Browsing 2012 MU dissertations - Freely available online by Thesis Department "Mathematics (MU)"
Now showing items 1-6 of 6
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Constant proportion portfolio insurance and related topics with empirical study
(University of Missouri--Columbia, 2012)The concept of Constant Proportion Portfolio Insurance (CPPI) in terms of jump-diffusion, as well as the associated mean-variance hedging problem, has been studied. Three types of risk related to: the probability of loss, ... -
The Evans function, the Weyl-Titchmarsh function, and the Birman-Schwinger operators
(University of Missouri--Columbia, 2012)We focus on the spectral stability of travelling wave solutions of partial differential equations. First, we use the Gohberg-Rouche Theorem to prove equality of the algebraic multiplicity of an isolated eigenvalue of an ... -
Generalized local Tb theorem and applications
(University of Missouri--Columbia, 2012)The Tb theorem, like its predecessor, the T1 Theorem, is an L2 boundedness criterion, originally established by McIntosh and Meyer, and by David, Journé and Semmes in the context of singular integrals, but later extended ... -
Geometric and nonlinear limit theorems in probability theory
(University of Missouri--Columbia, 2012)The concentration of measure phenomenon is a nonlinear equivalent of the law of large numbers that deals with real valued Lipschitz functions and includes linear functionals such as the sample mean. In the first part of ... -
On projective morphisms of varieties with nef anticanonical divisor
(University of Missouri--Columbia, 2012)We shall study and discuss some important properties of the projective varieties with nef anticanonical bundles and nef tangent bundles. And we shall review some background and history about the subject. Then we shall use ... -
Statistical and stochastic results for three dimensional fluids
(University of Missouri--Columbia, 2012)In part I, we show that the longitudinal correlation function for homogeneous and isotropic turbulence remains negative in an interval of time, up to Galerkin approximation. Part II covers the existence and uniqueness of ...