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THE INTEGRAL K-THEORETIC NOVIKOV CONJECTURE FOR GROUPS WITH FINITE ASYMPTOTIC DIMENSION
K-THEORETIC integral
2015/7/7
The goal of this paper is to apply the techniques developed by the first author
in [3] to verify the integral Novikov conjecture for groups with finite asymptotic
dimension as defi...
Basket Options Valuation for a Local Volatility Jump-Diffusion Model with the Asymptotic Expansion Method
Basket options pricing local volatility jump-diffusionmodel forward PIDE asymp-totic expansion
2010/4/27
In this paper we discuss the basket options valuation for a jump-diffusion model. The underlying asset prices follow some correlated local volatility diffusion processes with systematic jumps. We deri...
In this paper we prove the solution of explicit difference scheme for a
semilinear parabolic equation converges to the solution of difference
scheme for the relevant nonlinear stationary problem as ...
Asymptotic Properties of the Maximum Likelihood Estimate in Generalized Linear Models with Stochastic Regressors
Generalized linear models Consistency Asymptotic normality
2007/12/12
For generalized linear models (GLM), in case the regressors are stochastic and have different distributions, the asymptotic properties of the maximum likelihood estimate (MLE) $\hat{\beta}_n$ of the p...
LONG TIME ASYMPTOTIC BEHAVIOR OF SOLUTION OF DIFFERENCE SCHEMEFOR A SEMILINEAR PARABOLIC EQUATION
Asymptotic behavio implicit difference scheme semilinear parabolic equation
2007/12/12
In this paper we prove that the solution of implicit difference scheme
for a semilinear parabolic equation converges to the solution of
difference scheme for the corresponding nonlinear stationary...
Asymptotic Formulae for Brillouin Index on Riemannian Manifolds
flat torus Brillouin index geodesic flow topological entropy
2007/12/11
We establish several asymptotic formulae for Brillouin index on flat tori. As an application of these formulae it is proved that the topological entropy of a geodesic flow on a flat torus is zero.