% Encoding: UTF-8
@Article{singular-diffusion,
Title = {Two Singular Diffusion Problems},
Author = {William Feller},
Journal = {The Annals of Mathematics},
Year = {1951},
Month = {jul},
Number = {1},
Pages = {173--182},
Volume = {54},
Copyright = {Copyright 1951 Annals of Mathematics},
ISSN = {0003-486X},
Jstor_articletype = {Full Length Article},
Jstor_date = {195107},
Jstor_formatteddate = {Jul., 1951},
Language = {EN},
Publisher = {Annals of Mathematics},
Series = {2},
Url = {http://links.jstor.org/sici?sici=0003-486X%28195107%292%3A54%3A1%3C173%3ATSDP%3E2.0.CO%3B2-B}
}
@Article{finiteUncertaintyQM,
Title = {Uncertainty relation and non-dispersive states in Finite Quantum Mechanics},
Author = {E.~G. Floratos and G.~K. Leontaris},
Journal = {Physics Letters B},
Year = {1997},
Pages = {35},
Volume = {412},
Url = {http://www.citebase.org/abstract?id=oai:arXiv.org:hep-th/9706156}
}
@Article{z0t,
Title = {Transcendental equations satisfied by the individual zeros of Riemann zeta, Dirichlet and modular L functions},
Author = {Guilherme Franca and Andre LeClair},
Journal = {Communications in Number Theory and Physics},
Year = {2015},
Owner = {crow},
Timestamp = {2015.10.16}
}
@InCollection{uqsobv,
Title = {Unknown Quantum States and Operations, a Bayesian View},
Author = {Christopher A. Fuchs and Rudiger Schack},
Booktitle = {Quantum State Estimation},
Publisher = {Springer},
Year = {2004},
Chapter = {5},
Series = {Lecture Notes In Physics},
Volume = {649}
}
@Article{intertransaction-time-information,
author = {Craig Furfine},
title = {When is inter-transaction time informative?},
journaltitle = {Journal of Empirical Finance},
date = {2007-06},
volume = {14},
number = {3},
pages = {310-332},
}
@Book{graves1946theory,
Title = {The theory of functions of real variables},
Author = {Graves, L.M.},
Publisher = {McGraw-Hill book company, inc.},
Year = {1946},
Series = {International series in pure and applied mathematics},
Lccn = {47000554},
Url = {https://books.google.com/books?id=gUM7AQAAIAAJ}
}
@InCollection{sst1,
Title = {Superstring Theory},
Author = {Michael B. Green and John H. Schwarz and Edward Witten},
Booktitle = {Introduction},
Publisher = {Cambridge University Press},
Year = {1987},
Edition = {First},
Series = {Cambridge Monographs on Mathematical Physics},
Volume = {1},
Owner = {crow},
Timestamp = {2012.02.10}
}
@Article{bose-hubbard-einstein,
Title = {Quantum phase transition from a superfluid to a {M}ott insulator in a gas of ultracold atoms},
Author = {Markus Greiner and Olaf Mandel and Tilman Esslinger and Theodor W. Hansch and Immanuel Bloch},
Journal = {Nature},
Year = {2002},
Month = {3 },
Pages = {39-44},
Volume = {415}
}
@Article{hypergeometric-neumann-expansion,
Title = {Neumann expansions for a certain class of generalised multiple hypergeometric series arising in physical and quantum chemical applications},
Author = {{H M Srivastava}},
Journal = {Journal of Physics A: Mathematical and General},
Year = {1987},
Number = {4},
Pages = {847-855},
Volume = {20}
}
@Book{Siat,
Title = {Synergetics: Introduction and Advanced Topics},
Author = {Hermann Haken},
Publisher = {Springer},
Year = {2004},
Series = {Complexity: Series in Synergetics},
ISBN = {354040824X}
}
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Title = {Harmonic Analysis and Nonlinear Differential Equations: A Volume in Honor of Victor L. Shapiro : November 3-5, 1995, University of California, Riverside},
Author = {L.H. Harper},
Chapter = {A Reminiscence and Survey of Solutions to a JPL Coding Problem},
Editor = {{Michel L. Lapidus}, {Lawrence H. Harper}, and {Adolfo J. Rumbos}},
Pages = {181-196},
Publisher = {American Mathematical Society},
Year = {1997},
Series = {Contemporary Mathematics},
Volume = {208},
Owner = {crow},
Timestamp = {2008.09.20}
}
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Title = {The On-Line Encyclopedia of Integer Sequences},
Author = {The OEIS Foundation Inc.},
HowPublished = {http://oeis.org},
Owner = {crow},
Timestamp = {2009.07.01}
}
@Book{HardyZ,
Title = {The Theory of Hardy's Z-Function},
Author = {Ivi{\'c}, A.},
Publisher = {Cambridge University Press},
Year = {2013},
Series = {Cambridge Tracts in Mathematics},
ISBN = {9781107028838},
Lccn = {2012024804},
Url = {https://books.google.com/books?id=iphWE4ZV\_f4C}
}
@Article{orthogonal-polynomial-entropy,
Title = {Quantum information entropies and orthogonal polynomials},
Author = {{Jes{\'u}s S. Dehesa} and {Andrei Mart\'{\i}nez-Finkelshtdein} and {Jorge S{\'a}nchez-Ruiz}},
