Results 11 to 20 of about 1,393,167 (288)
Asymptotic Expansion of Risk-Neutral Pricing Density
International Journal of Financial Studies, 2018 A new method for pricing contingent claims based on an asymptotic expansion of the dynamics of the pricing density is introduced. The expansion is conducted in a preferred coordinate frame, in which the pricing density looks stationary.
Thomas Mazzoni
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MHD Flow due to the Nonlinear Stretching of a Porous Sheet
Advances in Mathematical Physics, 2016 The MHD flow due to the nonlinear stretching of a porous sheet is investigated. A closed form solution is obtained when the stretching rate is inversely proportional to the distance from the origin.
Tarek M. A. El-Mistikawy
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Asymptotic expansion of closed orbits in homology classes for Anosov flows. [PDF]
, 2004 In this paper we give an asymptotic expansion including error terms for the number of closed orbits in the homology classes for homological full Anosov flows. In particular we obtain formulae concerning the coefficients of error terms which depend on the
Liu, Dongsheng
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Abstract and Applied Analysis, 2012 We study the nonsteady Stokes flow in a thin tube structure composed by two thin rectangles with lateral elastic boundaries which are connected by a domain with rigid boundaries.
R. Fares, G. P. Panasenko, R. Stavre
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Integral Representation and Asymptotic Expansion for Hypergeometric Coherent States
Mathematics, 2022 An integral representation is found for hypergeometric coherent states. It contains a generalized hypergeometric function. An asymptotic expansion of hypergeometric coherent states near z=1 is constructed.
Alexander Pereskokov
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Journal of Mathematical Analysis and Applications, 1996 Let \(\{V_n\}\) be a sequence of vector spaces with \(V_{n + 1} \subseteq V_n\) for \(n = 0,1,2, \dots\). A series \(\sum^\infty_{n = 0} v_n\) with \(v_n \in V_n\) is called a pre-asymptotic expansion of \(v \in V_0\), written \(v \sim \sum^\infty_{n = 0} v_n\) with respect to \(\{V_n\}\), if \(v - \sum^N_{n = 0} v_n \in V_{N + 1}\) for all \(N ...
Durán, A.L., Estrada, R., Kanwal, R.P.
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Advances in Difference Equations, 2020 The step-type contrast structure for a second order semi-linear singularly perturbed differential-difference equation is studied. Using the methods of boundary function and fractional steps, we construct the formula asymptotic expansion of the problem ...
Mei Xu, Bingxian Wang
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Regularization and asymptotic expansion of certain distributions defined by divergent series
International Journal of Mathematics and Mathematical Sciences, 1995 The regularization of the distribution ∑n=−∞∞δ(x−pn). which gives a regularized value to the divergent series ∑n=−∞∞φ(pn) is obtained in several spaces of test functions. The asymptotic expansion as ϵ→0+of series of the type ∑n=0∞φ(ϵ pn) is also obtained.
Ricardo Estrada
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On the Sharp Gårding Inequality for Operators with Polynomially Bounded and Gevrey Regular Symbols
Mathematics, 2020 In this paper, we analyze the Friedrichs part of an operator with polynomially bounded symbol. Namely, we derive a precise expression of its asymptotic expansion.
Alexandre Arias Junior, Marco Cappiello
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An asymptotic expansion for a ratio of products of gamma functions
International Journal of Mathematics and Mathematical Sciences, 2000 An asymptotic expansion of a ratio of products of gamma functions is derived. It generalizes a formula which was stated by Dingle, first proved by Paris, and recently reconsidered by ...
Wolfgang Bühring
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