Displaying similar documents to “New model of precession, valid in time interval 400 thousand years”

Superdiffusivity for brownian motion in a poissonian potential with long range correlation II: Upper bound on the volume exponent

Hubert Lacoin (2012)

Annales de l'I.H.P. Probabilités et statistiques

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This paper continues a study on trajectories of Brownian Motion in a field of soft trap whose radius distribution is unbounded. We show here that for both point-to-point and point-to-plane model the volume exponent (the exponent associated to transversal fluctuation of the trajectories) ξ is strictly less than 1 and give an explicit upper bound that depends on the parameters of the problem. In some specific cases, this upper bound matches the lower bound proved in the first part of this...

An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model

Xin-Jiang He, Wenting Chen (2019)

Applications of Mathematics

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We consider the pricing of credit default swaps (CDSs) with the reference asset assumed to follow a geometric Brownian motion with a fast mean-reverting stochastic volatility, which is often observed in the financial market. To establish the pricing mechanics of the CDS, we set up a default model, under which the fair price of the CDS containing the unknown “no default” probability is derived first. It is shown that the “no default” probability is equivalent to the price of a down-and-out...

The generalized Holditch theorem for the homothetic motions on the planar kinematics

Nuri Kuruoğlu, Salim Yüce (2004)

Czechoslovak Mathematical Journal

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W. Blaschke and H. R. Müller [4, p. 142] have given the following theorem as a generalization of the classic Holditch Theorem: Let E / E ' be a 1-parameter closed planar Euclidean motion with the rotation number ν and the period T . Under the motion E / E ' , let two points A = ( 0 , 0 ) , B = ( a + b , 0 ) E trace the curves k A , k B E ' and let F A , F B be their orbit areas, respectively. If F X is the orbit area of the orbit curve k of the point X = ( a , 0 ) which is collinear with points A and B then F X = [ a F B + b F A ] a + b - π ν a b . In this paper, under the 1-parameter closed planar homothetic...

Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case

Krzysztof Dębicki, Grzegorz Sikora (2011)

Applicationes Mathematicae

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Motivated by applications in queueing fluid models and ruin theory, we analyze the asymptotics of ( s u p t [ 0 , T ] ( i = 1 n λ i B H i ( t ) - c t ) > u ) , where B H i ( t ) : t 0 , i = 1,...,n, are independent fractional Brownian motions with Hurst parameters H i ( 0 , 1 ] and λ₁,...,λₙ > 0. The asymptotics takes one of three different qualitative forms, depending on the value of m i n i = 1 , . . . , n H i .

Existentially closed II₁ factors

Ilijas Farah, Isaac Goldbring, Bradd Hart, David Sherman (2016)

Fundamenta Mathematicae

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We examine the properties of existentially closed ( ω -embeddable) II₁ factors. In particular, we use the fact that every automorphism of an existentially closed ( ω -embeddable) II₁ factor is approximately inner to prove that Th() is not model-complete. We also show that Th() is complete for both finite and infinite forcing and use the latter result to prove that there exist continuum many nonisomorphic existentially closed models of Th().

Chaotic behaviour of continuous dynamical system generated by Euler equation branching and its application in macroeconomic equilibrium model

Barbora Volná (2015)

Mathematica Bohemica

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We focus on the special type of the continuous dynamical system which is generated by Euler equation branching. Euler equation branching is a type of differential inclusion x ˙ { f ( x ) , g ( x ) } , where f , g : X n n are continuous and f ( x ) g ( x ) at every point x X . It seems this chaotic behaviour is typical for such dynamical system. In the second part we show an application in a new formulated overall macroeconomic equilibrium model. This new model is based on the fundamental macroeconomic aggregate equilibrium model called...

Optimal stopping with advanced information flow: selected examples

Yaozhong Hu, Bernt Øksendal (2008)

Banach Center Publications

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We study optimal stopping problems for some functionals of Brownian motion in the case when the decision whether or not to stop before (or at) time t is allowed to be based on the δ-advanced information t + δ , where s is the σ-algebra generated by Brownian motion up to time s, s ≥ -δ, δ > 0 being a fixed constant. Our approach involves the forward integral and the Malliavin calculus for Brownian motion.

Positive periodic solutions to super-linear second-order ODEs

Jiří Šremr (2025)

Czechoslovak Mathematical Journal

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We study the existence and uniqueness of a positive solution to the problem u ' ' = p ( t ) u + q ( t , u ) u + f ( t ) ; u ( 0 ) = u ( ω ) , u ' ( 0 ) = u ' ( ω ) with a super-linear nonlinearity and a nontrivial forcing term f . To prove our main results, we combine maximum and anti-maximum principles together with the lower/upper functions method. We also show a possible physical motivation for the study of such a kind of periodic problems and we compare the results obtained with the facts well known for the corresponding autonomous case.

Routh-type L 2 model reduction revisited

Wiesław Krajewski, Umberto Viaro (2018)

Kybernetika

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A computationally simple method for generating reduced-order models that minimise the L 2 norm of the approximation error while preserving a number of second-order information indices as well as the steady-state value of the step response, is presented. The method exploits the energy-conservation property peculiar to the Routh reduction method and the interpolation property of the L 2 -optimal approximation. Two examples taken from the relevant literature show that the suggested techniques...