Results 21 to 30 of about 23,214 (312)
Precise asymptotics: robust stochastic volatility models
, 2021 International audienceWe present a new methodology to analyze large classes of (classical and rough) stochastic volatility models, with special regard to short-time and small noise formulae for option prices.
Pigato, Paolo +2 more
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Application of uniform asymptotics to the fifth Painlevé transcendant
International Journal of Mathematics and Mathematical Sciences, 2002 We apply the uniform asymptotics method to the fifth Painlevé transcendants, find its asymptotics of the form y=−1+t−1/2A(t) as t→∞ along the positive t-axis, and obtain the corresponding monodromy data.
Youmin Lu, Zhoude Shao
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Axioms, 2021 A refined asymptotics of the Jacobi theta functions and their logarithmic derivatives have been received. The asymptotics of the Nevanlinna characteristics of the indicated functions and the arbitrary elliptic function have been found.
Mykola Korenkov, Yurii Kharkevych
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Orthogonal Polynomials, Paraorthogonal Polynomials, and Point Perturbation [PDF]
, 2009 This thesis consists of three parts. Part 1 starts with an introduction to orthogonal polynomials, to be followed by some well-known theorems pertinent to the results we shall discuss.
Wong, Manwah Lilian
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On the number of partitions of a number into distinct divisors [PDF]
Notes on Number Theory and Discrete MathematicsLet p_{dsd}(n) be the number of partitions of n into distinct squarefree divisors of n. In this note, we find a lower bound for p_{dsd}(n), as well as a sequence of n for which p_{dsd} (n) is unusually large.
Noah Lebowitz-Lockard, Joseph Vandehey
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On the cardinality of layers in some partially ordered sets
Учёные записки Казанского университета: Серия Физико-математические науки, 2020 In this paper, we explicitly calculated additional terms of cardinality asymptotics of layers in the n-dimensional k-valued lattice Enk for odd k as n → ∞. The main term had been previously determined by V.B.
T.V. Andreeva, Yu.S. Semenov
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Indecomposable permutations with a given number of cycles [PDF]
Discrete Mathematics & Theoretical Computer Science, 2009 A permutation $a_1a_2 \ldots a_n$ is $\textit{indecomposable}$ if there does not exist $p \lt n$ such that $a_1a_2 \ldots a_p$ is a permutation of $\{ 1,2, \ldots ,p\}$.
Robert Cori, Claire Mathieu
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Asymptotics of density distributions, momentum distributions and form factors of three-nucleon nuclei [PDF]
Ядерна фізика та енергетика, 2010 The structure functions of three-nucleon nuclei 3H and 3He are investigated, and asymptotics of density distributions of nucleons at large distances are established using bound state wave functions with high precision.
D. V. Piatnytskyi, I. V. Simenog
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Asymptotics for Solutions of Harmonic Oscillator with Integral Perturbation
Моделирование и анализ информационных систем, 2017 We construct the asymptotics for solutions of a harmonic oscillator with integral perturbation when the independent variable tends to infinity. The specific feature of the considered integral perturbation is an oscillatory decreasing character of its ...
Pavel N. Nesterov
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Structural Mechanics of Engineering Constructions and Buildings, 2020 The aim of the work - to propose a scheme and analytical calculation of a statically definable planar truss with a suspended lower belt. Methods. The formula for the dependence of the deflection of the truss under the action of a uniform load on the ...
Mikhail N. Kirsanov
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