SINCE the publication of Prof. Zygmund's “Trigonometric Series” in 1935, there has been considerable demand for another book dealing with trigonometric integrals. Prof. Titchmarsh's book meets this ...
We give a brief account of the key properties of elliptic hypergeometric integrals—a relatively recently discovered top class of transcendental special functions of hypergeometric type. In particular, ...
ABSTRACT: The purpose of this paper is to present the theorical connection between the Itô stochastic calculus and the Financial Econometrics. This paper has two contributions. First, we give the ...
Part of Field theory, topology and condensed matter physics. Proceedings, 9th Chris Engelbrecht Summer School in Theoretical Physics, Storms River Mouth, South Africa, January 17-28, 1994, 55-98 ...
ABSTRACT: The main aim of this paper is to present and emphasize the contribution of stochastic numerical methods as must tools for the modern econometric modelisation. Indeed, the stochastic ...