We have constructed two SU(3)L × U(1)N gauge models with the L ′ = Le − Lμ − Lτ symmetry, which accommodate tiny neutrino masses generated by one-loop and two-loop radiative effects. The heavy neutral leptons and heavy charged leptons are employed to specify the lepton triplets in SU(3)L, respectively, accompanied by (φ, φ, h) and (φ, φ, h), where φ stands for the standard Higgs scalar and h is...

Spot Rate Models 3 Equivalent Martingale Measure (Reference Only) . . . . . . . . . . . . . . . . . . 3 Spot Rate Models: Ideas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 The Bond Price Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 Inversion of the Yield Curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 Affine Term Structure Mo...

We calculate the relic abundance of Higgsino-dominant lightest superparticles, taking account of coannihilations with the superparticles which are almost degenerate with the lightest one. We show that their relic abundance is reduced drastically by the coannihilation processes and hence they are cosmologically of no interest. The lightest superparticle (LSP) in supersymmetric (SUSY) standard mo...

The earliest model of stock prices based on Brownian diffusion is the Bachelier model. In this paper we propose an extension of the Bachelier model, which reflects the subdiffusive nature of the underlying asset dynamics. The subdiffusive property is manifested by the random (infinitely divisible) periods of time, during which the asset price does not change. We introduce a subdiffusive arithme...

For a d-dimensional stochastic process (Sn) N n=0 we obtain criteria for the existence of an equivalent martingale measure, whose density z, up to a normalizing constant, is bounded from below by a given random variable f . We consider the case of one-period model (N = 1) under the assumptions S ∈ L; f, z ∈ L, 1/p + 1/q = 1, where p ∈ [1,∞], and the case of N -period model for p = ∞. The mentio...

A brief review of the theoretical status of CP violation in decays of neutral kaons is presented. We focus on three important topics: e, E ' / E and IC, + TOVC. Invited Talk presented at the Symposium on Flavor-Changing Neutral Currents, Santa Monica, California, February 19-21, 1997

The chemistry in a protoplanetary accretion disk is modelled between a radius of 100 and 0.1 AU of the central object. We find that interaction of the gas with the dust grains is very important, both by removing a large fraction of the material from the gas in the outer regions and through the chemical reactions which can occur on the dust grain surfaces. In addition, collision with grains neut...

We study convexity and monotonicity properties of option prices in a jump-diffusion model using the fact that these prices satisfy certain parabolic integro-differential equations. Conditions are provided under which preservation of convexity holds, i.e. under which the value, calculated under a chosen martingale measure, of an option with a convex contract function is convex as a function of t...

Let’s try to understand how we’re going to extract Verhaar style spinexchange parameters from the cryomaser experiment. Marc handed me a bunch of papers to use as reference. He has me start with section 3.C of Ron’s thesis [1] along with a page from a grant proposal that is very similar. Then he has me reading work of the UBC guys. They have both a nice short paper [2] and a much more detailed ...

We study the genealogical structure of samples from a population for which any given generation is made up of direct descendents from several previous generations. These occur in nature when there are seed banks or egg banks allowing an individual to leave offspring several generations in the future. We show how this temporal structure in the reproduction mechanism causes a decrease in the coal...