Results 191 to 200 of about 360,754 (261)
Rough PDEs for Local Stochastic Volatility Models
Mathematical Finance, EarlyView.ABSTRACT In this work, we introduce a novel pricing methodology in general, possibly non‐Markovian local stochastic volatility (LSV) models. We observe that by conditioning the LSV dynamics on the Brownian motion that drives the volatility, one obtains a time‐inhomogeneous Markov process. Using tools from rough path theory, we describe how to precisely
Peter Bank +3 more
wiley +1 more source
Music Analysis, EarlyView.ABSTRACT Is musical analysis meant to guide performance – or to be based on it? Can a Schenkerian analysis of a piece be corroborated by a performance or an arrangement? This article addresses these questions through a well‐known test case – the first prelude of the first book of Bach's Well‐Tempered Clavier, as analysed by Heinrich Schenker in Five ...
NAPHTALI WAGNER, RAM REUVEN
wiley +1 more source
Solvability of boundary value problems with Riemann-Stieltjes Δ-integral conditions for second-order dynamic equations on time scales at resonance [PDF]
, 2011 Yongkun Li, Jiangye Shu
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Kant's nutshell argument for idealism
Noûs, EarlyView.Abstract The significance or vacuity of the statement, “Everything has just doubled in size,” attracted considerable attention last century from scientists and philosophers. Presenting his conventionalism in geometry, Poincaré insisted on the emptiness of a hypothesis that all objects have doubled in size overnight.
Desmond Hogan
wiley +1 more source
Riemann Integral of Functions from R into Real Normed Space [PDF]
, 2011 Keiichi Miyajima +2 more
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Restoration Ecology, EarlyView.The global decline of seagrasses has prompted numerous restoration efforts. However, these efforts are challenged by ecological feedbacks and the prevalence of stressors. This study investigated the effects of lugworms (Arenicola marina) in a large‐scale eelgrass (Zostera marina) transplanted area. Shoot densities of eelgrass transplants were monitored
Timi L. Banke +4 more
wiley +1 more source
Integral Riemann-Roch formulae for cyclic subgroups of mapping class groups
, 2006 Toshiyuki Akita, Nariya Kawazumi
openalex +2 more sources
Generalization of I.Vekua′s integral representations of holomorphic functions and their application to the Riemann–Hilbert–Poincaré problem [PDF]
, 2011 Vakhtang Kokilashvili +1 more
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Notes on a paper of Tyagi and Holm: A new integral representation for the Riemann Zeta function
, 2007 Michael Milgram
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A new integral representation for the Riemann Zeta function
, 2007 Sandeep Tyagi, Christian Holm
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