Journal = {Journal of Computational and Applied Mathematics},
Year = {2001},
Month = {aug},
Number = {1-2},
Pages = {23-46},
Volume = {133}
}
@Book{FiFoc,
Title = {The Feynman Integral and Feynman's Operational Calculus},
Author = {Gerald W. Johnson and Michel L. Lapidus},
Publisher = {Oxford University Press, USA},
Year = {2000},
Series = {Oxford Mathematical Monographs},
ISBN = {0198535740}
}
@Article{vihjb,
Title = {Application of variational iteration method for Hamilton–Jacobi–Bellman equations },
Author = {B. Kafash and A. Delavarkhalafi and S.M. Karbassi},
Journal = {Applied Mathematical Modelling },
Year = {2013},
Number = {6},
Pages = {3917 - 3928},
Volume = {37},
Doi = {http://dx.doi.org/10.1016/j.apm.2012.08.013},
ISSN = {0307-904X},
Keywords = {Optimal control problems},
Url = {http://www.sciencedirect.com/science/article/pii/S0307904X12004696}
}
@Article{green-func-probability,
Title = {Green's Function Methods in Probability Theory(Lecture Notes)},
Author = {J. Keilson},
Journal = {Stichting Mathematisch Centrum. Statistische Afdeling},
Year = {1963},
Month = {oct},
Pages = {33},
Editor = {W. Molenaar},
Publisher = {Stichting Mathematisch Centrum}
}
@Book{li1,
Title = {The logarithmic integral I},
Author = {Paul Koosis},
Editor = {D.J.H. Garling, W. Fulton, T. Tom Dieck, P. Walters},
Publisher = {Cambridge University Press},
Year = {1988},
Owner = {crow},
Timestamp = {2014.06.21}
}
@Article{electronic-coherence,
Title = {The insulating and conducting crystal states. {L}ocalization and delocalization of electronic states.},
Author = {E. K. Kudinov},
Journal = {Physics of the Solid State},
Year = {1999},
Month = {nov},
Number = {9},
Pages = {1450},
Volume = {41}
}
@Article{kwok2008diagnostic,
Title = {On diagnostic checking of the autoregressive conditional intensity model},
Author = {Kwok, S.M.S. and Li, W.K.},
Journal = {Canadian Journal of Statistics},
Year = {2008},
Number = {4},
Pages = {561--576},
Volume = {36},
Publisher = {Wiley Online Library}
}
@Article{bargmann-signal,
Title = {The {B}argmann analytic representation in signal analysis},
Author = {{L. K. Stergioulas} and {A. Vourdas}},
Journal = {Journal of Computational and Applied Mathematics},
Year = {2004},
Month = {may},
Number = {1},
Pages = {183-192},
Volume = {167}
}
@Book{fgnt,
Title = {Fractal Geometry and Number Theory},
Author = {Michel L. Lapidus and Machiel van Frankenhuysen},
Publisher = {Birkh\E4user Boston},
Year = {1999},
Edition = {1st},
Owner = {crow},
Timestamp = {2009.08.01}
}
@Article{rhfs,
Title = {The Riemann Hypothesis and Inverse Spectral Problems for Fractal Strings},
Author = {Michel L. Lapidus and Helmut Maier},
Journal = {Journal of the London Mathematical Society},
Year = {1995},
Number = {1},
Pages = {15-34},
Volume = {52},
Doi = {10.1112/jlms/52.1.15},
Owner = {crow},
Timestamp = {2009.08.03}
}
@Article{gaussianization,
Title = {Interacting {F}ock {S}paces and {G}aussianization of {P}robability {M}easures},
Author = {{Luigi Accardi} and {Marek Bozejko}},
Journal = {Infinite Dimensional Analysis, Quantum Probability and Related Topics},
Year = {1998},
Number = {4},
Pages = {663-670},
Volume = {1}
}
@Article{complex-modulus,
Title = {Presentation and modeling of complex modulus},
Author = {{Lynn Rogers}},
Journal = {Journal of the Acoustical Society of America},
Year = {1989},
Month = {nov},
Number = {S1},
Pages = {S1-S125},
Volume = {86}
}
@Book{spit,
Title = {Stochastic Processes: Inference Theory},
Author = {{M.M. Rao}},
Editor = {{H. Hazewinkel}},
Publisher = {Kluwer Academic Press},
Year = {2000},
Month = {jan},
Series = {Mathematics and its Applications},
Volume = {508}
}
@Article{hidden-subgroup-eigenvalue-estimation,
Title = {The Hidden Subgroup Problem and Eigenvalue Estimation on a Quantum Computer},
Author = {Michele Mosca and Artur Ekert},
Journal = {Lecture Notes in Computer Science},
Year = {1999},
Pages = {174--188},
Volume = {1509},
Url = {citeseer.ist.psu.edu/mosca98hidden.html}
}
@Article{multiOrtho,
Title = {Generating Function Method for Orthogonal Polynomials and Jacobi-Szegao Parameters},
Author = {{Nobuhiro Asai} and {Izumi Kubo} and {Hui-Hsiung Kuo}},
Journal = {Infinite Dimensional Analysis, Quantum Probability and Related Topics},
Year = {2004},
Pages = {155 - 159},
Volume = {7},
Owner = {crow},
Timestamp = {2008.09.20}
}
@Article{harmonic-infinite-unitary,
Title = {The problem of harmonic analysis on the infinite-dimensional unitary group},
Author = {Grigori Olshanski},
Journal = {Journal of Functional Analysis},
Year = {2003},
