uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

in chapter one we will describe definitions and preliminary results to provide the global context of our own results to be presented in detail in the subsequent chapters in chapter two we consider degree-one maps of the circle and we study their rotation set. our main result in this chapter says that if the map is topologically mixing then its rotation interval is nontrivial (that is, not reduc...

به طور کلی در فرآیندهای مارکوف ارگودیک دو بعدی یافتن فرم بسته توزیع ایستا، تنها برای حالات خیلی خاص امکان پذیر است. با توجه به این مشکل و نیز با توجه به اهمیت توزیع ایستا، بررسی و مطالعه رفتار مجانبی توزیع ایستای این فرآیندها مورد توجه قرار گرفته است. زنجیر قدم زدن تصادفی دو بعدی که در برخی متون به آن، فرآیند qbd دو طرفه نیز می گویند، یکی از این فرآیندها است. یک فرآیند qbd زمان گسسته یک زنجیر م...

in chapter 1, charactrizations of fragmentability, which are obtained by namioka (37), ribarska (45) and kenderov-moors (32), are given. also the connection between fragmentability and its variants and other topics in banach spaces such as analytic space, the radone-nikodym property, differentiability of convex functions, kadec renorming are discussed. in chapter 2, we use game characterization...

reinsurance is widely recognized as an important instrument in the capital management of an insurance company as well as its risk management tool. this thesis is intended to determine premium rates for different types of reinsurance policies. also, given the fact that the reinsurance coverage of every company depends upon its reserves, so different types of reserves and the method of their calc...

there are two major theories of measurement in psychometrics: classical test theory (ctt) and item-response theory (irt). despite its widespread and long use, ctt has a number of shortcomings, which make it problematic to be used for practical and theoretical purposes. irt tries to solve these shortcomings, and provide better and more dependable answers. one of the applications of irt is the as...

even though, to date, a lot of studies have been conducted on the subject of politeness theory, there are very few studies regarding the applicability of this theory to translation between english and persian which shows the reason behind conducting the present study. this study was carried out with the aim of highlighting whether there is any difference between english and persian methods of u...

the following question poped up: is there any relationship between iranian high school efl learners reading comprehension and listening comprehension? then the following null hypothesis (ho) was developed to the test the above, mentioned question. "there is no relationship between high school efl learners reading comprehension and listening comprehension. for nearly 16 weeks, the experimental g...

this study investigates the relationships between iranian efl teachers’ perfectionism, burnout and their teaching style preferences, and also the difference between male and female efl teachers and their teaching style preferences. to this end, a sample of 99 efl teachers (46 males and 53 females), who had years of teaching experience, were selected. the measurement scales used in this study we...

chapters 1 and 2 establish the basic theory of amenability of topological groups and amenability of banach algebras. also we prove that. if g is a topological group, then r (wluc (g)) (resp. r (luc (g))) if and only if there exists a mean m on wluc (g) (resp. luc (g)) such that for every wluc (g) (resp. every luc (g)) and every element d of a dense subset d od g, m (r)m (f) holds. chapter 3 inv...