Introduction to Differential Equations
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Applications of the Mellin Transform in Mathematical Finance
University of Wollongong Research Online University of Wollongong Thesis Collection 2017+ University of Wollongong Thesis Collections 2018 Applications of the Mellin transform in mathematical finance Tianyu Raymond Li Follow this and additional works at: https://ro.uow.edu.au/theses1 University of Wollongong Copyright Warning You may print or download ONE copy of this document for the purpose of your own research or study. The University does not authorise you to copy, communicate or otherwise make available electronically to any other person any copyright material contained on this site. You are reminded of the following: This work is copyright. Apart from any use permitted under the Copyright Act 1968, no part of this work may be reproduced by any process, nor may any other exclusive right be exercised, without the permission of the author. Copyright owners are entitled to take legal action against persons who infringe their copyright. A reproduction of material that is protected by copyright may be a copyright infringement. A court may impose penalties and award damages in relation to offences and infringements relating to copyright material. Higher penalties may apply, and higher damages may be awarded, for offences and infringements involving the conversion of material into digital or electronic form. Unless otherwise indicated, the views expressed in this thesis are those of the author and do not necessarily represent the views of the University of Wollongong. Recommended Citation Li, Tianyu Raymond, Applications of the Mellin transform in mathematical finance, Doctor of Philosophy thesis, School of Mathematics and Applied Statistics, University of Wollongong, 2018. https://ro.uow.edu.au/theses1/189 Research Online is the open access institutional repository for the University of Wollongong. -
Think Python
Think Python How to Think Like a Computer Scientist 2nd Edition, Version 2.2.18 Think Python How to Think Like a Computer Scientist 2nd Edition, Version 2.2.18 Allen Downey Green Tea Press Needham, Massachusetts Copyright © 2015 Allen Downey. Green Tea Press 9 Washburn Ave Needham MA 02492 Permission is granted to copy, distribute, and/or modify this document under the terms of the Creative Commons Attribution-NonCommercial 3.0 Unported License, which is available at http: //creativecommons.org/licenses/by-nc/3.0/. The original form of this book is LATEX source code. Compiling this LATEX source has the effect of gen- erating a device-independent representation of a textbook, which can be converted to other formats and printed. http://www.thinkpython2.com The LATEX source for this book is available from Preface The strange history of this book In January 1999 I was preparing to teach an introductory programming class in Java. I had taught it three times and I was getting frustrated. The failure rate in the class was too high and, even for students who succeeded, the overall level of achievement was too low. One of the problems I saw was the books. They were too big, with too much unnecessary detail about Java, and not enough high-level guidance about how to program. And they all suffered from the trap door effect: they would start out easy, proceed gradually, and then somewhere around Chapter 5 the bottom would fall out. The students would get too much new material, too fast, and I would spend the rest of the semester picking up the pieces. -
Natural Domain of a Function • Range Calculations Table of Contents (Continued)
~ THE UNIVERSITY OF AKRON w Mathematics and Computer Science calculus Article: Functions menu Directory • Table of Contents • Begin tutorial on Functions • Index Copyright c 1995{1998 D. P. Story Last Revision Date: 11/6/1998 Functions Table of Contents 1. Introduction 2. The Concept of a Function 2.1. Constructing Functions • The Use of Algebraic Expressions • Piecewise Definitions • Descriptive or Conceptual Methods 2.2. Evaluation Issues • Numerical Evaluation • Symbolic Evalulation 2.3. What's in a Name • The \Standard" Way • Functions Named by the Depen- dent Variable • Descriptive Naming • Famous Functions 2.4. Models for Functions • A Function as a Mapping • Venn Diagram of a Function • A Function as a Black Box 2.5. Calculating the Domain and Range • The Natural Domain of a Function • Range Calculations Table of Contents (continued) 2.6. Recognizing Functions • Interpreting the Terminology • The Vertical Line Test 3. Graphing: First Principles 4. Methods of Combining Functions 4.1. The Algebra of Functions 4.2. The Composition of Functions 4.3. Shifting and Rescaling • Horizontal Shifting • Vertical Shifting • Rescaling 5. Classification of Functions • Polynomial Functions • Rational Functions • Algebraic Functions 1. Introduction In the world of Mathematics one of the most common creatures en- countered is the function. It is important to understand the idea of a function if you want to gain a thorough understanding of Calculus. Science concerns itself with the discovery of physical or scientific truth. In a portion of these investigations, researchers (or engineers) attempt to discern relationships between physical quantities of interest. There are many ways of interpreting the meaning of the word \relation- ships," but in Calculus we are most often concerned with functional relationships. -
