63,789 research outputs found
Elementary Introduction to Stochastic Finance in Discrete Time
This article gives an elementary introduction to stochastic finance (in discrete time). A formalization of random variables is given and some elements of Borel sets are considered. Furthermore, special functions (for buying a present portfolio and the value of a portfolio in the future) and some statements about the relation between these functions are introduced. For details see: [8] (p. 185), [7] (pp. 12, 20), [6] (pp. 3-6).Ludwig Maximilians University of Munich, GermanyGrzegorz Bancerek. The fundamental properties of natural numbers. Formalized Mathematics, 1(1):41-46, 1990.Grzegorz Bancerek. The ordinal numbers. Formalized Mathematics, 1(1):91-96, 1990.Czesław Byliński. Functions and their basic properties. Formalized Mathematics, 1(1):55-65, 1990.Czesław Byliński. Functions from a set to a set. Formalized Mathematics, 1(1):153-164, 1990.Noboru Endou, Katsumi Wasaki, and Yasunari Shidama. Definitions and basic properties of measurable functions. Formalized Mathematics, 9(3):495-500, 2001.Hans Föllmer and Alexander Schied. Stochastic Finance: An Introduction in Discrete Time, volume 27 of Studies in Mathematics. de Gruyter, Berlin, 2nd edition, 2004.Hans-Otto Georgii. Stochastik, Einführung in die Wahrscheinlichkeitstheorie und Statistik. deGruyter, Berlin, 2 edition, 2004.Achim Klenke. Wahrscheinlichkeitstheorie. Springer-Verlag, Berlin, Heidelberg, 2006.Jarosław Kotowicz. Real sequences and basic operations on them. Formalized Mathematics, 1(2):269-272, 1990.Andrzej Nędzusiak. σ-fields and probability. Formalized Mathematics, 1(2):401-407, 1990.Konrad Raczkowski and Andrzej Nędzusiak. Series. Formalized Mathematics, 2(4):449-452, 1991.Konrad Raczkowski and Paweł Sadowski. Topological properties of subsets in real numbers. Formalized Mathematics, 1(4):777-780, 1990.Andrzej Trybulec. Binary operations applied to functions. Formalized Mathematics, 1(2):329-334, 1990.Michał J. Trybulec. Integers. Formalized Mathematics, 1(3):501-505, 1990.Zinaida Trybulec. Properties of subsets. Formalized Mathematics, 1(1):67-71, 1990
A Polynomial Spectral Calculus for Analysis of DG Spectral Element Methods
We introduce a polynomial spectral calculus that follows from the summation
by parts property of the Legendre-Gauss-Lobatto quadrature. We use the calculus
to simplify the analysis of two multidimensional discontinuous Galerkin
spectral element approximations
Implementing Brouwer's database of strongly regular graphs
Andries Brouwer maintains a public database of existence results for strongly
regular graphs on vertices. We implemented most of the infinite
families of graphs listed there in the open-source software Sagemath, as well
as provided constructions of the "sporadic" cases, to obtain a graph for each
set of parameters with known examples. Besides providing a convenient way to
verify these existence results from the actual graphs, it also extends the
database to higher values of .Comment: 18 pages, LaTe
New Operators for Spin Net Gravity: Definitions and Consequences
Two operators for quantum gravity, angle and quasilocal energy, are briefly
reviewed. The requirements to model semi-classical angles are discussed. To
model semi-classical angles it is shown that the internal spins of the vertex
must be very large, ~10^20.Comment: 7 pages, 2 figures, a talk at the MG9 Meeting, Rome, July 2-8, 200
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