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Insider Trading with a Random Deadline under Partial Observations: Maximal Principle Method
For a revised model of Caldentey and Stacchetti (Econometrica, 2010) in continuous-time insider trading with a random deadline which allows market...
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Complete Asymptotic Expansion for an Exponential-Type Operator Related to p(x) = x3
Operators of exponential type have kernel functions which satisfy a certain homogeneous differential equation related to a certain function p . They...
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Lower Bound for the Green Energy of Point Configurations in Harmonic Manifolds
In this paper, we get the sharpest known to date lower bounds for the minimal Green energy of the compact harmonic manifolds of any dimension. Our...
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Stability of Entropy Solution of Conservation Law Systems on Flow Function and Relaxation Function
In this paper, using the fractional step Lax-Friedrichs difference scheme, we establish the stability of the entropy solution on flow function and...
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A Novel Error Analysis of Spectral Method for the Anomalous Subdiffusion Problems with Multi-term Time-fractional Derivative
This paper aims to extend a space-time spectral method to address the multi-term time-fractional subdiffusion equations with Caputo derivative. In...
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Time Decay Rate of Solutions Toward the Viscous Shock Waves under Periodic Perturbations for the Scalar Conservation Law with Nonlinear Viscosity
In this paper, it is proved that the weak solution to the Cauchy problem for the scalar viscous conservation law, with nonlinear viscosity, different...
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On the Poincaré expansion of the Hurwitz zeta function
In this paper, we extend the result of Paris [R.B. Paris, The Stokes phenomenon associated with the Hurwitz zeta function ζ ( s, a ), Proc. R. Soc. Lond....
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Analyzing Multiple Phenotypes Based on Principal Component Analysis
Joint analysis of multiple phenotypes can have better interpretation of complex diseases and increase statistical power to detect more significant...
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Local behaviors of Fourier expansions for functions of limited regularities
Based on the explicit formula of the pointwise error of Fourier projection approximation and by applying van der Corput-type Lemma, optimal...
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On the Asymptotics of Wright Functions of the Second Kind
The asymptotic expansions of the Wright functions of the second kind, introduced by Mainardi [see Appendix F of his book Fractional Calculus and Waves...
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Gini Correlation for Feature Screening
In this paper we propose the Gini correlation screening (GCS) method to select the important variables with ultrahigh dimensional data. The new...
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Best n-Term Approximation of Diagonal Operators and Application to Function Spaces with Mixed Smoothness
In this paper we give exact values of the best n -term approximation widths of diagonal operators between ℓ p (ℕ)and ℓ q (ℕ)with 0 < p,q ≤ ∞. The result...
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Asymptotics of Generalized Partial Theta Functions with a Dirichlet Character
We prove asymptotic expansions of generalized partial theta functions with a nonprincipal Dirichlet character and relate these expansions to certain L -series....
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An Averaging Principle For Stochastic Differential Equations Of Fractional Order 0 < α < 1
This paper presents an averaging principle for fractional stochastic differential equations in ℝ n with fractional order 0 < α < 1. We obtain a...
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Asymptotic Evaluation of a Lattice Sum Associated with the Laplacian Matrix
The Laplacian matrix is of fundamental importance in the study of graphs, networks, random walks on lattices, and arithmetic of curves. In certain...
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A Factor-GARCH Model for High Dimensional Volatilities
This paper proposes a method for modelling volatilities (conditional covariance matrices) of high dimensional dynamic data. We combine the ideas of...
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Boundary Layer Solution of the Boltzmann Equation for Specular Boundary Condition
In the paper, we establish the existence of steady boundary layer solution of Boltzmann equation with specular boundary condition in L
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