Results 21 to 30 of about 6,025 (252)
A note on Wick products and the fractional Black-Scholes model [PDF]
Finance and Stochastics, 2005 In some recent papers (Elliott and van der Hoek 2003; Hu and Oksendal 2003) a fractional Black-Scholes model has been proposed as an improvement of the classical Black-Scholes model (see also Benth 2003; Biagini et al. 2002; Biagini and Oksendal 2004). Common to these fractional Black-Scholes models is that the driving Brownian motion is replaced by a ...
Björk, Tomas, Hult, Henrik
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Wick’s theorem for nonsymmetric normal ordered products and contractions [PDF]
Journal of Mathematical Physics, 1998 We consider arbitrary splits of field operators into two parts; ψ=ψ++ψ−, and use the corresponding definition of normal ordering introduced earlier [T. S. Evans and D. A. Steer, Nucl. Phys. B 474, 481 (1996)]. In this case the normal ordered products and contractions have none of the special symmetry properties assumed in existing proofs of Wick’s ...
Evans, TS, Kibble, TWB, Steer, DA
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Large-scale testing of electro-osmosis with enhanced wick-drain techniques for dewatering iron mine tailing [PDF]
E3S Web of ConferencesIn geotechnical engineering, two conventional methods, electro-osmosis, and wick drains (also known as prefabricated vertical drains or PVD), are commonly employed to mechanically enhance fine-grained saturated soils.
Mahmoudipour Reza
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Analysis of the Aerosol Generated from Tetrahydrocannabinol, Vitamin E Acetate, and Their Mixtures
Toxics, 2022 E-cigarette, or vaping, product use–associated lung injury (EVALI) outbreak was linked to vitamin E acetate (VEA) used as a solvent for tetrahydrocannabinol (THC).
Vladimir B. Mikheev, Alexander Ivanov
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Field theory on noncommutative spacetimes: Quasiplanar Wick products [PDF]
Physical Review D, 2005 We give a definition of admissible counterterms appropriate for massive quantum field theories on the noncommutative Minkowski space, based on a suitable notion of locality. We then define products of fields of arbitrary order, the so-called quasiplanar Wick products, by subtracting only such admissible counterterms.
D. BAHNS +3 more
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Data in Brief, 2020 This article presents a dataset on nitrate, nitrite and dissolved organic carbon (DOC) losses measured for 4 years using lysimeters at the EFELE long-term experimental site (Le Rheu, France).
Thierry Morvan +7 more
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Wick products of the CAR algebra [PDF]
Proceedings of the American Mathematical Society, 1998 The purpose of this paper is to put in a precise mathematical (algebraic) form the Wick products of the CAR algebra. We state in detail the reduction of the ordinary product of Fermi fields in terms of a finite sum of monomials in the creation and annihilation operators in which all creation operators occur to the left of all annihilation operators ...
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Wick Products Under Bogoliubov Transformations on Guichardet–Fock Space
MathematicsWe construct Wick products by creation and annihilation operators on Guichardet–Fock spaces F and obtain commutation relations and s—adapted characters about the Wick products.
Jihong Zhang, Xiaochun Sun
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Morita equivalence bimodules for Wick type star products [PDF]
Journal of Geometry and Physics, 2003 In this paper, the notion of star products with separation of variables on a Kahler manifold is extended to bimodule deformations of (anti-) holomorphic vector bundles over a Kahler manifold. Here the Fedosov construction is appropriately adapted using the geometric data of a connection in the vector bundle.
Neumaier, Nikolai, Waldmann, Stefan
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Wick Analysis for Bernoulli Noise Functionals
Journal of Function Spaces, 2014 A Gel’fand triple S(Ω)⊂L2(Ω)⊂S*(Ω) is constructed of functionals of Z, where Z=(Zn)n∈ℕ is an appropriate Bernoulli noise on a probability space (Ω,ℱ,ℙ). Characterizations are given to both S(Ω) and S*(Ω).
Caishi Wang, Jihong Zhang
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