Results 51 to 60 of about 1,393,167 (288)
Journal of Mathematical Analysis and Applications12 ...
Nageshwar, Rohit +2 more
openaire +2 more sources
, 2021 In the present paper we study the asymptotic expansion for a Black–Scholes model with small noise stochastic jump-diffusion interest rate. In particular, we consider the case when the small perturbation is due to a general, but small, noise of Lévy type.
Luca Di Persio +3 more
core +1 more source
Advanced Science, EarlyView.Computational simulations of tumor evolution are increasingly used to infer the rules underlying cancer growth, with the goal of one day recommending tailored treatments. Here we show that the properties of lung cancer sequencing data are best replicated by a model which assumes that cells compete both to proliferate and survive. ABSTRACT Computational
Helena Coggan +5 more
wiley +1 more source
On the Asymptotic Expansions of the (p,k)-Analogues of the Gamma Function and Associated Functions
AxiomsGeneral asymptotic expansion of the (p,k)-gamma function is obtained and various approaches to this expansion are studied. The numerical precision of the derived asymptotic formulas is shown and compared.
Tomislav Burić
doaj +1 more source
A Justification of Two-Dimensional Nonlinear Viscoelastic Shells Model
Abstract and Applied Analysis, 2012 By applying formal asymptotic analysis and Laplace transformation, we obtain two-dimensional nonlinear viscoelastic shells model satisfied by the leading term of asymptotic expansion of the solution to the three-dimensional equations.
Fushan Li
doaj +1 more source
Zero-order Approximation of Three-time Scale Singular Linear-quadratic Optimal Control Problem
Моделирование и анализ информационных систем, 2015 This paper is devoted to the construction of a zero-order approximation of the solution of a three-time scale singular perturbed linear-quadratic optimal control problem with the help of the direct scheme method.
M. A. Kalashnikova
doaj +1 more source
Embedding asymptotically expansive systems
Monatshefte für Mathematik, 2017 We prove a Krieger like embedding theorem for asymptotically expansive systems with the small boundary property. We show that such a system $(X; T)$ embeds in the $K$-full shift with $h_{top}(T) < \log K $ and $\sharp Per_n(X; T) \leq \sharp Per_n(\{1,...,K\}^{\mathbb{Z}};σ)$ for any integer $n$.
openaire +4 more sources
Learning Work Function via Implicit Reasoning on Electrostatic Potential Landscapes
Advanced Science, EarlyView.StructPot‐CLR establishes a cross‐modal contrastive learning framework that aligns the crystal structures of 2D materials with plane‐averaged electrostatic potential landscapes for physically informed work‐function prediction. The model achieves an MAE of 0.265 eV and an R2 of 0.902 on the held‐out test set while accurately preserving key morphological
Haoyu Wan, Yue Wu, Tianhao Su, Deng Pan
wiley +1 more source
Asymptotic Expansion Approaches in Finance: Applications to Currency Options [PDF]
This chapter presents a basic of the methodology so-called an asymptotic expansion approach, and applies this method to approximation of prices of currency options with a libor market model of interest rates and stochastic volatility models of spot ...
Kohta Takehara, Akihiko Takahashi
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"Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems" [PDF]
This paper reviews the asymptotic expansion approach based on Malliavin-Watanabe Calculus in Mathematical Finance. We give the basic formulation of the asymptotic expansion approach and discuss its power and usefulness to solve important problems arised ...
Naoto Kunitomo, Akihiko Takahashi
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