Browsing Department of Mathematics and Statistics by Title
Now showing items 17-36 of 69
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Embedding and global stability in periodic 2-dimensional maps of mixed monotonicity
(Elsevier, 2022-02)In this paper, we consider nonautonomous second order difference equations of the form xn+1 = F(n, xn, xn−1), where F is p-periodic in its first component, non-decreasing in its second component and non-increasing in its ... -
A European option general first-order error formula
(Cambridge, 2013)We study the value of European security derivatives in the Black-Scholes model, when the underlying asset 𝛏 is approximated by random walks 𝛏(𝑛). We obtain an explicit error formula, up to a term of order 𝒪(𝑛⁻³/² ), ... -
Exercisability Randomization of the American Option
(Taylor & Frances Online, 2008)The valuation of American options is an optimal stopping time problem which typically leads to a free boundary problem. We introduce here the randomization of the exercisability of the option. This method considerably ... -
Existence and stability of periodic orbits of periodic difference equations with delays
(World Scientific Publishing, 2008)In this paper, we investigate the existence and stability of periodic orbits of the p-periodic difference equation with delays xₙ = f(n - 1, xₙ₋ₖ). We show that the periodic orbits of this equation depend on the periodic ... -
An Extension of Sharkovsy’s Theorem to Periodic Difference Equations
(Elsevier, 2006)We present an extension of Sharkovsky’s Theorem and its converse to periodic difference equations. In addition, we provide a simple method for constructing a p-periodic difference equation having an r-periodic geometric ... -
The effect of maps permutation on the global attractor of a periodic Beverton-Holt model
(Elsevier, 2020-04-01)Consider a p-periodic difference equation xn+1 = fn(xn) with a global attractor. How does a permutation [fσ(p−1), . . . , fσ(1), fσ(0)] of the maps affect the global attractor? In this paper, we limit this general question ... -
Folding and unfolding in periodic difference equations
(Elseiver, 2014)Given a p-periodic difference equation xn+1 = fn mod p(xn), where each fj is a continuous interval map, j = 0, 1, . . . , p − 1, we discuss the notion of folding and unfolding related to this type of non-autonomous equations. ... -
Fractional Integrodifferentiation and Toeplitz Operators with Vertical Symbols
(Birkhäuser, 2020)We consider the so-called vertical Toeplitz operators on the weighted Bergman space over the half plane. The terminology “vertical” is motivated by the fact that if a is a symbol of such Toeplitz operator, then a(z) depends ... -
A Global Attractor in Some Discrete Contest Competition Models with Delay under the Effect of Periodic Stocking
(Hindawi, 2013)We consider discrete models of the form 𝒳ₙ₊₁= 𝒳ₙ𝒇(𝒳ₙ₋₁) + 𝒉ₙ , where 𝒉ₙ is a nonnegative 𝒑-periodic sequence representing stocking in the population, and investigate their dynamics. Under certain conditions on the ... -
Graph of Linear Transformations Over R
(Springer, 2022-12-01)In this paper, we study a connection between graph theory and linear transformations of finite dimensional vector spaces over R (the set of all real numbers). Let Rm, Rn be finite vector spaces over R, and let L be the set ... -
Harvesting and stocking in discrete-time contest competition models with open problems and conjectures
(Palestine Polytechnic University, 2016)In this survey, we present a class of first and second-order difference equations representing general form of discrete models arising from single-species with contest competition. Then, we consider various harvesting/stocking ... -
The impact of constant effort harvesting on the dynamics of a discrete-time contest competition model
(Wiley, 2017)In this paper, we study a general discrete–time model representing the dynamics of a contest competition species with constant effort exploitation. In particular, we consider the difference equation xn+1 = xnf(xn−k) − hxn ... -
Joshi’s Split Tree for Option Pricing
(MDPI, 2020)In a thorough study of binomial trees, Joshi introduced the split tree as a two-phase binomial tree designed to minimize oscillations, and demonstrated empirically its outstanding performance when applied to pricing American ... -
The Kumaraswamy Pareto IV Distribution
(Austrian Statistical Society, 2021)We introduce a new model named the Kumaraswamy Pareto IV distribution which extends the Pareto and Pareto IV distributions. The density function is very flexible and can be left-skewed, right-skewed and symmetrical shapes. ... -
Liposomal Encapsulation of Chemotherapeutics Agents Combined with the Use of Ultrasound in Cancer Treatment
(American Scientific Publishers, 2023-07)Ultrasound (US) has numerous uses in the medical field, including imaging, tumor ablation, and lithotripsy; another interesting application of US in cancer therapy is as an external trigger in targeted drug delivery. ... -
Lower Semicontinuity in L¹ of a Class of Functionals Defined on BV with Caratheodory Integrands
(Hindawi Limited, 2021)We prove lower semicontinuity in 𝐿¹(Ω) for a class of functionals 𝒢 :𝐵𝑉(Ω) →ℝ of the form 𝒢(𝑢)=∫Ω𝑔(𝑥, 𝛻𝑢)𝑑𝑥 + ∫Ω𝜓(𝑥)𝑑|Dˢ𝑢| where 𝑔 :Ω⨉ℝᴺ→ℝ, Ω⊂ℝᴺ is open and bounded, 𝑔(.,𝑝) ∊ 𝐿¹(Ω) for each 𝑝 satisfies ... -
A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices
(Taylor & Francis Online, 2015)This article examines the martingale difference hypothesis (MDH) and the random walk hypothesis (RWH) for nine conventional and nine Islamic stock indices: Asia-Pacific, Canadian, Developed Country, Emerging, European, ... -
Market Efficiency of Floating Exchange Rate Systems: Some Evidence from Pacific-Asian Countries
(Elsevier, 2011)This paper examines the random walk hypothesis (RWH) and the martingale difference hypothesis (MDH) for the Australian dollar and five Asian emerging currencies relative to three benchmark currencies. We use Wright’s (2000) ... -
Martingale problem for superprocesses with non-classical branching functional
(Elsevier, 2006)The martingale problem for superprocesses with parameters (𝛏, Ф, 𝑘) is studied where 𝑘(𝒹𝑠) may not be absolutely continuous with respect to the Lebesgue measure. This requires a generalization of the concept of ... -
Maximum principles and overdetermined problems for Hessian equations
(ISTE Group, 2021)In this article we investigate some Hessian type equations. Our main aim is to derive new maximum principles for some suitable P-functions, in the sense of L.E. Payne, that is for some appropriate functional combinations ...
