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In the previous section, we revisited the problem of the American put close to expiry and used an asymptotic expansion of the Black-Scholes-Merton PDE to find expressions for
In this paper we develop a general decomposition theory (Section 5) for submonoids and subgroups of rings under ◦, in terms of semidirect, reverse semidirect and general
On the other hand, when M is complete and π with totally geodesic fibres, we can also obtain from the fact that (M,N,π) is a fibre bundle with the Lie group of isometries of the fibre
The issue of classifying non-affine R-matrices, solutions of DQYBE, when the (weak) Hecke condition is dropped, already appears in the literature [21], but in the very particular
I give a proof of the theorem over any separably closed field F using ℓ-adic perverse sheaves.. My proof is different from the one of Mirkovi´c
(4) The basin of attraction for each exponential attractor is the entire phase space, and in demonstrating this result we see that the semigroup of solution operators also admits
Keywords: continuous time random walk, Brownian motion, collision time, skew Young tableaux, tandem queue.. AMS 2000 Subject Classification: Primary:
Kilbas; Conditions of the existence of a classical solution of a Cauchy type problem for the diffusion equation with the Riemann-Liouville partial derivative, Differential Equations,