Pages = {464},
Volume = {2},
Url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space/0109193}
}
@Article{gs2fod,
Title = {Generalized Stirling Functions of Second Kind and Representations of Fractional Order Differences via Derivatives},
Author = {Paul L. Butzer, Anatoly A. Kilbas, Juan J. Trujillo},
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Year = {2003},
Month = {May},
Number = {5},
Pages = {503-533},
Volume = {9},
Doi = {10.1080/1023619031000112514},
Owner = {crow},
Timestamp = {2009.06.04}
}
@Book{trtr,
Title = {The Road to Reality},
Author = {Roger Penrose},
Editor = {First},
Publisher = {Vintage Books/Random House},
Year = {2004},
Owner = {crow},
Timestamp = {2009.10.03}
}
@Article{tensor-polynomial-cumulant,
Title = {Tensor {N}otation and {C}umulants of {P}olynomials},
Author = {{Peter McCullagh}},
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Year = {1984},
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Pages = {461-476},
Volume = {71}
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Title = {Geometric Properties of Generalized Hypergeometric Functions},
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Year = {1997},
Number = {2},
Pages = {187-210},
Volume = {1},
Owner = {scrowley},
Timestamp = {2009.06.30}
}
@Article{cameron-martin,
Title = {The {O}rthogonal {D}evelopment of {N}on-{L}inear {F}unctionals in {S}eries of {F}ourier-{H}ermite {F}unctionals},
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Title = {Ueber die Anzahl der Primzahlen unter einer gegebenen Grösse},
Author = {Riemann, Berhhard},
Journal = {Monatsberichte der Berliner Akademie},
Year = {1859},
Pages = {145},
Volume = {R1},
Owner = {crow},
Timestamp = {2008.09.03}
}
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Title = {On the zeros of certain polynomials},
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Journal = {Proceedings of the American Mathematical Society},
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Pages = {2251-2254},
Volume = {130},
Owner = {crow},
Timestamp = {2009.07.20}
}
@Article{hilbert-tensor-algebras,
Title = {Tensor Algebras Over Hilbert Spaces. I},
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Year = {1956},
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Volume = {81},
Copyright = {Copyright 1956 American Mathematical Society},
ISSN = {0002-9947},
Jstor_articletype = {Full Length Article},
Jstor_date = {195601},
Jstor_formatteddate = {Jan., 1956},
Publisher = {American Mathematical Society},
Url = {http://links.jstor.org/sici?sici=0002-9947%28195601%2981%3A1%3C106%3ATAOHSI%3E2.0.CO%3B2-Z}
}
@Article{hxpInteraction,
Title = {H = x p with interaction and the Riemann zeros},
Author = {German Sierra},
Journal = {space-ph/0702034},
Year = {2007}
}
@Article{halfSpaceDiffusion,
Title = {Diffusion in a Half-Space: From Lord Kelvin to Path Integrals},
Author = {Michael Slutsky},
Journal = {American Journal of Physics, arXiv:cond-mat/0406613},
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Volume = {73},
Url = {doi:10.1119/1.1842734}
}
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Title = {Parity-Alternate Permutations and Signed Eulerian Numbers},
Author = {Shinji Tanimoto},
Journal = {arXiv:space/0612135},
Year = {2006},
Eprint = {space/0612135}
}
@Book{Generatingfunctionology,
Title = {Generatingfunctionology},
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Year = {1994},
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Volume = {24},
Owner = {crow},
Timestamp = {2009.07.16}
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Title = {Quantum theory of continuous feedback},
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Title = {Quantum Limitations on Superluminal Propagation},
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Year = {1998},
Pages = {2190-2193},
Volume = {81},
Owner = {crow},
Timestamp = {2008.09.20}
}
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author = {Brémaud, Pierre and Massoulié, Laurent},
title = {Hawkes branching point processes without ancestors},
journal = {J. Appl. Probab.},
year = {2001},
volume = {38},
number = {1},
month = {03},
pages = {122--135},
doi = {10.1239/jap/996986648},
url = {https://doi.org/10.1239/jap/996986648},
fjournal = {Journal of Applied Probability},
publisher = {Applied Probability Trust},
}
@Book{engel1999one,
author = {Engel, K.J. and Brendle, S. and Nagel, R. and Campiti, M. and Hahn, T. and Metafune, G. and Nickel, G. and Pallara, D. and Perazzoli, C. and Rhandi, A. and others},
