Results 21 to 30 of about 52 (52)
Semigroup theory applied to options
Journal of Applied Mathematics, Volume 2, Issue 3, Page 131-139, 2002., 2002 Black and Scholes (1973) proved that under certain assumptions about the market place, the value of a European option, as a function of the current value of the underlying asset and time, verifies a Cauchy problem. We give new conditions for the existence and uniqueness of the value of a European option by using semigroup theory.
D. I. Cruz-Báez +1 more
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New inversion formulas for the Krätzel transformation
International Journal of Mathematics and Mathematical Sciences, Volume 25, Issue 4, Page 253-263, 2001., 2001 We study in distributional sense by means of the kernel method an integral transform introduced by Krätzel. It is well known that the cited transform generalizes to the Laplace and Meijer transformation. Properties of analyticity, boundedness, and inversion theorems are established for the generalized transformation.
Domingo Israel Cruz-Báez +1 more
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Fourier transforms of Lipschitz functions on certain Lie groups
International Journal of Mathematics and Mathematical Sciences, Volume 27, Issue 7, Page 439-448, 2001., 2001 We study the order of magnitude of the Fourier transforms of certain Lipschitz functions on the special linear group of real matrices of order two.
M. S. Younis
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An approximate analytic solution of a particular boundary value problem
International Journal of Mathematics and Mathematical Sciences, Volume 27, Issue 8, Page 513-520, 2001., 2001 This note is concerned with the three‐dimensional quasi‐steady‐state heat conduction equation subject to certain boundary conditions in the whole x′y′‐plane and finite in z′‐direction. This type of boundary value problem arises in laser welding process. The solution to this problem can be represented by an integral using Fourier analysis. This integral
Ugur Tanriver, Aravinda Kar
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Journal of Mathematics, Volume 2026, Issue 1, 2026.This paper presents a generalized Laplace transform, denoted by Lϕ, defined through a strictly increasing kernel function ϕ(t). Unlike prior works that focus on formal definitions, our framework unifies classical, Gaussian, and Mellin‐type transforms while providing a systematic operational calculus.
Rubayyi T. Alqahtani +2 more
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The Fourier transforms of Lipschitz functions on the Heisenberg group
International Journal of Mathematics and Mathematical Sciences, Volume 24, Issue 1, Page 5-9, 2000., 2000 We study the order of magnitude of the Fourier transforms of certain Lipschitz functions on the Heisenberg group Hn. We compare our conclusions with some previous results in the field.
M. S. Younis
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Hankel transforms in generalized Fock spaces
International Journal of Mathematics and Mathematical Sciences, Volume 17, Issue 2, Page 259-272, 1994., 1993 A classical Fock space consists of functions of the form, where ϕ0 ∈ ℂ and ϕq ∈ Lp(ℝq), q ≥ 1. We will replace the ϕq, q ≥ 1 with test functions having Hankel transforms. This space is a natural generalization of a classical Fock space as seen by expanding functionals having abstract Taylor Series.
John Schmeelk
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On a new approach to convolution constructions
, 1992 International Journal of Mathematics and Mathematical Sciences, Volume 16, Issue 3, Page 435-448, 1993.
S. B. Yakubovich, Shyam L. Kalla
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On defining the generalized functions δα(z) and δn(x)
, 1992 International Journal of Mathematics and Mathematical Sciences, Volume 16, Issue 4, Page 749-754, 1993.
E. K. Koh, C. K. Li
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On higher order geometry on anchored vector bundles
Open Mathematics, 2004 Popescu Paul
doaj +1 more source