False Dilemma Wikipedia Contents
False dilemma Wikipedia Contents 1 False dilemma 1 1.1 Examples ............................................... 1 1.1.1 Morton's fork ......................................... 1 1.1.2 False choice .......................................... 2 1.1.3 Black-and-white thinking ................................... 2 1.2 See also ................................................ 2 1.3 References ............................................... 3 1.4 External links ............................................. 3 2 Affirmative action 4 2.1 Origins ................................................. 4 2.2 Women ................................................ 4 2.3 Quotas ................................................. 5 2.4 National approaches .......................................... 5 2.4.1 Africa ............................................ 5 2.4.2 Asia .............................................. 7 2.4.3 Europe ............................................ 8 2.4.4 North America ........................................ 10 2.4.5 Oceania ............................................ 11 2.4.6 South America ........................................ 11 2.5 International organizations ...................................... 11 2.5.1 United Nations ........................................ 12 2.6 Support ................................................ 12 2.6.1 Polls .............................................. 12 2.7 Criticism ............................................... 12 2.7.1 Mismatching ......................................... 13 2.8 See also -
Pivotal Decompositions of Functions
PIVOTAL DECOMPOSITIONS OF FUNCTIONS JEAN-LUC MARICHAL AND BRUNO TEHEUX Abstract. We extend the well-known Shannon decomposition of Boolean functions to more general classes of functions. Such decompositions, which we call pivotal decompositions, express the fact that every unary section of a function only depends upon its values at two given elements. Pivotal decom- positions appear to hold for various function classes, such as the class of lattice polynomial functions or the class of multilinear polynomial functions. We also define function classes characterized by pivotal decompositions and function classes characterized by their unary members and investigate links between these two concepts. 1. Introduction A remarkable (though immediate) property of Boolean functions is the so-called Shannon decomposition, or Shannon expansion (see [20]), also called pivotal decom- position [2]. This property states that, for every Boolean function f : {0, 1}n → {0, 1} and every k ∈ [n]= {1,...,n}, the following decomposition formula holds: 1 0 n (1) f(x) = xk f(xk)+ xk f(xk) , x = (x1,...,xn) ∈{0, 1} , a where xk = 1 − xk and xk is the n-tuple whose i-th coordinate is a, if i = k, and xi, otherwise. Here the ‘+’ sign represents the classical addition for real numbers. Decomposition formula (1) means that we can precompute the function values for xk = 0 and xk = 1 and then select the appropriate value depending on the value of xk. By analogy with the cofactor expansion formula for determinants, here 1 0 f(xk) (resp. f(xk)) is called the cofactor of xk (resp. xk) for f and is derived by setting xk = 1 (resp. -
Functional C
Functional C Pieter Hartel Henk Muller January 3, 1999 i Functional C Pieter Hartel Henk Muller University of Southampton University of Bristol Revision: 6.7 ii To Marijke Pieter To my family and other sources of inspiration Henk Revision: 6.7 c 1995,1996 Pieter Hartel & Henk Muller, all rights reserved. Preface The Computer Science Departments of many universities teach a functional lan- guage as the first programming language. Using a functional language with its high level of abstraction helps to emphasize the principles of programming. Func- tional programming is only one of the paradigms with which a student should be acquainted. Imperative, Concurrent, Object-Oriented, and Logic programming are also important. Depending on the problem to be solved, one of the paradigms will be chosen as the most natural paradigm for that problem. This book is the course material to teach a second paradigm: imperative pro- gramming, using C as the programming language. The book has been written so that it builds on the knowledge that the students have acquired during their first course on functional programming, using SML. The prerequisite of this book is that the principles of programming are already understood; this book does not specifically aim to teach `problem solving' or `programming'. This book aims to: ¡ Familiarise the reader with imperative programming as another way of imple- menting programs. The aim is to preserve the programming style, that is, the programmer thinks functionally while implementing an imperative pro- gram. ¡ Provide understanding of the differences between functional and imperative pro- gramming. Functional programming is a high level activity. -