title = {One-Parameter Semigroups for Linear Evolution Equations},
year = {1999},
series = {Graduate Texts in Mathematics},
publisher = {Springer New York},
isbn = {9780387984636},
url = {https://books.google.com/books?id=xcYVVSyAOkgC},
lccn = {99015366},
}
@Article{lallouache2016limits,
author = {Lallouache, Mehdi and Challet, Damien},
title = {The limits of statistical significance of Hawkes processes fitted to financial data},
journal = {Quantitative Finance},
year = {2016},
volume = {16},
number = {1},
pages = {1--11},
}
@Article{pedal,
author = {Blaschke, Petr},
title = {Pedal coordinates, dark Kepler, and other force problems},
journal = {Journal of Mathematical Physics},
year = {2017},
volume = {58},
number = {6},
month = {Jun},
pages = {063505},
issn = {1089-7658},
doi = {10.1063/1.4984905},
url = {http://dx.doi.org/10.1063/1.4984905},
publisher = {AIP Publishing},
}
@Article{rhnewtonflow,
author = {Neuberger et all},
title = {The Riemann hypothesis illuminated by the Newton flow of ζ},
journal = {Physica Scripta},
year = {2015},
volume = {90},
month = {10},
pages = {108015},
doi = {10.1088/0031-8949/90/10/108015},
}
@article{hcapd,
author = {Mortini, Raymond},
year = {2006},
month = {01},
pages = {},
title = {Harmonic conjugates in arbitrary planar domains},
volume = {30},
journal = {Matematichki Bilten}
}
@article{gatheral2020quadratic,
title={The quadratic rough Heston model and the joint S&P 500/VIX smile calibration problem; Gatheral, Jusselin, Rosenbaum},
author={Gatheral, Jusselin, Rosenbaum},
year={2020},
journal={arXiv:2001.01789},
eprint={2001.01789},
archivePrefix={arXiv},
primaryClass={q-fin.MF}
}
@book{gatheral2011volatility,
title={The Volatility Surface: A Practitioner's Guide},
author={Gatheral, J. and Taleb, N.N.},
isbn={9781118046456},
series={Wiley Finance},
url={https://books.google.com/books?id=P7ASlvLRsKMC},
year={2011},
publisher={Wiley}
}
@Book{svm,
author = {Lorenzo Bergomi},
title = {Stochastic Volatility Modeling},
year = {2016},
}
@Booklet{ThingsThatReallyHappened,
author = {Stephen Crowley},
title = {Things That Really Happened},
year = {2018},
date = {2018-09-10},
howpublished = {shared among friends},
}
@Report{VanishingVIX,
author = {Chris Hausman},
title = {The Vanishing VIX: Implications of Low Volatility on the Market and the DRS},
institution = {Swan Global investments},
year = {2017},
date = {2017-09-01},
}
@article{fassas2019vix,
title={VIX Futures as a Market Timing Indicator},
author={Fassas, Athanasios P and Hourvouliades, Nikolas},
journal={Journal of Risk and Financial Management},
volume={12},
number={3},
pages={113},
year={2019},
publisher={Multidisciplinary Digital Publishing Institute}
}
@Article{multiplicative-renormalization2,
author = {{Nobuhiro Asai} and {Izumi Kubo} and {Hui-Hsiung Kuo}},
title = {Multiplicative {R}enormalization {A}nd {G}enerating {F}unctions: {II}},
journal = {Taiwanese Journal of Mathematics},
year = {2004},
volume = {8},
number = {4},
month = {dec},
pages = {593-628},
}
@book{penrose2016fashion,
title={Fashion, Faith, and Fantasy in the New Physics of the Universe},
author={Penrose, R.},
isbn={9781400880287},
lccn={2017941739},
url={https://books.google.com/books?id=T09kCwAAQBAJ},
year={2016},
publisher={Princeton University Press}
}
@Electronic{two-new-zeta-constants,
Title = {Two New Zeta Constants: Fractal String, Continued Fraction, and Hypergeometric Aspects of the Riemann Zeta Function},
Author = {Stephen Crowley},
HowPublished = {http://vixra.org/abs/1202.0066},
Month = {Feb},
Organization = {viXra.org},
Url = {http://vixra.org/abs/1202.0066},
Year = {2012},
Owner = {crow},
Timestamp = {2012.02.25}
}
@Article{Evans2004,
author = {Michael J. Evans and Richard J. O?Malley},
title = {First-return limiting notions in real analysis},
journal = {Real Analysis Exchange},
year = {2004},
volume = {29},
number = {2},
pages = {503-531},
owner = {crow},
timestamp = {2008.09.23},
}
@Article{Exner2002,
author = {{Exner}, P. and {{\v S}t'ov{\'{\i}}{\v c}ek}, P. and {Vyt{\v r}as}, P.},
title = {Generalized boundary conditions for the Aharonov-Bohm effect combined with a homogeneous magnetic field},
journal = {Journal of Mathematical Physics},
year = {2002},
volume = {43},
pages = {2151-2168},
month = may,
adsnote = {Provided by the SAO/NASA Astrophysics Data System},
adsurl = {http://adsabs.harvard.edu/abs/2002JMP....43.2151E},
doi = {10.1063/1.1463712},
keywords = {Aharonov-Bohm effect, boundary-value problems, magnetic fields},
}
@Article{Feldman1963,
author = {Jacob Feldman},
