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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:Proofs of two or infinity conjectures for Reeb orbits and closed geodesics
Reeb轨道 闭测地线 两个 无穷大猜想
2023/11/29
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:Characterizations of Separably Differentially Closed Fields
可分 微分闭域 微分场
2023/11/7
Closed-form expansion, conditional expectation, and option valuation
asymptotic expansion diffusion option pricing conditional expectation iterated stochastic integral
2016/1/25
Enlightened by the theory of Watanabe [Watanabe S (1987) Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels. Ann. Probab. 15:1–39] for analyzing generalized rando...
Closed-form expansions of discretely monitored asian options in diffusion models
discretely monitored Asian options the CEV model the CIR process the Black-Scholes model the Brennan and Schwartz process small-time expansion
2016/1/20
In this paper we propose a closed-form asymptotic expansion approach to pricing discretely monitored Asian options in general one-dimensional diffusion models. Our expansion is a small-time expansion ...
CONVEX REAL PROJECTIVE STRUCTURES ON CLOSED SURFACES ARE CLOSED
REAL PROJECTIVE STRUCTURES CLOSED SURFACES
2015/9/29
T. The deformation space t(E) of convex Rp2_ structures on a closed
surface Y with X(z) < 0 is closed in the space Hom(7r, SL(3, IR))/SL(3, IR)
of equivalence classes of representations r1 (l) -- ...
Closed-loop convex analysis of performance limits for linear control systems
Linear control system computer aided control system and design a linear controller convex optimization digital signal processor
2015/8/12
In closed-loop convex analysis and design, the linear controller design problem is reformulated as a convex optimization problem, which may be more easily solved than the problems resulting from conve...
Closed-loop convex formulation of classical and singular value loop shaping
Singular value circulation formation control dynamic systems digital technology application control system design
2015/8/12
We show that control system design via classical loop shaping and singular value loop shaping can be formulated as a closed-loop convex problem. Consequently, loop shaping problems can be solved by ef...
Closed Form Summation for Classical Distributions: Variations on Theme of De Moivre
Binomial distribution Stirling's formula his- tory of probability Pearson curves Stein's identity mean absolute deviation.
2015/7/14
De Moivre gave a simple closed form expression for the mean
absolute deviation of the binomial distribution. Later authors showed
that similar closed form expressions hold for many of the other cl...
CLOSED EXPRESSIONS FOR AVERAGES OF SET PARTITION STATISTICS
Points theory triangular matrix the mean linear transfer fluid
2015/7/7
In studying the enumerative theory of super characters of the group of upper triangular matrices over a finite field we found that the moments (mean, variance and
higher moments) of novel...
Closed characteristics on compact convex hypersurfaces in R8
Closed characteristics compact convex hypersurfaces R8
2015/3/18
Closed characteristics on compact convex hypersurfaces in R8.
Closed Geodesics and the Free Loop Space.
A Closed-Loop Model of the Respiratory System: Focus on Hypercapnia and Active Expiration
Respiratory System Focus on Hypercapnia
2014/12/12
Breathing is a vital process providing the exchange of gases between the lungs and atmosphere. During quiet breathing, pumping air from the lungs is mostly performed by contraction of the diaphragm du...
A characterization of normal subgroups via n-closed sets
subgroup normal subgroup left coset n-closed set
2011/9/20
Abstract: Let (G, *) be a semigroup, D subset of G, and n >= 2 be an integer. We say that (D, *) is an n-closed subset of G if a_1* ... *a_n in D for every a_1, ..., a_n in D. Hence every closed set i...
Closed-form asymptotic sampling distributions under the coalescent with recombination for an arbitrary number of loci
coalescent theory recombination asymptotic expansion sampling distribution
2011/9/19
Abstract: Obtaining a closed-form sampling distribution for the coalescent with recombination is a challenging problem. In the case of two loci, a new framework based on asymptotic series has recently...
Liouville-Arnold integrability of the pentagram map on closed polygons
Liouville-Arnold integrability closed polygons Dynamical Systems
2011/9/14
Abstract: The pentagram map is a discrete dynamical system defined on the moduli space of polygons in the projective plane. This map has recently attracted a considerable interest, mostly because its ...