Displaying similar documents to “The d X ( t ) = X b ( X ) d t + X σ ( X ) d W equation and financial mathematics. II”

Short-time heat flow and functions of bounded variation in R N

Michele Miranda, Diego Pallara, Fabio Paronetto, Marc Preunkert (2007)

Annales de la faculté des sciences de Toulouse Mathématiques

Similarity:

We prove a characterisation of sets with finite perimeter and B V functions in terms of the short time behaviour of the heat semigroup in R N . For sets with smooth boundary a more precise result is shown.

On functional measures of skewness

Renata Dziubińska, Dominik Szynal (1996)

Applicationes Mathematicae

Similarity:

We introduce a concept of functional measures of skewness which can be used in a wider context than some classical measures of asymmetry. The Hotelling and Solomons theorem is generalized.