SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM [PDF]
Mathematical Finance, 2002 This paper discusses separablc term structure diffusion models in an arbitrage‐free environment. Using general consistency results we exploit the interplay between the diffusion coefficients and the functions determining the forward curve. We introduce the particular class of polynomial term structure models.
Damir Filipović, Filipovic, Damir
exaly +5 more sources
The growth of the maximal term of Dirichlet series
Karpatsʹkì Matematičnì Publìkacìï, 2018 Let $\Lambda$ be the class of nonnegative sequences $(\lambda_n)$ increasing to $+\infty$, $A\in(-\infty,+\infty]$, $L_A$ be the class of continuous functions increasing to $+\infty$ on $[A_0,A)$, $(\lambda_n)\in\Lambda$, and $F(s)=\sum a_ne^{s\lambda_n}$
P.V. Filevych, O.B. Hrybel
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Wiman’s Type Inequality in Multiple-Circular Domain
Axioms, 2021 In the paper we prove for the first time an analogue of the Wiman inequality in the class of analytic functions f∈A0p(G) in an arbitrary complete Reinhard domain G⊂Cp, p∈N represented by the power series of the form f(z)=f(z1,⋯,zp)=∑‖n‖=0+∞anzn with the ...
Andriy Kuryliak, Oleh Skaskiv
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Karpatsʹkì Matematičnì Publìkacìï, 2021 For an entire function and an analytic in the unit disk function the growth of the Hadamard composition of their Gelfond-Leont'ev derivatives is investigated in terms of generalized orders.
O.M. Mulyava, M.M. Sheremeta
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REGULAR GROWTH OF DIRICHLET SERIES OF THE CLASS 𝐷(Φ) ON CURVES OF BOUNDED 𝐾-SLOPE
Проблемы анализа, 2023 We study the asymptotic behavior of the sum of en- tire Dirichlet series with positive exponents on curves of a bounded slope going in a certain way to infinity.
N. N. Aitkuzhina +2 more
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Relationship between walking speed, respiratory muscle strength, and dynamic balance in community-dwelling older people who required long-term care or support and used a daycare center [PDF]
PeerJ, 2023 Background Focusing on the relationship between frail older people and gait speed is vital to minimize the need for long-term care or increased support.
Takumi Jiroumaru +5 more
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Wiman's type inequality for analytic and entire functions and $h$-measure of an exceptional sets
Karpatsʹkì Matematičnì Publìkacìï, 2020 Let $\mathcal{E}_R$ be the class of analytic functions $f$ represented by power series of the form $f(z)=\sum\limits\limits_{n=0}^{+\infty}a_n z^n$ with the radius of convergence $R:=R(f)\in(0;+\infty].$ For $r\in [0, R)$ we denote the maximum modulus by
O.B. Skaskiv, A.O. Kuryliak
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Note to the behavior of the maximal term of Dirichlet series absolutely convergent in half-plane
Математичні Студії, 2021 By $S_0(\Lambda)$ denote a class of Dirichlet series $F(s)=\sum_{n=0}^{\infty}a_n\exp\{s\lambda_n\} (s=\sigma+it)$ with an increasing to $+\infty$ sequence $\Lambda=(\lambda_n)$ of exponents ($\lambda_0=0$) and the abscissa of absolute convergence ...
M.M. Sheremeta
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Growth estimates for the maximal term and central exponent of the derivative of a Dirichlet series
Karpatsʹkì Matematičnì Publìkacìï, 2020 Let $A\in(-\infty,+\infty]$, $\Phi:[a,A)\to\mathbb{R}$ be a continuous function such that $x\sigma-\Phi(\sigma)\to-\infty$ as $\sigma\uparrow A$ for every $x\in\mathbb{R}$, $\widetilde{\Phi}(x)=\max\{x\sigma -\Phi(\sigma):\sigma\in [a,A)\}$ be the Young ...
S.I. Fedynyak, P.V. Filevych
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Stationary Schrödinger Equation and Darwin Term from Maximal Entropy Random Walk
Particles, 2023 We describe particles in a potential by a special diffusion process, the maximal entropy random walk (MERW) on a lattice. Since MERW originates in a variational problem, it shares the linear algebra of Hilbert spaces with quantum mechanics. The Born rule
Manfried Faber
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