Black–Scholes model under subordination

On spline regression under Gaussian subordination with long memory

Motivated by an example from neurobiology, we consider estimation in a spline regression model with long-range dependent errors that are generated by Gaussian subordination. Consistency and the asymptotic distribution are derived for general Hermite ranks. Simulations illustrate the asymptotic results and finite sample properties. The method is applied to optical measurements of calcium concent...

1 Subordination at the Interface : the Quasi - Subordination Hypothesis

The subordination of clauses, and the recursion which results, lies at the heart of linguistic representation. Yet there are many aspects of subordination that are not fully understood. An enduring puzzle is that some clauses which appear to be structurally subordinate nevertheless pattern with main clauses in certain, but not all, respects. This paper posits that such clauses, which we term “q...

Weak subordination breaking for the quenched trap model.

We map the problem of diffusion in the quenched trap model onto a different stochastic process: Brownian motion that is terminated at the coverage time S(α)=∑(x=-∞)(∞)(n(x))(α), with n(x) being the number of visits to site x. Here 0<α=T/T(g)<1 is a measure of the disorder in the original model. This mapping allows us to treat the intricate correlations in the underlying random walk in the rando...

Subordination by convex functions

Fuzzy Differential Subordination

The method of differential subordination or ”admissible functions method” was introduced by P.T. Mocanu and S.S. Miller in [1], [2] and then developed in monography [3], as well as in other papers of other mathematicians. Until now, the notion of differential subordination appears in papers published in various journals specialized in complex analysis around the world. We extend this method to ...