Notes on Functional Programming with Haskell
Notes on Functional Programming with Haskell H. Conrad Cunningham [email protected] Multiparadigm Software Architecture Group Department of Computer and Information Science University of Mississippi 201 Weir Hall University, Mississippi 38677 USA Fall Semester 2014 Copyright c 1994, 1995, 1997, 2003, 2007, 2010, 2014 by H. Conrad Cunningham Permission to copy and use this document for educational or research purposes of a non-commercial nature is hereby granted provided that this copyright notice is retained on all copies. All other rights are reserved by the author. H. Conrad Cunningham, D.Sc. Professor and Chair Department of Computer and Information Science University of Mississippi 201 Weir Hall University, Mississippi 38677 USA [email protected] PREFACE TO 1995 EDITION I wrote this set of lecture notes for use in the course Functional Programming (CSCI 555) that I teach in the Department of Computer and Information Science at the Uni- versity of Mississippi. The course is open to advanced undergraduates and beginning graduate students. The first version of these notes were written as a part of my preparation for the fall semester 1993 offering of the course. This version reflects some restructuring and revision done for the fall 1994 offering of the course|or after completion of the class. For these classes, I used the following resources: Textbook { Richard Bird and Philip Wadler. Introduction to Functional Program- ming, Prentice Hall International, 1988 [2]. These notes more or less cover the material from chapters 1 through 6 plus selected material from chapters 7 through 9. Software { Gofer interpreter version 2.30 (2.28 in 1993) written by Mark P. -
APPENDIX. the MELLIN TRANSFORM and RELATED ANALYTIC TECHNIQUES D. Zagier 1. the Generalized Mellin Transformation the Mellin
APPENDIX. THE MELLIN TRANSFORM AND RELATED ANALYTIC TECHNIQUES D. Zagier 1. The generalized Mellin transformation The Mellin transformation is a basic tool for analyzing the behavior of many important functions in mathematics and mathematical physics, such as the zeta functions occurring in number theory and in connection with various spectral problems. We describe it first in its simplest form and then explain how this basic definition can be extended to a much wider class of functions, important for many applications. Let ϕ(t) be a function on the positive real axis t > 0 which is reasonably smooth (actually, continuous or even piecewise continuous would be enough) and decays rapidly at both 0 and , i.e., the function tAϕ(t) is bounded on R for any A R. Then the integral ∞ + ∈ ∞ ϕ(s) = ϕ(t) ts−1 dt (1) 0 converges for any complex value of s and defines a holomorphic function of s called the Mellin transform of ϕ(s). The following small table, in which α denotes a complex number and λ a positive real number, shows how ϕ(s) changes when ϕ(t) is modified in various simple ways: ϕ(λt) tαϕ(t) ϕ(tλ) ϕ(t−1) ϕ′(t) . (2) λ−sϕ(s) ϕ(s + α) λ−sϕ(λ−1s) ϕ( s) (1 s)ϕ(s 1) − − − We also mention, although we will not use it in the sequel, that the function ϕ(t) can be recovered from its Mellin transform by the inverse Mellin transformation formula 1 C+i∞ ϕ(t) = ϕ(s) t−s ds, 2πi C−i∞ where C is any real number. -
Generalizsd Finite Mellin Integral Transforms
Available online a t www.scholarsresearchlibrary.com Scholars Research Library Archives of Applied Science Research, 2012, 4 (2):1117-1134 (http://scholarsresearchlibrary.com/archive.html) ISSN 0975-508X CODEN (USA) AASRC9 Generalizsd finite mellin integral transforms S. M. Khairnar, R. M. Pise*and J. N. Salunke** Deparment of Mathematics, Maharashtra Academy of Engineering, Alandi, Pune, India * R.G.I.T. Versova, Andheri (W), Mumbai, India **Department of Mathematics, North Maharastra University, Jalgaon-India ______________________________________________________________________________ ABSTRACT Aim of this paper is to see the generalized Finite Mellin Integral Transforms in [0,a] , which is mentioned in the paper , by Derek Naylor (1963) [1] and Lokenath Debnath [2]..For f(x) in 0<x< ∞ ,the Generalized ∞ ∞ ∞ ∞ Mellin Integral Transforms are denoted by M − [ f( x ), r] = F− ()r and M + [ f( x ), r] = F+ ()r .This is new idea is given by Lokenath Debonath in[2].and Derek Naylor [1].. The Generalized Finite Mellin Integral Transforms are extension of the Mellin Integral Transform in infinite region. We see for f(x) in a a a a 0<x<a, M − [ f( x ), r] = F− ()r and M + [ f( x ), r] = F+ ()r are the generalized Finite Mellin Integral Transforms . We see the properties like linearity property , scaling property ,power property and 1 1 propositions for the functions f ( ) and (logx)f(x), the theorems like inversion theorem ,convolution x x theorem , orthogonality and shifting theorem. for these integral transforms. The new results is obtained for Weyl Fractional Transform and we see the results for derivatives differential operators ,integrals ,integral expressions and integral equations for these integral transforms. -
