Department of Mathematics
http://hdl.handle.net/1957/13737
2015-01-22T05:42:03ZOn Shift Dynamics for Cyclically Presented Groups
http://hdl.handle.net/1957/54833
On Shift Dynamics for Cyclically Presented Groups
Bogley, William A.
A group defined by a finite presentation with cyclic symmetry admits a shift automorphism
that is periodic and word-length preserving. It is shown that if the presentation
is combinatorially aspherical and orientable, in the sense that no relator is
a cyclic permutation of the inverse of any of its shifts, then the shift acts freely on
the non-identity elements of the group presented. For cyclic presentations defined by
positive words of length at most three, the shift defines a free action if and only if
the presentation is combinatorially aspherical and the shift itself is fixed point free if
and only if the group presented is infinite.
This is an author's peer-reviewed final manuscript, as accepted by the publisher. The published article is copyrighted by Elsevier and can be found at: http://www.journals.elsevier.com/journal-of-algebra/
2014-11-15T00:00:00ZFractional Brownian fields over manifolds
http://hdl.handle.net/1957/54728
Fractional Brownian fields over manifolds
Gelbaum, Zachary A.
See article for Abstract.
This is the publisherâ€™s final pdf. The published article is copyrighted by the American Mathematical Society and can be found at: http://www.ams.org/publications/journals/journalsframework/tran.
2014-09-01T00:00:00ZValuing options in a discrete time regime switching model with jumps
http://hdl.handle.net/1957/54650
Valuing options in a discrete time regime switching model with jumps
Chunikhina, Evgenia V
In this work, we provide a detailed analysis of a discrete time regime switching financial market model with jumps. We consider the model under two different scenarios: known and unknown initial regime. For each scenario we investigated conditions that guarantee the model's completeness. We find that the model under consideration is arbitrage-free and complete if the initial regime is known and the jump size satisfies specific condition. Formulae for a unique risk-neutral measure and arbitrage-free pricing of derivative securities are provided. Several numerical examples illustrate no-arbitrage approach to pricing of derivative securities. In the case of incomplete model the Esscher transform is considered to obtain one specific pricing measure. In particular, we show that the Esscher transformed prices are continuously differentiable as a function of the parameters at the interface of incompleteness and completeness.
Graduation date: 2015
2014-12-12T00:00:00ZThe trousers problem revisited
http://hdl.handle.net/1957/53702
The trousers problem revisited
Manogue, Corinne A.; Copeland, Ed; Dray, Tevian
Anderson and DeWitt considered the quantization of a massless scalar field in a spacetime whose spacelike hypersurfaces change topology and concluded that the topology change gives rise to infinite particle and energy production. We show here that their calculations are insufficient and that their propagation rule is unphysical. However, our results using a more general propagation rule support their conclusion.
This is the publisherâ€™s final pdf. The published article is copyrighted by the Indian Academy of Sciences and can be found at: http://link.springer.com/journal/12043.
1988-04-01T00:00:00Z