In this paper we introduce differential subordination and superordination properties for certain subclasses of analytic functions involving certain linear operator, and obtain sandwich-type results for the functions belonging to these classes.
Let forb(m, F) denote the maximum number of columns possible in a (0, 1)-matrix A that has no repeated columns and has no submatrix which is a row and column permutation of F. We consider cases where the configuration F has a number of columns that grows with m. For a k × l matrix G, define s · G to be the concatenation of s copies of G. In a number of cases we determine forb(m, mα · G) is Θ(mk+α). Results of Keevash on the existence of designs provide constructions that can be used to give asymptotic lower bounds. An induction idea of Anstee and Lu is useful in obtaining upper bounds.
In Bayesian statistics, one frequently encounters priors and posteriors that are product of two probability density functions. In this paper, we discuss three such priors/posteriors, provide motivation and derive expressions for their moments, median and mode. Forty seven motivating examples are discussed. We expect that this paper could serve as a useful reference for practitioners of Bayesian statistics. It could also encourage further research in this area.
The oscillatory properties of half-linear second order Euler type differential equations are studied, where the coefficients of the considered equations can be unbounded. For these equations, we prove an oscillation criterion and a non-oscillation one. We also mention a corollary which shows how our criteria improve the known results. In the corollary, the criteria give an explicit oscillation constant.
By making use of the critical point theory, the existence of periodic solutions for fourth-order nonlinear p-Laplacian difference equations is obtained. The main approach used in our paper is a variational technique and the Saddle Point Theorem. The problem is to solve the existence of periodic solutions of fourth-order nonlinear p-Laplacian difference equations. The results obtained successfully generalize and complement the existing one.
The paper focuses on existence of solutions of a system of nonlocal resonant boundary value problems , where f : [0, 1] × ℝk → ℝk is continuous and g : [0, 1] → ℝk is a function of bounded variation. Imposing on the function f the following condition: the limit limλ→∞f(t, λ a) exists uniformly in a ∈ Sk−1, we have shown that the problem has at least one solution.
In this paper, using a Darbo type fixed point theorem associated with the measure of noncompactness we prove a theorem on the existence of solutions of some nonlinear functional integral equations in the space of continuous functions on interval [0, a]. We give also some examples which show that the obtained results are applicable
A basic model in financial mathematics was introduced by Black, Scholes and Merton in 1973. A classical discrete approximation in distribution is the binomial model given by Cox, Ross and Rubinstein in 1979. In this work we give a strong (almost sure, pathwise) discrete approximation of the BSM model using a suitable nested sequence of simple, symmetric random walks. The approximation extends to the stock price process, the value process, the replicating portfolio, and the greeks. An important tool in the approximation is a discrete version of the Feynman-Kac formula as well.
Our aim is to show that from an elementary discrete approach, by taking simple limits, one may get the continuous versions. We think that such an approach can be advantageous for both research and applications. Moreover, it is hoped that this approach has pedagogical merits as well: gives insight and seems suitable for teaching students whose mathematical background may not contain e.g. measure theory or stochastic analysis.