title = {On the Schrodinger and Heat Equations for Nonnegative Potentials},
journal = {Transactions of the American Mathematical Society},
year = {1963},
volume = {108},
number = {2},
pages = {251-264},
month = {aug},
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author = {J. L. Fields and J. Wimp},
title = {Expansions of Hypergeometric Functions in Hypergeometric Functions},
journal = {Mathematics of Computation},
year = {1961},
volume = {15},
number = {76},
pages = {390-395},
owner = {scrowley},
timestamp = {2009.06.30},
}
@Misc{Flajolet2006,
author = {Philippe Flajolet and Linas Vepstas},
title = {On Differences of Zeta Values},
howpublished = {arXiv:space/0611332v2 [space.CA]},
year = {2006},
doi = {doi:10.1016/j.cam.2007.07.040},
}
@Book{Fleming1975,
author = {Fleming, W.H. and Rishel, R.W.},
title = {Deterministic and stochastic optimal control},
year = {1975},
series = {Applications of mathematics},
publisher = {Springer-Verlag},
isbn = {9783540901556},
url = {https://books.google.com/books?id=kUrvAAAAMAAJ},
lccn = {75028391},
}
@Book{Fleming2006,
title = {Controlled Markov Processes and Viscosity Solutions},
publisher = {Springer New York},
year = {2006},
author = {Fleming, W.H. and Soner, H.M.},
series = {Stochastic Modelling and Applied Probability},
isbn = {9780387310718},
url = {https://books.google.com/books?id=4Bjz2iWmLyQC},
}
@Book{Ford1960,
title = {Studies on divergent series and summability and The asymptotic developments of functions defined by Maclaurin series},
publisher = {Chelsea Publishing Company},
year = {1960},
author = {Walter Burton Ford},
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@Article{Forsyth1890,
author = {A. R. Forsyth},
title = {Systems of Ternariants that are Algebraically Complete},
journal = {American Journal of Mathematics},
year = {1890},
volume = {12},
pages = {115-160},
owner = {crow},
timestamp = {2008.09.08},
}
@Electronic{Foundation,
author = {The Apache Software Foundation},
title = {The Apache Commons Mathematics Library},
howpublished = {https://commons.apache.org/space/},
}
@Book{Frank2005,
title = {Nonlinear Fokker-Planck Equations},
publisher = {Springer},
year = {2005},
author = {Till Daniel Frank},
series = {Synergetics},
owner = {crow},
timestamp = {2008.11.30},
}
@Article{Franssens2007,
author = {Ghislain R. Franssens},
title = {Functions with derivatives given by polynomials in the function itself or a related function},
journal = {Analysis Mathematica},
year = {2007},
volume = {33},
number = {1},
pages = {17-36},
owner = {crow},
timestamp = {2008.09.10},
}
@Article{Franssens2006,
author = {Ghislain R. Franssens},
title = {On a Number Pyramid Related to the Binomial, Deleham, Eulerian, MacMahon and Stirling number triangles},
journal = {Journal of Integer Sequences},
year = {2006},
volume = {9},
pages = {06.4.1},
owner = {crow},
timestamp = {2008.09.10},
}
@Book{Fuller1975,
title = {Synergetics: Explorations in the Geometry of Thinking},
publisher = {Scribner},
year = {1975},
author = {R. Buckminster Fuller and E.J. Applewhite},
isbn = {002541870X},
}
@Article{Meyer1968,
author = {{G. H. Meyer}},
title = {On a {G}eneral {T}heory of {C}haracteristics and the {M}ethod of {I}nvariant {I}mbedding},
journal = {SIAM Journal on Applied Mathematics},
year = {1968},
volume = {16},
number = {3},
pages = {488-509},
month = {may},
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@Book{Gannon2006,
title = {Moonshine Beyond the Monster: The Bridge Connecting Algebra, Modular Forms, and Physics},
publisher = {Cambridge University Press},
year = {2006},
author = {Terry Gannon},
address = {Cambridge Monographs on Mathematical Physics},
owner = {sc},
timestamp = {2014.10.14},
}
@Book{Gao2003,
title = {On The Classification of Polish (Metric) Spaces up to Isometry},
publisher = {American Mathematical Society},
year = {2003},
author = {Su Gao and A. S. Kechris},
volume = {161},
number = {766},
series = {Memoirs of the American Matheamtical Society},
month = {January},
owner = {crow},
timestamp = {2015.06.01},
}
@Book{Garling2011,
author = {D. J. H. Garling},
title = {Clifford Algebras: An Introduction},
year = {2011},
series = {London Mathematical Society Student Texts},
number = {78},
publisher = {Cambridge University Press},
pages = {200},
owner = {scrowley},
timestamp = {2012.01.06},
}
@Article{GiuseppePeano1888,
author = {{Giuseppe Peano}},
title = {Integration par series des equations differentielles lineaires},
journal = {Mathematische Annalen},
year = {1888},
volume = {32},
pages = {450-456},
