In this paper, we provide an abstract characterization of the inverse hulls semigroups associated with Markov shifts. As application give example shifts that are not conjugate, but have isomorphic hulls.

Certain cases in which the interval hull of a system of linear interval equations can be computed inexpensively are outlined. We extend a proposed technique of Hansen and Rohn with a formula that bounds the solution set of a system of equations whose coefficient matrix A = [A, A] is an H-matrix; when A is centered about a diagonal matrix, these bounds are the smallest possible (i.e., the bounds...

Our first main result shows that a graph product of right cancellative monoids is itself right cancellative. If each of the component monoids satisfies the condition that the intersection of two principal left ideals is either principal or empty, then so does the graph product. Our second main result gives a presentation for the inverse hull of such a graph product. We then specialise to the ca...

We model the joint dynamics of stock prices and interest rates using a hybrid Direct citations removed from abstract according to journal style – OK? Also, changes to first sentence of text OK? SABR–Hull–White model. The asset price dynamics are modeled by the SABR model of Hagan et al and the interest rate dynamics are modeled by the Hull– White short-rate model. We propose a projection formul...