A positive spot rate model driven by a gamma process and correlated to equity is introduced and calibrated via closed forms for the joint characteristic function for the rate r, its integral y and the logarithm of the stock price s under the T-forward measure. The law of the triple (r; y; s) is expressed as a nonlinear transform of three independent processes, a gamma process, a variance gamma ...

We present a new inversion formula for the classical, finite, and asymptotic Laplace transform f̂ of continuous or generalized functions f . The inversion is given as a limit of a sequence of finite linear combinations of exponential functions whose construction requires only the values of f̂ evaluated on a Müntz set of real numbers. The inversion sequence converges in the strongest possible sens...

Structural approaches for pattern recognition frequently make use of graphs to represent objects. The concept of object similarity is of great importance in pattern recognition. The graph edit distance is often used to measure the similarity between two graphs. It basically consists in the amount of distortion needed to transform one graph into the other. The median graph of a set S of graphs i...

In this article using the inverse Laplace transform, we show analytical solutions for the generalized mass transfers with (and without) a chemical reaction. These transfers have been expressed as the Couette flow with the fractional derivative of the Caputo sense. Also, using the Hankel contour for the Bromwich's integral, the solutions are given in terms of the generalized Airy functions.

ABSTP,CT. A generalized Fock space is introduced as it was developed by Schmeelk [1-5], also Schmeelk and Takai [6-8]. The wavelet transform is then extended to this generalized Fock space. Since each component of a generalized Fock functional is a generalized function, the wavelet transform acts upon the individual entry much the same as was developed by Mikusinski and Mort [9] based upon earl...

seismic attribute is a quantitative measure of an interested seismic characteristic. there are several seismic attributes. in recent years, time-frequency (tf) attributes have been developed which to reach them, tf analyzing of seismic data is required. a high resolution tf representation (tfr) can yield more accurate tf attributes. there are several tfr methods including short-time fourier tra...