}
@Book{Goldstein1985,
author = {Jerome A. Goldstein},
title = {Semigroups of Linear Operators and Applications},
year = {1985},
series = {Oxford Mathematical Monographs},
publisher = {Oxford University Press, USA},
isbn = {0195035402},
}
@Book{Golub1996,
title = {Matrix {C}omputations},
publisher = {Johns Hopkins},
year = {1996},
author = {G. H. Golub and C. F. {Van Loan}},
edition = {3},
}
@Article{Gordina2005,
author = {{Gordina}, M.},
title = {Hilbert-Schmidt groups as infinite-dimensional Lie groups and their Riemannian geometry},
journal = {Journal of Functional Analysis,arXiv:space/0506276},
year = {2005},
volume = {227},
number = {2},
month = jun,
pages = {245-272},
eprint = {space/0506276},
adsnote = {Provided by the SAO/NASA Astrophysics Data System},
adsurl = {http://ads.ari.uni-heidelberg.de/abs/2005math......6276G},
keywords = {Mathematics - Differential Geometry, Mathematical Physics, Mathematics - Mathematical Physics, 58B20, 81R10},
}
@Article{Goyanes2007,
author = {Boris Gourevitch \& Jesus Guillera Goyanes},
title = {Construction of binomial sums for $\pi$ and polylogarithmic constants inspired by BBP formulas},
journal = {Applied Mathematics E-Notes},
year = {2007},
volume = {7},
pages = {237-246},
owner = {crow},
timestamp = {2008.08.30},
}
@Misc{Greven2006,
author = {Andreas Greven and Peter Pfaffelhuber and Anita Winter},
title = {Convergence in distribution of random metric measure spaces: (\$\\Lambda\$-coalescent measure trees)},
year = {2006},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space/0609801},
}
@Article{Gudder2001,
author = {Stan Gudder and Gabriel Nagy},
title = {Sequential quantum measurements},
journal = {Journal of Mathematical Physics},
year = {2001},
volume = {42},
number = {11},
pages = {5212-5222},
url = {http://link.aip.org/link/?JMP/42/5212/1},
keywords = {measurement theory, quantum theory, Hilbert spaces},
publisher = {AIP},
}
@Book{H.Bateman1955,
title = {Higher Transcendental Functions},
publisher = {McGraw-Hill},
year = {1955},
author = {{H.Bateman} and {A. Erd\E9lyi} and {W. Magnus} and {F. Oberhettinger} and {F. Tricomi}},
volume = {3},
series = {The Bateman Manuscript Project},
owner = {crow},
timestamp = {2008.09.05},
}
@Article{Hadamard1902,
author = {Jacques Hadamard},
title = {Sur les probl{\`e}mes aux d{\'e}riv{\'e}es partielles et leur signification physique},
journal = {Princeton University Bulletin},
year = {1902},
pages = {49--52},
}
@Article{Haiman2001,
author = {Mark Haiman},
title = {Hilbert schemes, polygraphs, and the Macdonald positivity conjecture},
journal = {Journal of the American Mathematical Society},
year = {2001},
volume = {14},
pages = {941},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space/0010246},
}
@InBook{Hall2003,
chapter = {The Segal-Bargmann transform and the Gross ergodicity theorem},
pages = {99-116},
title = {Finite and Infinite Dimensional Analysis in Honor of Leonard Gross: Ams Special Session on Infinite Dimensional Spaces, January 12-13, 2001, New Orleans, Louisiana},
publisher = {American Mathematical Society},
year = {2003},
author = {Brian C. Hall},
volume = {317},
series = {Contemporary Mathematics},
owner = {crow},
timestamp = {2008.09.20},
}
@Article{Hansell1980,
author = {R. W. Hansell},
title = {Some Consequences of $(V = L)$ in the Theory of Analytic Sets},
journal = {Proceedings of the American Mathematical Society},
year = {1980},
volume = {80},
number = {2},
month = {oct},
pages = {311--319},
issn = {0002-9939},
url = {http://links.jstor.org/sici?sici=0002-9939%28198010%2980%3A2%3C311%3ASCOITT%3E2.0.CO%3B2-B},
abstract = {Following G. M. Reed's definition of a $Q$-set, we define a $Q_A$-set to be any non-$\sigma$-discrete topological space with the property that each subset is (relatively) analytic (= Souslin-$\mathscr{F}$ set). Clearly every $Q$-set is a $Q_A$-set. The discrete irrational extension of the space of real numbers is an example of a first countable hereditarily paracompact (Hausdorff) $Q_A$-set which is not a $Q$-set. THEOREM. $(V = L)$ Let $X$ be a first countable normal space all of whose subsets are analytic. Then $X$ is $\sigma$-discrete if and only if the product of $X$ with the space of irrational numbers is normal. A new structural property of analytic sets is developed in order to utilize a proof technique due to Reed. Several corollaries are obtained on properties of completely additive-analytic families of sets in general metric spaces.},
copyright = {Copyright 1980 American Mathematical Society},
