Results 11 to 20 of about 507,473 (299)
A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2020 This paper derives a simple closed-form formula for the n th conditional moment of the Ornstein-Uhlenbeck (O-U) process, for any positive integer n. The system of recursive ordinary differential equations (ODEs) associated with the n th conditional ...
Kittisak Chumpong +2 more
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A closed-form formula for the conditional expectation of the extended CIR process [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2020 This paper is an extension to a recent paper by Rujivan (2016), in which we derive a closed-form formula for the conditional expectation of the valuation process, defined by , : T s t t r s ds r u du T t T T s t
Nopporn Thamrongrat, Sanae Rujivan
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Closed-form formula for a classical system of matrix equations
Arab Journal of Basic and Applied Sciences, 2022 Keeping in view the latest development of anti-Hermitian matrix in mind, we construct some closed form formula for a classical system of matrix equations having anti-Hermitian nature in this paper.
Abdur Rehman +4 more
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Modulation Format Dependent, Closed-Form Formula for Estimating Nonlinear Interference in S+C+L Band Systems [PDF]
European Conference on Optical Communication, 2020 A closed-form formula for the nonlinear interference estimation of arbitrary modulation formats in ultra-wideband transmission systems is presented. Enabled by the proposed approach, the formula is applied to the entire S+C+L band (20 THz) and validated ...
Daniel Semrau +5 more
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Closed-form formulae for inflation correlators
Journal of High Energy Physics, 2023 Abstract We derive exact and closed-form expressions for a large class of two-point and three-point inflation correlators with the tree-level exchange of a single massive particle. The intermediate massive particle is allowed to have arbitrary mass, spin, chemical potential, and arbitrary nonderivative or derivative couplings to ...
Zhehan Qin, Zhong-Zhi Xianyu
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Closed-Form Expressions of Upper Bound for Polarization-MDCSK System
Entropy, 2023 The performance analysis of polarization M-ary differential chaos shift keying (P-MDCSK) has been expressed using a tight upper bound with the Q-function. However, evaluating the Q-function directly is not a closed expression and there has been less work
Meiyuan Miao, Lin Wang, Weikai Xu
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Closed forms of the Zassenhaus formula
Journal of Physics A: Mathematical and Theoretical, 2023 Abstract The Zassenhaus formula finds many applications in theoretical physics or mathematics, from fluid dynamics to differential geometry. The non-commutativity of the elements of the algebra implies that the exponential of a sum of operators cannot be expressed as the product of exponentials of operators.
Léonce Dupays, Jean-Christophe Pain
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, 2021 In this paper, a closed-form approximate formula for estimating the maximum resonant response of beam bridges on viscoelastic supports (VS) under moving loads is proposed. The methodology is based on the discrete approximation of the fundamental vertical
Abbas Zangeneh +3 more
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On a nonlinear second-order difference equation
Journal of Inequalities and Applications, 2022 We study a nonlinear second-order difference equation which considerably extends some equations in the literature. Our main result shows that the difference equation is solvable in closed form. Some applications of the main result are also given.
Stevo Stević +3 more
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Mathematics, 2021 At present, the study concerning pricing variance swaps under CIR the (Cox–Ingersoll–Ross)–Heston hybrid model has achieved many results; however, due to the instantaneous interest rate and instantaneous volatility in the model following the Feller ...
Chen Mao, Guanqi Liu, Yuwen Wang
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