Related papers: Functional Expansions
We study the approximate dynamic programming approach to revenue management in the context of attended home delivery. We draw on results from dynamic programming theory for Markov decision problems, convex optimisation and discrete convex…
We investigate Wiener-transformable markets, where the driving process is given by an adapted transformation of a Wiener process. This includes processes with long memory, like fractional Brownian motion and related processes, and, in…
A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results…
In this study we provide several significant generalisations of Banach contraction principle where the Lipschitz constant is substituted by real-valued control function that is a comparison function. We study non-stationary variants of…
In this paper I give an evaluation of a functional integral by means of a series in functional derivatives, first of all we propose a differential equation of first order and solve it by iterative methods, to obtain a series for the…
In this master thesis, a new approximation scheme to non-relativistic potential scattering is developed and discussed. The starting points are two exact path integral representations of the T-matrix, which permit the application of the…
In this paper, a new axiomatization for unbounded functional calculi is proposed and the associated theory is elaborated comprising, among others, uniqueness and compatibility results and extension theorems of algebraic and topological…
This work is dedicated to the development of the theory of Fourier hyperfunctions in one variable with values in a complex non-necessarily metrisable locally convex Hausdorff space $E$. Moreover, necessary and sufficient conditions are…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
Let $X$ be a complex non-singular toric variety, $E$ an equivariant and ample line bundle on $X$. We introduce a new functional $V_\infty$ on the set of smooth, positive and invariant metrics on $E$. We compare $V_\infty$ to some classical…
Various aspects of the four point function for scalar fields in conformally invariant theories are analysed. This depends on an arbitrary function of two conformal invariants u,v. A recurrence relation for the function corresponding to the…
We use a path integral approach for solving the stochastic equations underlying the financial markets, and we show the equivalence between the path integral and the usual SDE and PDE methods. We analyze both the one-dimensional and the…
We show that every operator in $L^{2}$ has an associated measure on a space of functions and prove that it can be used to find solutions to abstract Cauchy problems, including partial differential equations. We find explicit formulas to…
Pippenger's Galois theory of finite functions and relational constraints is extended to the infinite case. The functions involved are functions of several variables on a set $A$ and taking values in a possibly different set $B$, where any…
We describe a purely-multiplicative method for extending an analytic function. It calculates the value of an analytic function at a point, merely by multiplying together function values and reciprocals of function values at other points…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
In static analysis by abstract interpretation, one often uses widening operators in order to enforce convergence within finite time to an inductive invariant. Certain widening operators, including the classical one over finite polyhedra,…
We investigate a particular two-point function of the $n$-copy Ising model. That is, the correlation function $\vev{\E(r)\T(0)}$ involving the energy field and the branch-point twist field. The latter is associated to the symmetry of the…
It is an open problem whether one can always extend an absolutely continuous function (in the sense of Ashton and Doust) on a compact subset of the plane to a larger compact set. In this paper we show that this can be done for a large…
The identification and visualization of Lagrangian structures in flows plays a crucial role in the study of dynamic systems and fluid dynamics. The Finite Time Lyapunov Exponent (FTLE) has been widely used for this purpose; however, it only…