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Oscillation and variation for the Gaussian Riesz transforms and Poisson integral
(Royal Society of Edinburgh, 2007-07)
For the family of truncations of the Gaussian Riesz transforms and Poisson integral we study their rate of convergence through the oscillation and variation operators. More precisely, we search for their Lp (dγ)-boundedness ...
On the maximal function for the generalized Ornstein-Uhlenbeck semigroup
(Natl Inquiry Services Centre Pty Ltd, 2007-12)
In this note we consider the maximal function for the generalized Ornstein-Uhlenbeck semigroup in R associated with the generalized Hermite polynomials (Hμn) and prove that it is weak type (1,1) with respect to dλμ(x) = ...
Weak type inequality for a family of singular integral operators related with the Gaussian measure
(Springer, 2009-05)
In this paper we study a family of singular integral operators that generalizes the higher order Gaussian Riesz Transforms and find the right weight w to make them continuous from L1(wdγ) into L1,∞(dγ), being dγ(x) = e-x2dx. ...
Generalização do processo de Ornstein-Uhlenbeck pelo teorema de Doob e a evolução temporal em séries financeiras
(2013-03-01)
Generalizamos o processo de Ornstein-Uhlenbeck (OU) usando o teorema de
Doob. Relaxamos as condições de aussianidade e estacionariedade, assumindo
um processo linear e homogêneo no tempo. A generalização proposta mantém ...
Un modelo de equilibrio general para la estimación del sesgo antiexportador en la economía peruana
(Pontificia Universidad Católica del Perú. Fondo EditorialPE, 2018)
Comparative estimation for discrete fractional ornstein-uhlenbeck processSTOCHASTIC MODELSSTOCH MODELS
(TAYLOR & FRANCIS INC, 2013)
Procesos de le¿vy aplicados al modelo ornstein-uhlenbeck de volatilidad estocástica
(UniandesMatemáticasFacultad de CienciasDepartamento de Matemáticas, 2008)
Valorización de la opción de cierre temporal de una mina de oro, mediante opciones reales. Aplicación del modelo Ornstein - Uhlenbecks
(Universidad de Piura, 2014-04-30)
La presente investigación busca evaluar y valorizar la opción de cierre temporal de una mina de oro, bajo condiciones de incertidumbre. Se pretende estructurar una metodología que integre aplicaciones de opciones reales ...