jstor_articletype = {Full Length Article},
jstor_date = {198010},
jstor_formatteddate = {Oct., 1980},
keywords = {54H05, 02K05, 04A15, 54E35, 54A25, $(V = L)$, analytic set, $\sigma$-discrete, $Q$-set, $Q_A$-set, completely additive-analytic family, $\sigma$-discretely decomposable, $d$-family, metrizable space},
publisher = {American Mathematical Society},
}
@Article{Hardy1916,
author = {G.H. Hardy and J.E. Littlewood},
title = {Contributions to the Theory of the Riemann Zeta-Function and the Theory of the Distribution of Primes},
journal = {Acta Mathematica},
year = {1916},
volume = {41},
pages = {119-196},
owner = {crow},
timestamp = {2009.07.03},
}
@Book{Hardy1952,
title = {Inequalities},
publisher = {Cambridge Mathematical Society},
year = {1952},
author = {G. Hardy and J.E. Littlewood and G. Polya},
edition = {2},
}
@Book{Hautsch2011,
title = {Econometrics of Financial High-Frequency Data},
publisher = {Springer},
year = {2011},
author = {Hautsch, N.},
}
@Book{Havil2003,
author = {Havil, J.},
title = {Gamma: Exploring Euler's Constant.},
year = {2003},
publisher = {Princeton University Press},
owner = {crow},
timestamp = {2009.07.03},
}
@Article{Hawkes1971,
author = {Hawkes, A.G.},
title = {Spectra of some self-exciting and mutually exciting point processes},
journal = {Biometrika},
year = {1971},
volume = {58},
number = {1},
pages = {83--90},
publisher = {Biometrika Trust},
}
@Article{Hawking1977,
author = {S.W. Hawking},
title = {Zeta function regularization of path integrals in curved spacetime},
journal = {Communications in Mathematical Physics},
year = {1977},
volume = {55},
number = {2},
pages = {133-148},
owner = {crow},
timestamp = {2008.11.25},
}
@Book{He1997,
author = {Christina Q. He and Michel Laurent Lapidus},
title = {Generalized Minkowski content, spectrum of fractal drums, fractal strings and the Riemann zeta-function},
year = {1997},
volume = {127},
series = {Memoirs of the American Mathematical Society},
number = {608},
publisher = {American Mathematical Society},
month = {May},
owner = {crow},
timestamp = {2009.07.26},
}
@Article{He1999,
author = {Ji-Huan He},
title = {Variational iteration method – a kind of non-linear analytical technique: some examples},
journal = {International Journal of Non-Linear Mechanics},
year = {1999},
volume = {34},
number = {4},
pages = {699 - 708},
issn = {0020-7462},
doi = {http://dx.doi.org/10.1016/S0020-7462(98)00048-1},
url = {http://www.sciencedirect.com/science/article/pii/S0020746298000481},
keywords = {Variational iteration method},
}
@Article{Hedlund1938,
author = {Gustav A. Hedlund and Marston Morse},
title = {Symbolic {D}ynamics},
journal = {American Journal of Mathematics},
year = {1938},
volume = {60},
number = {4},
pages = {815-866},
month = {oct},
}
@Article{Heinen2007,
author = {A. Heinen and E. Rengifo},
title = {Multivariate autoregressive modeling of time series count data using copulas},
journal = {Journal of Empirical Finance},
year = {2007},
number = {14},
pages = {564-583},
}
@Article{HennieterMorsche2002,
author = {{Hennie ter Morsche} and {Patrick J. Oonincx}},
title = {On the {I}ntegral {R}epresentations for {M}etaplectic {O}perators},
journal = {Journal of Fourier Analysis and Applications},
year = {2002},
volume = {8},
number = {3},
pages = {245-258},
month = {5},
}
@Book{Hilbe2011,
title = {Negative binomial regression},
publisher = {Cambridge University Press},
year = {2011},
author = {Hilbe, J.M.},
}
@Article{Hitchin2003,
author = {Nigel Hitchin},
title = {Generalized Calabi-Yau manifolds},
journal = {Quart.J.Math.Oxford Ser.},
year = {2003},
volume = {54},
pages = {281-308},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space/0209099},
}
@Article{Hopf1932,
author = {Eberhard Hopf},
title = {Complete Transitivity and the Ergodic Principle},
journal = {Proceedings of the National Academy of Sciences of the U.S.A.},
year = {1932},
volume = {18},
number = {2},
pages = {204-209},
month = {2},
}
@Book{Howard1960,
title = {Dynamic Programming and Markov Processes},
publisher = {M.I.T. Press},
year = {1960},
author = {Ronald A. Howard},
edition = {4th printing, 1966},
owner = {crow},
timestamp = {2015.09.09},
}
@Book{Humphreys1990,
title = {Reflection Groups and Coxeter Groups},
publisher = {Cambridge University Press},
year = {1990},
author = {James E. Humphreys},
number = {29},
series = {Cambridge Studies in Advanced Mathematics},
owner = {crow},
timestamp = {2008.09.22},
}
@Article{Hurwitz1882,
author = {Hurwitz, A},
