A notion of the heat kernel measure is introduced for the L2 completion of a hyperfinite II1-factor with respect to the trace. Some properties of this measure are derived from the corresponding stochastic differential equation. Then the Taylor map is studied for a space of holomorphic functions square integrable with respect to the heat kernel measure. We also define a skeleton map from this sp...

‎in this paper‎, ‎first we discuss a local stability analysis of model was introduced by p‎. ‎j‎. ‎mumby et‎. ‎al‎. ‎(2007)‎, ‎with $frac{gm^{2}}{m+t}$ as the functional response term‎. ‎we conclude that the grazing intensity is the important parameter to control the existence or extinction of the coral reef‎. ‎next‎, ‎we consider this model under the influence of the time delay as the bifurcat...

in this paper we have solved analytically the schrödinger equation for a microscopic particle in a one-dimensional box with two infinite walls, which the potential function inside it, has a linear form. based on the solutions of this special quantum mechanical system, we have shown that as the quantum number approaches infinity the expectation values of microscopic particle position and square ...

Soil classification systems organize soil variability into useful groupings that can be identified by field investigation and documented in soil survey, and form the basis for the exchange and extension of soil science research and soil resources management. Fuzzy clustering analysis may be used whenever a composite classification of soil incorporates multiple parameters. In this paper, seventy...

In this paper, a class C1 of risk measures, which generalizes the class of risk measures for the right-tail deviation suggested by Wang (1998), is characterized in terms of dispersive order. If dispersive order does not hold, unanimous comparisons are still possible by restricting our attention to a subclass C2 ⊂ C1 and then the criterion is the excess wealth order. Sufficient conditions for st...

Term structure models give the dependence of time to maturity of a discount bond and its present price. One-factor models are often formulated in terms of a stochastic differential equation for the instantaneous interest rate (short rate). In the theory of nonarbitrage term structure models the bond prices (yielding the interest rates) are given by a solution to a parabolic partial differential...