Finite-dimensional calculus

نویسندگان

  • Philip Feinsilver
  • René Schott
چکیده

HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés. Finite-dimensional calculus Philip Feinsilver, René Schott

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Analytical D’Alembert Series Solution for Multi-Layered One-Dimensional Elastic Wave Propagation with the Use of General Dirichlet Series

A general initial-boundary value problem of one-dimensional transient wave propagation in a multi-layered elastic medium due to arbitrary boundary or interface excitations (either prescribed tractions or displacements) is considered. Laplace transformation technique is utilised and the Laplace transform inversion is facilitated via an unconventional method, where the expansion of complex-valued...

متن کامل

Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets

In this paper we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart in [17] based on the Malliavin calculus.

متن کامل

Variational Time Discretization of Geodesic Calculus

We analyze a variational time discretization of geodesic calculus on finiteand certain classes of infinite-dimensional Riemannian manifolds. We investigate the fundamental properties of discrete geodesics, the associated discrete logarithm, discrete exponential maps, and discrete parallel transport, and we prove convergence to their continuous counterparts. The presented analysis is based on th...

متن کامل

Malliavin Calculus for Levy Markets and New Sensitivities

Abstract. We present a method to apply the Malliavin calculus to calculate sensitivities for exponential Levy models built from the Variance Gamma and Normal Inverse Gaussian processes. We also present new sensitivities for these processes. The calculation of the sensitivities is based on a finite dimensional Malliavin calculus and we compare the results with finite difference calculations. Thi...

متن کامل

ar X iv : 0 70 9 . 33 87 v 2 [ m at h - ph ] 1 9 Ju n 20 09 Finite - Dimensional Calculus

Abstract. We discuss topics related to finite-dimensional calculus in the context of finite-dimensional quantum mechanics. The truncated Heisenberg-Weyl algebra is called a TAA algebra after Tekin, Aydin, and Arik who formulated it in terms of orthofermions. It is shown how to use a matrix approach to implement analytic representations of the Heisenberg-Weyl algebra in univariate and multivaria...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2009