Sidon sets for the disk polynomial measure algebra (the continuous disk polynomial hypergroup) are described completely in terms of classical Sidon sets for the circle; an analogue of the F. and M. Riesz theorem is also proved.
A new connection between geometric function theory and number theory is derived from Ramanujan’s work on modular equations. This connection involves the function recurrent in the theory of plane quasiconformal maps. Ramanujan’s modular identities yield numerous new functional identities for for various primes p.
MSC 2010: 33C15, 33C05, 33C45, 65R10, 20C40The paper contains some new formulas involving the Whittaker functions and arising as the values of some double integrals, which are invariant with respect to the representation of the group SO(2; 1).
We study both analytic and numerical solutions of option pricing equations using systems of orthogonal polynomials. Using a Galerkin-based method, we solve the parabolic partial differential equation for the Black-Scholes model using Hermite polynomials and for the Heston model using Hermite and Laguerre polynomials. We compare the obtained solutions to existing semi-closed pricing formulas. Special attention is paid to the solution of the Heston model at the boundary with vanishing volatility.
Dedicated to Professor A.M. Mathai on the occasion of his 75-th birthday. Mathematics Subject Classi¯cation 2010: 26A33, 44A10, 33C60, 35J10.The object of this article is to present the computational solution of one-dimensional space-time fractional Schrödinger equation occurring in quantum mechanics. The method followed in deriving the solution is that of joint Laplace and Fourier transforms. The solution is derived in a closed and computational form in terms of the H-function. It provides an elegant...