Browsing Mathematics by Title
Now showing items 47-66 of 73
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On maximal inequalities via comparison principle
(SpringerOpen, 2015)Under certain conditions, we prove a new class of one-sided, weighted, maximal inequalities for a standard Brownian motion. Our method of proof is mainly based on a comparison principle for solutions of a system of ... -
On the exact constants in one-sided maximal inequalitiesfor Bessel processes
(Taylor and Francis Group, 2023)In this paper, we establish a one-sided maximal moment inequalitywith exact constants for Bessel processes. As a consequence, weobtain an exact constant in the Burkholder-Gundy inequality. Theproof of our main result is ... -
On the Pauli group on 2-qubits in dynamical systems with pseudofermions
(Walter de Gruyter GmbH, 2024)The group of matrices P1 of Pauli is a finite 2-group of order 16 and plays a fundamental role in quantum information theory, since it is related to the quantum information on the 1-qubit. Here we show that both P1 and the ... -
One-sided maximal inequalities for a randomly stopped bessel process
(Taylor & Francis Group, LLC, 2023)We prove a one-sided maximal inequality for a randomly stopped Bessel process of dimension (Formula presented.) For the special case when α = 1, we obtain a sharp Burkholder-Gundy inequality for Brownian motion as a ... -
An optimal portfolio and capital management strategy for basel III compliant commercial banks
(Hindawi Publishing Corporation, 2014)We model a Basel III compliant commercial bank that operates in a financial market consisting of a treasury security, a marketable security, and a loan and we regard the interest rate in the market as being stochastic. We ... -
Optimal strategy for controlling the spread of HIV/AIDS disease: A case study of South Africa
(Taylor and Francis Group, 2012)HIV/AIDS disease continues to spread alarmingly despite the huge amounts of resources invested infighting it. There is a need to integrate the series of control measures available to ensure a consistentreduction ... -
Performance of Richardson extrapolation on some numerical methods for a singularly perturbed turning point problem whose solution has boundary layers
(KOREAN MATHEMATICAL SOC, 2014)Investigation of the numerical solution of singularly perturbed turning point problems dates back to late 1970s. However, due to the presence of layers, not many high order schemes could be developed to solve such problems. ... -
Protein interaction networks as metric spaces: A novel perspective on distribution of hubs
(BMC, 2014)In the post-genomic era, a central and overarching question in the analysis of protein-protein interaction networks continues to be whether biological characteristics and functions of proteins such as lethality, physiological ... -
Quasi-uniform structures determined by closure operators
(Elsevier, 2021)We demonstrate a one-to-one correspondence between idempotent closure operators and the so-called saturated quasi-uniform structures on a category C. Not only this result allows to obtain a categorical counterpart P of the ... -
Relative homotopy in relational structures
(Cambridge University Press, 2018)The homotopy groups of a finite partially ordered set (poset) can be described entirely in the context of posets, as shown in a paper by B. Larose and C. Tardif. In this paper we describe the relative version of such a ... -
A robust numerical simulation of a fractional black–scholes equation for pricing American options
(Springer Link, 2024)After the discovery of fractal structures of financial markets, fractional partial differential equations (fPDEs) became very popular in studying dynamics of financial markets. Available research results involves two key ... -
A robust numerical solution to a time-fractional Black–Scholes equation
(Springer Nature, 2021)Dividend paying European stock options are modeled using a time-fractional Black–Scholes (tfBS) partial differential equation (PDE). The underlying fractional stochastic dynamics explored in this work are appropriate for ... -
A robust spectral method for pricing of American put options on zero-coupon bonds
(Global-Science Press, 2018)American put options on a zero-coupon bond problem is reformulated as a linear complementarity problem of the option value and approximated by a nonlinear partial differential equation. The equation is solved by an ... -
A robust spectral method for solving Heston’s model
(Springer Verlag, 2014)In this paper, we consider the Heston’s volatility model (Heston in Rev. Financ. Stud. 6: 327–343, 1993]. We simulate this model using a combination of the spectral collocation method and the Laplace transforms method. ... -
An SEIR model with infected immigrants and recovered emigrants
(Springer Science and Business Media Deutschland GmbH, 2021)We present a deterministic SEIR model of the said form. The population in point can be considered as consisting of a local population together with a migrant subpopulation. The migrants come into the local population for ... -
An SEIRS epidemic model with stochastic transmission
(Springer, 2017)For an SEIRS epidemic model with stochastic perturbations on transmission from the susceptible class to the latent and infectious classes, we prove the existence of global positive solutions. For sufficiently small values ... -
Self-similarity of human protein interaction networks: a novel strategy of distinguishing proteins
(2015)The successful determination of reliable protein interaction networks (PINs) in several species in the post-genomic era has hitherto facilitated the quest to understanding systems and structural properties of such networks. ... -
Separated and prime compactifications
(Elsevier BV, 2022)We discuss conditions under which certain compactifications of topological spaces can be obtained by composing the ultrafilter space monad with suitable reflectors. In particular, we show that these compactifications inherit ... -
Some meta-cayley graphs on dihedral groups
(Springer, 2019)In this paper, we define meta-Cayley graphs on dihedral groups. We fully determine the automorphism groups of the constructed graphs in question. Further, we prove that some of the graphs that we have constructed do not ... -
Stability and control in a stochastic model of malaria population dynamics
(Springer, 2023)This article proves a stability theorem for the disease-free equilibrium of a stochastic differential equations model of malaria disease dynamics. The theorem is formulated in terms of an invariant which is similar to the ...