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  • Articles  (2,679)
  • Mathematics  (2,679)
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  • Articles  (2,679)
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  • 1
    Electronic Resource
    Electronic Resource
    Entropy Production and Information Gain¶in Axiom-A Systems (2000)
    Springer
    Communications in mathematical physics 214 (2000), S. 389-409 
    Details
    ISSN: 1432-0916
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Physics
    Notes: Abstract: Anosov systems are mathematical models for chaotic systems in statistical mechanics and fluid dynamics. Most of these systems enjoy the property of positive entropy production. We introduce the concept of specific information gain (or specific relative entropy) h(μ+,μ−) in Anosov systems and prove that it is identical to the entropy production rate e p (μ+) defined by Ruelle and Gallavotti in Anosov systems. From this point of view, the entropy production rate e p (μ+ characterizes the degree of macroscopic irreversibility of the system.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s002200000277
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  • 2
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    Matching method for emergency plans of highway traffic based on fuzzy sets and rough sets (2015)
    IOS Press
    Details
    Publication Date: 2015-10-28
    Print ISSN: 1064-1246
    Electronic ISSN: 1875-8967
    Topics: Mathematics
    Published by IOS Press
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    PAPER CURRENT
  • 3
    Electronic Resource
    Electronic Resource
    Beltrami algebra and symmetry of the Beltrami equation on Riemann surfaces (1990)
    College Park, Md. : American Institute of Physics (AIP)
    Journal of Mathematical Physics 31 (1990), S. 2543-2547 
    Details
    ISSN: 1089-7658
    Source: AIP Digital Archive
    Topics: Mathematics , Physics
    Notes: It is shown that the Beltrami equation has an infinite-dimensional symmetry, namely the Beltrami algebra, on its solution spaces. The Beltrami algebra with central extension and its supersymmetric version are explicitly found.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.528999
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  • 4
    Electronic Resource
    Electronic Resource
    The potential constraints of the KP system and the corresponding Hamiltonian equations (1994)
    College Park, Md. : American Institute of Physics (AIP)
    Journal of Mathematical Physics 35 (1994), S. 4725-4738 
    Details
    ISSN: 1089-7658
    Source: AIP Digital Archive
    Topics: Mathematics , Physics
    Notes: In this paper all the potential constraints (with or without first-order partial derivatives) of the KP system, from which the associated linear problem can be restricted into a (1+1)-dimensional Hamiltonian equation, are obtained by using the sufficient and necessary condition for a nonlinear equation to be a Hamiltonian system. Some well-known integrable systems, such as (1+1)-dimensional AKNS system, generalized NS system, and several new Hamiltonian equations, are deduced as particular examples.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.530810
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  • 5
    Electronic Resource
    Electronic Resource
    Irreducible representations of braid groups (1992)
    College Park, Md. : American Institute of Physics (AIP)
    Journal of Mathematical Physics 33 (1992), S. 2660-2663 
    Details
    ISSN: 1089-7658
    Source: AIP Digital Archive
    Topics: Mathematics , Physics
    Notes: The irreducible representations of the braid groups, described by the Young patterns, are obtained in terms of a set of commutant operators. The relations between our representations and the monodromy representations based on the minimal representation of the quantum enveloping algebra Uqsl(2) are discussed briefly.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.529586
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  • 6
    Electronic Resource
    Electronic Resource
    A condition for an area-preserving mapping to be in the Engel's form (2000)
    College Park, Md. : American Institute of Physics (AIP)
    Journal of Mathematical Physics 41 (2000), S. 3226-3232 
    Details
    ISSN: 1089-7658
    Source: AIP Digital Archive
    Topics: Mathematics , Physics
    Notes: We establish explicit expressions of restrictions on the coefficients of nonlinear terms in a two-dimensional area-preserving polynomial map imposed by the property of area preserving. We also establish a necessary and sufficient condition for a two-dimensional area-preserving generic polynomial map to be in the Engel's form. The condition is that coefficients of nonlinear terms in the first mapping equation are proportional to the corresponding ones in the second mapping equation. As an application of the results, we discuss how to regain the area-preserving property lost in truncating a two-dimensional area-preserving map. © 2000 American Institute of Physics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.533301
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  • 7
    Electronic Resource
    Electronic Resource
    QUANTO LOOKBACK OPTIONS (2004)
    350 Main Street , Malden , MA 02148 , USA , and 9600 Garsington Road , Oxford OX4 2DQ , UK . : Blackwell Publishers, Inc.
