搜索结果: 16-30 共查到“数学 continuity”相关记录42条 . 查询时间(0.124 秒)
Continuity correction for barrier options in jump-diffusion models
Barrier option Bessel process Continuity correction Exponential L´ evy model
2011/2/22
The aim of this paper is to study the continuity correction for barrier options in jump-diffusion models. For this purpose, we express the pay-off of a barrier option in terms of the maximum of the un...
Continuity of Lyapunov Exponents for Random 2D Matrices
Continuity of Lyapunov Exponents Random 2D Matrices
2011/1/18
The Lyapunov exponents of locally constant GL(2, C)-cocycles over Bernoulli shifts depend continuously on the cocycle and on the invariant probability. The Oseledets decomposition also depends continu...
Physical Measure and Absolute Continuity for One-Dimensional Center Direction
Physical Measure Absolute Continuity One-Dimensional Center Direction
2011/1/17
For a class of partially hyperbolic Ck, k > 1 diffeomorphisms with circle center leaves we prove existence and finiteness of physical (or Sinai-Ruelle-Bowen) measures, whose basins cover a full Lebesg...
Non-uniform continuity of periodic Holm-Staley b-family of equations
Exactly Solvable and Integrable Systems (nlin.SI)
2010/11/10
We consider a family of non-evolutionary partial differential equations known as Holm - Staley b - family which includes the integrable Camassa-Holm and Degasperis-Procesi equations. We show that the ...
For a Radon measure $\mu$ on $\bbR,$ we show that $L^{\infty}(\mu)$ is invariant under the group of translation operators $T_t(f)(x) = {$f(x-t)$}\ (t \in \bbR)$ if and only if $\mu$ is equivalent to ...
Absolute continuity of the spectrum of the periodic Schrödinger operator in a layer and in a smooth cylinder
spectrum the periodic Schrö dinger operator layer smooth cylinder
2010/11/11
We consider the Schr\"odinger operator $H = -\Delta + V$ in a layer or in a $d$-dimensional cylinder. The potential $V$ is assumed to be periodic with respect to some lattice. We establish the absolu...
We consider averages of spectral measures of rank one perturba-tions with respect to a -finite measure . It is examined how various degrees of continuity of with respect to -dimensional Hausdor...
Hôlder continuity of solutions of second-order non-linear elliptic integro-differential equations
H¨older regularity integro-differential equations L´ evy operators general non-local operators
2010/11/29
This paper is concerned with H¨older regularity of viscosity solutions of second-order, fully
non-linear elliptic integro-differential equations. Our results rely on two key ingredients: first we ass...
On continuity and invariance of the Alvarez class under deformation
continuity invariance of the Alvarez class deformation
2010/11/30
A manifold M with a foliation F is minimizable if there exists a Riemannian metric g on M such that every leaf of F is a minimal submanifold of (M, g).
Continuity of Pseudo-Differential Operator $h_{\mu,a}$ Involving Hankel Translation and Hankel Convolution on Some Gevrey Spaces
Hankel transformation Hankel translation Hankel convolu-tion Pseudo-differential operator
2010/12/9
The Pseudo-Differential Operator (p.d.o.) hμ,a associated with the Bessel Operator involving the symbol a(x, y) whose derivatives satisfy certain growth conditions depending on some increasing sequenc...
Approximations and Lipschitz continuity in p-adic semi-algebraic and subanalytic geometry
Approximations Lipschitz continuity p-adic semi-algebraic subanalytic geometry
2010/12/8
It was already known that a p-adic, locally Lipschitz continuous semialgebraic function is piecewise Lipschitz continuous, where the pieces can be taken semi-algebraic.
Absolute continuity under flows generated by SDE with measurable drift coefficient
Stochastic differential equation strong solution density estimate
2010/12/14
We consider the Itˆo SDE with non-degenerate diffusion coefficient and measurable drift
coefficient. Under the condition that the gradient of the diffusion coefficient and the divergences of the...
Optimal bounds on the modulus of continuity of the uncentered Hardy-Littlewood maximal function
modulus of continuity uncentered Hardy-Littlewood maximal function
2010/12/1
We obtain sharp bounds for the modulus of continuity of the uncentered maxi-mal function in terms of the modulus of continuity of the given function, via integral formulas.
Geometric continuity and compatibility conditions for 4-patch surfaces
4-patch surface tangent plane continuity curvature continuity compatibility conditions
2010/11/29
When considering regularity of surfaces, it is its geometry that is of interest. Thus, the concept of geometric regularity or geometric continuity of a specific order is a relevant concept. In this pa...
Floer homology and its continuity for non-compact Lagrangian submanifolds
Floer homology non-compact Lagrangian submanifolds
2010/3/1
We give a construction of the Floer homology of the pair of vnon-compact Lagrangian submanifolds, which satisfies natural continuity property under the Hamiltonian isotopy that moves the infinity but ...