Extended Riemann-Liouville Type Fractional Derivative Operator with Applications
Open Math. 2017; 15: 1667–1681 Open Mathematics Research Article P. Agarwal, Juan J. Nieto*, and M.-J. Luo Extended Riemann-Liouville type fractional derivative operator with applications https://doi.org/10.1515/math-2017-0137 Received November 16, 2017; accepted November 30, 2017. Abstract: The main purpose of this paper is to introduce a class of new extended forms of the beta function, Gauss hypergeometric function and Appell-Lauricella hypergeometric functions by means of the modied Bessel function of the third kind. Some typical generating relations for these extended hypergeometric functions are obtained by dening the extension of the Riemann-Liouville fractional derivative operator. Their connections with elementary functions and Fox’s H-function are also presented. Keywords: Gamma function, Extended beta function, Riemann-Liouville fractional derivative, Hypergeomet- ric functions, Fox H-function, Generating functions, Mellin transform, Integral representations MSC: 26A33, 33B15, 33B20, 33C05, 33C20, 33C65 1 Introduction Extensions and generalizations of some known special functions are important both from the theoretical and applied point of view. Also many extensions of fractional derivative operators have been developed and applied by many authors (see [2–6, 11, 12, 19–21] and [17, 18]). These new extensions have proved to be very useful in various elds such as physics, engineering, statistics, actuarial sciences, economics, nance, survival analysis, life testing and telecommunications. The above-mentioned applications have largely motivated our present study. The extended incomplete gamma functions constructed by using the exponential function are dened by z p α, z; p tα−1 exp t dt R p 0; p 0, R α 0 (1) t 0 ( ) = − − ( ( ) > = ( ) > ) and S ∞ p Γ α, z; p tα−1 exp t dt R p 0 (2) t z ( ) = − − ( ( ) ≥ ) with arg z π, which have been studiedS in detail by Chaudhry and Zubair (see, for example, [2] and [4]). -
Prime Number Theorem
Prime Number Theorem Bent E. Petersen Contents 1 Introduction 1 2Asymptotics 6 3 The Logarithmic Integral 9 4TheCebyˇˇ sev Functions θ(x) and ψ(x) 11 5M¨obius Inversion 14 6 The Tail of the Zeta Series 16 7 The Logarithm log ζ(s) 17 < s 8 The Zeta Function on e =1 21 9 Mellin Transforms 26 10 Sketches of the Proof of the PNT 29 10.1 Cebyˇˇ sev function method .................. 30 10.2 Modified Cebyˇˇ sev function method .............. 30 10.3 Still another Cebyˇˇ sev function method ............ 30 10.4 Yet another Cebyˇˇ sev function method ............ 31 10.5 Riemann’s method ...................... 31 10.6 Modified Riemann method .................. 32 10.7 Littlewood’s Method ..................... 32 10.8 Ikehara Tauberian Theorem ................. 32 11ProofofthePrimeNumberTheorem 33 References 39 1 Introduction Let π(x) be the number of primes p ≤ x. It was discovered empirically by Gauss about 1793 (letter to Enke in 1849, see Gauss [9], volume 2, page 444 and Goldstein [10]) and by Legendre (in 1798 according to [14]) that x π(x) ∼ . log x This statement is the prime number theorem. Actually Gauss used the equiva- lent formulation (see page 10) Z x dt π(x) ∼ . 2 log t 1 B. E. Petersen Prime Number Theorem For some discussion of Gauss’ work see Goldstein [10] and Zagier [45]. In 1850 Cebyˇˇ sev [3] proved a result far weaker than the prime number theorem — that for certain constants 0 <A1 < 1 <A2 π(x) A < <A . 1 x/log x 2 An elementary proof of Cebyˇˇ sev’s theorem is given in Andrews [1]. -
Fourier-Type Kernels and Transforms on the Real Line
FOURIER-TYPE KERNELS AND TRANSFORMS ON THE REAL LINE GOONG CHEN AND DAOWEI MA Abstract. Kernels of integral transforms of the form k(xy) are called Fourier kernels. Hardy and Titchmarsh [6] and Watson [15] studied self-reciprocal transforms with Fourier kernels on the positive half-real line R+ and obtained nice characterizing conditions and other properties. Nevertheless, the Fourier transform has an inherent complex, unitary structure and by treating it on the whole real line more interesting properties can be explored. In this paper, we characterize all unitary integral transforms on L2(R) with Fourier kernels. Characterizing conditions are obtained through a natural splitting of the kernel on R+ and R−, and the conversion to convolution integrals. A collection of concrete examples are obtained, which also include "discrete" transforms (that are not integral transforms). Furthermore, we explore algebraic structures for operator-composing integral kernels and identify a certain Abelian group associated with one of such operations. Fractional powers can also be assigned a new interpretation and obtained. 1. Introduction The Fourier transform is one of the most powerful methods and tools in mathematics (see, e.g., [3]). Its applications are especially prominent in signal processing and differential equations, but many other applications also make the Fourier transform and its variants universal elsewhere in almost all branches of science and engineering. Due to its utter significance, it is of interest to investigate the Fourier transform