    Mathematical finance 14 (2004), S. 0 
    Details
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: The lookback feature in a quanto option refers to the payoff structure where the terminal payoff of the quanto option depends on the realized extreme value of either the stock price or the exchange rate. In this paper, we study the pricing models of European and American lookback options with the quanto feature. The analytic price formulas for two types of European-style quanto lookback options are derived. The success of the analytic tractability of these quanto lookback options depends on the availability of a succinct analytic representation of the joint density function of the extreme value and terminal value of the stock price and exchange rate. We also analyze the early exercise policies and pricing behaviors of the quanto lookback options with the American feature. The early exercise boundaries of these American quanto lookback options exhibit properties that are distinctive from other two-state American option models.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.0960-1627.2004.00199.x
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  • 8
    Electronic Resource
    Electronic Resource
    OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT (2004)
    350 Main Street , Malden , MA 02148 , USA , and 9600 Garsington Road , Oxford OX4 2DQ , UK . : Blackwell Publishers, Inc.
    Mathematical finance 14 (2004), S. 0 
    Details
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: The reset right embedded in an option contract is the privilege given to the option holder to reset certain terms in the contract according to specified rules at the moment of shouting, where the time to shout is chosen optimally by the holder. For example, a shout option with strike reset right entitles its holder to choose the time to take ownership of an at-the-money option. This paper develops the theoretical framework of analyzing the optimal shouting policies to be adopted by the holder of an option with reset right on the strike price. It is observed that the optimal shouting policy depends on the time dependent behaviors of the expected discounted value of the at-the-money option received upon shouting. During the time period when the theta of the expected discounted value of the new option received is positive, it is never optimal for the holder to shout at any level of asset value. At those times when the theta is negative, we show that there exists a threshold value for the asset price above which the holder of a reset put option should shout optimally. For the shout floor, we obtain an analytic representation of the price function. For the reset put option, we derive the integral representation of the shouting right premium and analyze the asymptotic behaviors of the optimal shouting boundaries at time close to expiry and infinite time from expiry. We also provide numerical results for the option values and shouting boundaries using the binomial scheme and recursive integration method. Accuracy and run time efficiency of these two numerical schemes are compared.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.0960-1627.2004.00196.x
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  • 9
    Electronic Resource
    Electronic Resource
    A Smooth Transition Autoregressive Conditional Duration Model (2007)
    Cambridge, Mass. : Berkeley Electronic Press (now: De Gruyter)
    Studies in nonlinear dynamics and econometrics 11.2007, 1, art5 
    Details
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: This study presents a novel model for analyzing duration data, called the smooth transition autoregressive conditional duration model of price and duration, which considers past price changes and durations. The model enables the process of the conditional expected duration to switch in a smooth transition way, broadening the autoregressive conditional duration (ACD) model in Engle and Russell (1998). The model is applied to empirical data, and estimation results indicate that the process of the expected duration is nonlinear. The expected trade duration behavior on the market opening is affected by past trade durations, while the expected trade duration behavior during the trading hours is affected by past price changes and trade durations. Expected trade durations are much more persistent in the upward market compared to the downward market. Shocks to trade durations are more persistent on the market opening and gradually decrease in the downward market.
    Type of Medium: Electronic Resource
    URL: http://www.bepress.com/snde/vol11/iss1/art5
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  • 10
    Electronic Resource
    Electronic Resource
    Frequency analysis of time-varying elastance model of the left ventricle (1980)
    Springer
    Bulletin of mathematical biology 42 (1980), S. 173-180 
    Details
    ISSN: 1522-9602
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract Zadeh's transfer function method for linear time-variable systems is used to apply frequency-domain analysis to a periodically time-varying elastance model of the left ventricle. Left ventricular pressure computed from the system function of the time-varying elastance and the phasors of aortic flow shows a typical waveform of the measured ventricular pressure.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF02464636
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