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Exponential functionals of Brownian motion have been extensively studied in financial and insurance mathematics due to their broad applications, for example, in the pricing of Asian options. The Black-Scholes model is appealing because of…

Pricing of Securities · Quantitative Finance 2016-10-04 Runhuan Feng , Alexey Kuznetsov , Fenghao Yang

We introduce an elliptic extension of Clausen-type functions based on a unified recursive framework. Starting from the polylogarithmic master function, we construct a pair of circular functions whose real and imaginary parts correspond to…

General Mathematics · Mathematics 2026-03-10 Ken Nagai

An algorithm for numerically computing the exponential of a matrix is presented. We have derived a polynomial expansion of $e^x$ by computing it as an initial value problem using a symbolic programming language. This algorithm is shown to…

Numerical Analysis · Mathematics 2016-06-28 Daniel Gebremedhin , Charles Weatherford

Expansion of higher transcendental functions in a small parameter are needed in many areas of science. For certain classes of functions this can be achieved by algebraic means. These algebraic tools are based on nested sums and can be…

High Energy Physics - Phenomenology · Physics 2015-06-25 Sven Moch , Peter Uwer , Stefan Weinzierl

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Methodology · Statistics 2021-08-27 Ioannis Kalogridis , Stefan Van Aelst

A subset of a set of terminals that observe correlated signals seek to compute a given function of the signals using public communication. It is required that the value of the function be kept secret from an eavesdropper with access to the…

Information Theory · Computer Science 2010-07-20 Himanshu Tyagi , Prakash Narayan , Piyush Gupta

It will be shown that the polynomial time computable numbers form a field, and especially an algebraically closed field.

Computational Complexity · Computer Science 2007-05-23 Tetsushi Matsui

We propose two new definitions of the exponential function on time scales. The first definition is based on the Cayley transformation while the second one is a natural extension of exact discretizations. Our eponential functions map the…

Classical Analysis and ODEs · Mathematics 2023-03-20 Jan L. Cieslinski

Based on our previous work on truly concurrent process algebras APTC, we use it to verify the security protocols. This work (called Secure APTC, abbreviated SAPTC) have the following advantages in verifying security protocols: (1) It has a…

Logic in Computer Science · Computer Science 2021-10-26 Yong Wang

Unlike polynomials, rational functions can represent functions having poles or branch cuts with root-exponential convergence and no Runge phenomenon. Recent developments of the AAA and greedy Thiele algorithms have sparked renewed interest…

Numerical Analysis · Mathematics 2025-12-09 Tobin A. Driscoll

We consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data. Also we derive the…

Statistics Theory · Mathematics 2013-04-19 Aboubacar Amiri , Baba Thiam

Richard Cox [1] set the axiomatic foundations of probable inference and the algebra of propositions. He showed that consistency within these axioms requires certain rules for updating belief. In this paper we use the analogy between…

Artificial Intelligence · Computer Science 2007-05-23 Ali E. Abbas

This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…

Numerical Analysis · Mathematics 2024-06-11 Dongping Li , Xue Wang , Xiuying Zhang

Kawamura and Cook specified the least set of information about a continuous function on the unit interval which is needed for fast function evaluation. This paper presents a variation of their result. To make the above statement precise,…

Logic in Computer Science · Computer Science 2018-08-28 Franz Brauße , Florian Steinberg

In this work we investigate the possibility of using the reflection algebra as a source of functional equations. More precisely, we obtain functional relations determining the partition function of the six-vertex model with domain-wall…

Mathematical Physics · Physics 2017-05-17 W. Galleas , J. Lamers

A new mathematical notation is proposed for the iteration of functions. It facilitates the application of the iteration of functions in mathematical and logical expressions, definitions of sets, and formulations of algorithms. Illustrations…

Dynamical Systems · Mathematics 2012-07-03 Valerii Salov

We propose a quadrature-based formula for computing the exponential function of matrices with a non-oscillatory integral on an infinite interval and an oscillatory integral on a finite interval. In the literature, existing quadrature-based…

Numerical Analysis · Mathematics 2024-12-02 Masato Suzuki , Ken'ichiro Tanaka

Decidability of the problems of unboundedness and simultaneous unboundedness (aka. the diagonal problem) for higher-order recursion schemes was established by Clemente, Parys, Salvati, and Walukiewicz (2016). Then a procedure of optimal…

Logic in Computer Science · Computer Science 2022-04-26 David Barozzini , Paweł Parys , Jan Wróblewski

We use Hidden Markov Models to motivate a quantitative compositional semantics for noninterference-based security with iteration, including a refinement- or "implements" relation that compares two programs with respect to their information…

Cryptography and Security · Computer Science 2019-02-20 Annabelle McIver , Larissa Meinicke , Carroll Morgan

This paper defines a new notion of bounded computable randomness for certain classes of sub-computable functions which lack a universal machine. In particular, we define such versions of randomness for primitive recursive functions and for…

Logic in Computer Science · Computer Science 2015-07-01 Sam Buss , Douglas Cenzer , Jeffrey B. Remmel