The Agricultural Support and Policy Reform in China under the WTO Regime

In general, SDEs under regime-switching have no explicit solutions so the Monte Carlo simulations have become one of the powerful techniques in valuation of financial quantities,

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

Yin, “Markowitz’s mean-variance portfolio selection with regime switching: a continuous-time model,” SIAM Journal on Control and Optimization, vol... Li,

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

This paper develops a recursion formula for the conditional moments of the area under the absolute value of Brownian bridge given the local time at 0.. The method of power series

Then it follows immediately from a suitable version of “Hensel’s Lemma” [cf., e.g., the argument of [4], Lemma 2.1] that S may be obtained, as the notation suggests, as the m A

The proof uses a set up of Seiberg Witten theory that replaces generic metrics by the construction of a localised Euler class of an infinite dimensional bundle with a Fredholm

In case the reader is encountering polymer models with boundaries for the first time but can appreciate an analogy with the totally asymmetric simple exclusion process (TASEP), then