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排序方式: 共有342条查询结果,搜索用时 15 毫秒
1.
《Discrete Mathematics》2022,345(9):112949
In this paper, we describe a result on self-conjugate -core partitions with the fixed number of corners. We also define shifted corners of a distinct partition and find formulas for the number of -core partitions and the number of -core shifted Young diagrams with the fixed number of shifted corners. 相似文献
3.
4.
This article considers a problem of evaluating barrier option prices when the underlying dynamics are driven by stochastic elasticity of variance (SEV). We employ asymptotic expansions and Mellin transform to evaluate the option prices. The approach is able to efficiently handle barrier options in a SEV framework and produce explicitly a semi-closed form formula for the approximate barrier option prices. The formula is an expansion of the option price in powers of the characteristic amplitude scale and variation time of the elasticity and it can be calculated easily by taking the derivatives of the Black–Scholes price for a barrier option with respect to the underlying price and computing the one-dimensional integrals of some linear combinations of the Greeks with respect to time. We confirm the accuracy of our formula via Monte-Carlo simulation and find the SEV effect on the Black–Scholes barrier option prices. 相似文献
5.
In this paper we derive the asymptotic behaviour of the survival function of both random sum and random maximum of log-normal risks. As for the case of finite sum and maximum investigated in Asmussen and Rojas-Nandayapa (2008) also for the more general setup of random sums and random maximum the principle of a single big jump holds. We investigate both the log-normal sequences and some related dependence structures motivated by stationary Gaussian sequences. 相似文献
6.
We consider stationary motion of degenerate power-law fluids in three dimension. We obtain a local regularity estimates of weak solutions, restricting ourselves to the shear-thickening case. 相似文献
7.
The Green function for the mixed problem for the linear Stokes system in domains in the plane 下载免费PDF全文
We construct the Green function for the mixed boundary value problem for the linear Stokes system in a two‐dimensional Lipschitz domain. 相似文献
8.
I. S. Shivakumara Jinho Lee C. E. Nanjundappa M. Ravisha 《Transport in Porous Media》2011,87(1):251-273
The effect of Coriolis force on the onset of ferromagnetic convection in a rotating horizontal ferrofluid saturated porous
layer in the presence of a uniform vertical magnetic field is studied. The boundaries are considered to be either stress free
or rigid. The modified Brinkman–Forchheimer-extended Darcy equation with fluid viscosity different from effective viscosity
is used to characterize the fluid motion. The condition for the occurrence of direct and Hopf bifurcations is obtained analytically
in the case of free boundaries, while for rigid boundaries the eigenvalue problem has been solved numerically using the Galerkin
method. Contrary to their stabilizing effect in the absence of rotation, increasing the ratio of viscosities, Λ, and decreasing
the Darcy number Da show a partial destabilizing effect on the onset of stationary ferromagnetic convection in the presence of rotation, and
some important observations are made on the stability characteristics of the system. Moreover, the similarities and differences
between free–free and rigid–rigid boundaries in the presence of buoyancy and magnetic forces together or in isolation are
emphasized in triggering the onset of ferromagnetic convection in a rotating ferrofluid saturated porous layer. For smaller
Taylor number domain, the stress-free boundaries are found to be always more unstable than in the case of rigid boundaries.
However, this trend is reversed at higher Taylor number domain because the stability of the stress-free case is increased
more quickly than the rigid case. 相似文献
9.
In this paper, we study an inverse problem of reconstructing two time independent coefficients in the reaction diffusion system from the final measurement. First the given problem is transformed into an optimization problem by using optimal control framework and the existence of the minimizer for the control functional is established. Then we prove the stability estimate for two coefficients with the upper bound given by some Sobolev norms of the final measurement. 相似文献
10.
Byungchul Cha 《Journal of Number Theory》2010,130(4):1048-1055
We derive a formula for the density of positive integers satisfying a certain system of inequality, often referred as prime number races, in the case of the polynomial rings over finite fields. This is a function field analog of the work of Feuerverger and Martin, who established such formula in the number field case, building up on the fundamental work of Rubinstein and Sarnak. 相似文献