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Diffusion Processes on Solvable Groups of Upper Triangular 3x3 matrices. Applications in Asian and Basket Options.
Title
Diffusion Processes on Solvable Groups of Upper Triangular 3x3 matrices. Applications in Asian and Basket Options.
Author
Simonsen, Julia
Date Created
2020
Subjects--Topical
Mathematics
Description
One of the questions in algebraic groups is about the asymptotic behavior of the probability of return of a random walk, which closely related on the growth rate of a group. Upper-triangular matrices form a group. Solvable groups have an exponenti...
Spectral Theory of Schrödinger Type Operator on Spider Type Quantum Graphs
Title
Spectral Theory of Schrödinger Type Operator on Spider Type Quantum Graphs
Author
Paul, Madhumita
Date Created
2023
Subjects--Topical
Mathematics
Description
The dissertation consists of chapter 1: Introduction, this chapter contains some definitions and examples of quantum graphs, symplectic analysis and its representation on spider graph. Chapter 2-Brownian motion on the spider like quantum graph, th...