A uniform version of Laplace´s method for contour integrals

a cauchy-schwarz type inequality for fuzzy integrals

نامساوی کوشی-شوارتز در حالت کلاسیک در فضای اندازه فازی برقرار نمی باشد اما با اعمال شرط هایی در مسئله مانند یکنوا بودن توابع و قرار گرفتن در بازه صفر ویک می توان دو نوع نامساوی کوشی-شوارتز را در فضای اندازه فازی اثبات نمود.

Laplace Transforms for Integrals of Markov Processes

Laplace transforms for integrals of stochastic processes have been known in analytically closed form for just a handful of Markov processes: namely, the Ornstein-Uhlenbeck, the Cox-Ingerssol-Ross (CIR) process and the exponential of Brownian motion. In virtue of their analytical tractability, these processes are extensively used in modelling applications. In this paper, we construct broad exten...

Computation of contour integrals

Laplace Asymptotic Expansions for Gaussian Functional Integrals

We obtain a Laplace asymptotic expansion, in orders of λ, of Eρx { G(λx)e −2F (λx)} } the expectation being with respect to a Gaussian process. We extend a result of Pincus [9] and build upon the previous work of Davies and Truman [1, 2, 3, 4]. Our methods differ from those of Ellis and Rosen [6, 7, 8] in that we use the supremum norm to simplify the application of the result. A.M.S. Classifica...

Asymmetric Uniform-Laplace Distribution‎: ‎Properties and Applications

‎The goal of this study is to introduce an Asymmetric Uniform-Laplace (AUL) distribution‎. ‎We present a detailed theoretical description of this distribution‎. ‎We try to estimate the parameters of AUL distribution using the maximum likelihood method‎. ‎Since the likelihood approach results in complicated forms‎, ‎we suggest a bootstrap-based approach for es...