective of this work is to provide numerical simulations in support of a collection of existing results on estimation in two distinct types of stochastic systems. In the first chapter, we consider a linear time-invariant ... -
Quotients of Metric Spaces
(The University of Kansas, 1968)The question of when a given property of a topological space is preserved under mappings is one of the most familiar problems of general topology. Among the properties of greatest interest for general spaces is, without ... -
Neutral Equations of Mixed Type
(University of Kansas, 2012-12-31)In this dissertation we consider neutral equations of mixed type. In particular, we con- sider the associated linear Fredholm theory and nerve fiber models that are written as systems of neutral equations of mixed type. ... -
Super-Stretched and Countable Cohen-Macaulay Type
(University of Kansas, 2012-08-12)This dissertation defines what it means for a Cohen-Macaulay ring to to be super-stretched. In particular, a super-stretched Cohen-Macaulay ring of positive dimension has h-vector (1), (1,n), or (1,n,1). It is shown that ...