相关论文: A Complete Spectral Analysis of the CEV Operator w…
This paper is devoted to providing quantitative bounds on the location of eigenvalues, both discrete and embedded, of non self-adjoint Lam\'e operators of elasticity $-\Delta^\ast + V$ in terms of suitable norms of the potential $V$. In…
In this text we describe the spectral nature (pure point or continuous) of a self-similar Sturm-Liouville operator on the line or the half-line. This is motivated by the more general problem of understanding the spectrum of Laplace…
The Constant Elasticity of Variance (CEV) model is mathematically presented and then used in a Credit-Equity hybrid framework. Next, we propose extensions to the CEV model with default: firstly by adding a stochastic volatility diffusion…
This work deals with an inverse problem for the Sturm-Liouville operator with non-separated boundary conditions, one of which linearly depends on a spectral parameter. Uniqueness theorem is proved, solution algorithm is constructed and…
We analyze the spectral properties of a self-adjoint second-order differential operator $\hat{C}$, defined on the Hilbert space $L^2([-v_c, v_c])$ with Dirichlet boundary conditions. We derive the discrete spectrum $\{C_n\}$, prove the…
In this paper we examine the asymptotic structure of the pseudospectrum of the singular Sturm-Liouville operator $L=\partial_x(f\partial_x)+\partial_x$ subject to periodic boundary conditions on a symmetric interval, where the coefficient…
We apply both the theory of boundary triples and perturbation theory to the setting of semi-bounded Sturm-Liouville operators with two limit-circle endpoints. For general boundary conditions we obtain refined and new results about their…
In this paper we give a complete description of the spectral analysis of the Schrodinger operator L(V) with the optical potentil. First we consider the Bolch eigenvalues and spectrum of L(V). Then using it we investigate spectral…
We give a comprehensive treatment of Sturm-Liouville operators with measure-valued coefficients including, a full discussion of self-adjoint extensions and boundary conditions, resolvents, and Weyl-Titchmarsh theory. We avoid previous…
The self-adjoint matrix Sturm-Liouville operator on a finite interval with a boundary condition in the general form is studied. We obtain asymptotic formulas for the eigenvalues and the weight matrices of the considered operator. These…
We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary…
The inverse spectral problem is studied for the Sturm-Liouville operator with a complex-valued potential and arbitrary entire functions in one of the boundary conditions. We obtain necessary and sufficient conditions for uniqueness, and…
The inverse spectral problems are studied for the Sturm-Liouville operator on the star-shaped graph and for the matrix Sturm-Liouville operator with the boundary condition in the general self-adjoint form. We obtain necessary and sufficient…
The matrix Sturm-Liouville operator on a finite interval with the boundary conditions in the general self-adjoint form and with the singular potential from the class $W_2^{-1}$ is studied. This operator generalizes Sturm-Liouville operators…
We present a spectral-theoretic approach to time-average statistical mechanics for general, non-equilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic…
The inverse problem of spectral analysis for the non-self-adjoint matrix Sturm-Liouville operator on a finite interval is investigated. We study properties of the spectral characteristics for the considered operator, and provide necessary…
The authors study the spectral theory of self-adjoint operators that are subject to certain types of perturbations. An iterative introduction of infinitely many randomly coupled rank-one perturbations is one of our settings. Spectral…
We propose new methods for calculation of the discrete spectrum, the reflection amplitude and the correlation functions of boundary Liouville theory on a strip with Lorentzian signature. They are based on the structure of the vertex…
This study presents new analytic approximations of the stochastic-alpha-beta-rho (SABR) model. Unlike existing studies that focus on the equivalent Black-Scholes (BS) volatility, we instead derive the equivalent…
We discuss how to generalize a Dirac operator such that the solution of a Dirac equation is of bounded variation rather than continuous. We build the spectral theory for generalized Dirac operators and discuss the connection between them…