Zobrazeno 1 - 10
of 426
pro vyhledávání: '"Taylor expansions for the moments of functions of random variables"'
Autor:
Zurni Omar, Oluwaseun Adeyeye
Publikováno v:
Advanced Science, Engineering and Medicine. 9:895-900
One of the conventional approaches for developing linear multistep method (LMM) for solving ordinary differential equations (ODEs) is the Taylor series expansions approach. Although this approach has not gained much attention in literature in compari
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1475ec4296bac5868f79acb7dad92d8
https://doi.org/10.1166/asem.2017.2073
https://doi.org/10.1166/asem.2017.2073
Publikováno v:
Vietnam Journal of Mathematics. 46:557-577
This paper is concerned with the construction of random functions on bounded domains which possess a well-defined, prescribed smoothness in specific function spaces. In particular, we consider anisotropic Besov spaces and tensor spaces with mixed smo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::024ad0202eb80fe1d003196f6153df69
https://doi.org/10.1007/s10013-017-0258-7
https://doi.org/10.1007/s10013-017-0258-7
Publikováno v:
Communications in Statistics - Theory and Methods. 46:9137-9149
We demonstrate how univariate discrete and multivariate discrete distributions can be generated using Taylor expansions. Some of the results involve use of Bell polynomials.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c3b8ebc8d6b8d8c14b9c9dc36012a52
https://doi.org/10.1080/03610926.2016.1205622
https://doi.org/10.1080/03610926.2016.1205622
Autor:
Zhihang Xu, Weiping Wang
Publikováno v:
Journal of Number Theory. 174:505-517
In this paper, by the exponential complete Bell polynomials, we establish two general asymptotic expansions for the Barnes G-function, which contain only even power terms or odd power terms. We also derive the recurrences for the coefficient sequence
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ad203ba6655ff66678a2f2333d85aec
https://doi.org/10.1016/j.jnt.2016.11.007
https://doi.org/10.1016/j.jnt.2016.11.007
Publikováno v:
Constr Approx (2017) 46:645?675
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
Linear second order differential equations having a large real parameter and turning point in the complex plane are considered. Classical asymptotic expansions for solutions involve the Airy function and its derivative, along with two infinite series
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a25a27bf22c6a227d7bf7eece7e1e3ae
https://doi.org/10.1007/s00365-017-9372-8
https://doi.org/10.1007/s00365-017-9372-8
Autor:
Janak Raj Sharma, Ioannis K. Argyros
Publikováno v:
SeMA Journal. 75:57-68
We study the local convergence of a sixth-order Newton–Traub method to approximate a locally-unique solution of a system of nonlinear equations. Earlier studies show convergence under hypotheses on the sixth derivative or even higher, although only
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce42319a609a12a1f691dd91817f85cb
https://doi.org/10.1007/s40324-017-0113-5
https://doi.org/10.1007/s40324-017-0113-5
Autor:
Béatrice Faverjon, Éric Savin
Publikováno v:
International Journal for Numerical Methods in Engineering. 111:1192-1200
Because of the complexity of fluid flow solvers, non-intrusive uncertainty quantification techniques have been developed in aerodynamic simulations in order to compute the quantities of interest required in an optimization process, for example. The o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::521277d3bfc89c42703a27950bc68cc4
https://doi.org/10.1002/nme.5505
https://doi.org/10.1002/nme.5505
Autor:
Junqi Huang, Mark N. Goltz
Publikováno v:
Analytical Modeling of Solute Transport in Groundwater: Using Models to Understand the Effect of Natural Processes on Contaminant Fate and Transport
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e27f9bc24bf63ac38ba4df239af50ef
https://doi.org/10.1002/9781119300281.ch5
https://doi.org/10.1002/9781119300281.ch5
Autor:
Hongmei Liu, Weiping Wang
Publikováno v:
Applied Mathematics and Computation. 283:153-162
In this paper, by the Bernoulli numbers and the exponential complete Bell polynomials, we establish two general asymptotic expansions related to the hyperfactorial function and the Glaisher-Kinkelin constant, where the coefficients in the series of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::933f7588038b0f51b161cfacb4cd2cf8
https://doi.org/10.1016/j.amc.2016.02.027
https://doi.org/10.1016/j.amc.2016.02.027
Autor:
Elisa Nicolato, Andrea Barletta
Publikováno v:
Barletta, A & Nicolato, E 2018, ' Orthogonal Expansions for VIX Options Under Affine Jump Diffusions ', Quantitative Finance, vol. 18, no. 6, pp. 951-967 . https://doi.org/10.1080/14697688.2017.1371322
In this work we derive new closed-form pricing formulas for VIX options in the jump-diffusion SVJJ model proposed by Duffie et al. (2000). Our approach is based on the classic methodology of approximating a density function with an orthogonal expansi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8c5d8c7e85e94391e232b8525ee3d4e3
https://pure.au.dk/portal/da/publications/orthogonal-expansions-for-vix-options-under-affine-jump-diffusions(37090520-7da8-4672-9a90-ffc28b9d2d47).html
https://pure.au.dk/portal/da/publications/orthogonal-expansions-for-vix-options-under-affine-jump-diffusions(37090520-7da8-4672-9a90-ffc28b9d2d47).html