title = {Einige Eigenschaften der Dirichlet'schen Funktionen $F (s) = \sum \left( \frac{D}{n} \right) . \frac{1}{n^s}$, die bei der Bestimmung der Klassenanzahlen Bin\E4rer quadratischer Formen auftreten},
journal = {Z. f\FCr Math. und Physik},
year = {1882},
volume = {27},
pages = {86-101},
owner = {crow},
timestamp = {2009.05.28},
}
@Article{I.Laba2001,
author = {Christopher Sogge {I. Laba}},
title = {Fuglede's Conjecture for a Union of Two Intervals},
journal = {Proceedings of the American Mathematical Society},
year = {2001},
volume = {129},
number = {10},
pages = {2965-2972},
}
@Book{Ince1956,
title = {Ordinary Differential Equations},
publisher = {Dover Publications},
year = {1956},
author = {E.L. Ince},
owner = {scrowley},
timestamp = {2009.07.02},
}
@Book{Ingham1995,
title = {The Distribution of Prime Numbers},
publisher = {Cambridge University Press},
year = {1995},
author = {Ingham, A. E.},
owner = {crow},
timestamp = {2009.07.04},
}
@Book{Itzykson1980,
title = {Quantum Field Theory},
publisher = {McGraw-Hill},
year = {1980},
author = {Claude Itzykson and Jean-Bernard Zuber},
owner = {crow},
timestamp = {2012.02.12},
}
@Article{Ivic1999,
author = {Aleksandar Ivic},
title = {On the Error Term for the Fourth Moment of the Riemann Zeta-Function},
journal = {Journal of the London Mathematical Society},
year = {1999},
volume = {60},
pages = {21-32},
owner = {crow},
timestamp = {2008.09.19},
}
@Book{Jacobsen2006,
author = {Martin Jacobsen},
title = {Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes},
year = {2006},
series = {Probability and its Applications},
publisher = {Birkhauser},
}
@Article{Jacod1975,
author = {Jacod, Jean},
title = {Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales},
journal = {Probability Theory and Related Fields},
year = {1975},
volume = {31},
number = {3},
pages = {235--253},
publisher = {Springer},
}
@Article{Jannsen1992,
author = {Jannsen, Uwe},
title = {Motives, numerical equivalence, and semi-simplicity.},
journal = {Inventiones Mathematicae},
year = {1992},
volume = {107},
pages = {447},
}
@Article{JesusS.Dehesa1997,
author = {Walter Van Assche Rafael J. Yanez {Jesus S. Dehesa}},
title = {Information entropy of classical orthogonal polynomials and their application to the harmonic oscillator and Coulomb potentials},
journal = {Math. Appl. Analysis},
year = {1997},
number = {4},
pages = {91-110},
url = {citeseer.ist.psu.edu/dehesa97information.html},
}
@Book{Jones1998,
title = {Elementary Number Theory},
publisher = {Springer},
year = {1998},
author = {Garteh A. Jones and J. Mary Jones},
owner = {crow},
timestamp = {2009.05.12},
}
@Article{Kakutani1950,
author = {Shizuo Kakutani and John {von Neumann}},
title = {Determination of the Spectrum of the Flow of Brownian Motion},
journal = {Proceedings of the National Academy of Sciences},
year = {1950},
volume = {36},
number = {5},
pages = {319-323},
month = {may},
}
@Book{Karr1991,
author = {Karr, A.},
title = {Point processes and their statistical inference},
year = {1991},
volume = {7},
publisher = {CRC},
}
@Book{Katzourakis2014,
title = {An Introduction To Viscosity Solutions for Fully Nonlinear PDE with Applications to Calculus of Variations in $L^\infty$},
publisher = {Springer International Publishing},
year = {2014},
author = {Katzourakis, N.},
series = {SpringerBriefs in Mathematics},
isbn = {9783319128290},
url = {https://books.google.com/books?id=rfObBQAAQBAJ},
}
@Article{Kawakatsu2007,
author = {Hiroyuki Kawakatsu},
title = {Specification and estimation of discrete time quadratic stochastic volatility models},
journal = {Journal of Empirical Finance},
year = {2007},
volume = {14},
number = {3},
pages = {424-442},
month = {June},
}
@Book{Oldham2009,
title = {An Atlas of Functions},
publisher = {Springer},
year = {2009},
author = {Keith B. Oldham, Jan C. Myland, Jerome Spanier},
edition = {2nd},
owner = {crow},
timestamp = {2009.06.04},
}
@Article{Kerber1984,
author = {Adalbert Kerber AND Karl-Joseph Thurlings},
title = {Eulerian Numbers, Foulkes Characters and Lefschetz Characters of the Symmetric Group Sn},
journal = {Publ. I.R.M.A.},
year = {1984},
volume = {229/S-08 Actes $8^e$ Seminaire Lotharingien},
pages = {31-36},
owner = {crow},
timestamp = {2008.09.02},
}
@Article{Kim2008,
author = {Taekyun Kim},
title = {Euler Numbers and Polynomials Associated with Zeta Functions},
journal = {Abstract and Applied Analysis},
year = {2008},
volume = {2008},
pages = {581582},
doi = {doi:10.1155/2008/581582},
owner = {crow},
timestamp = {2009.06.10},
}
@Book{Klain1997,
author = {Daniel A. Klain and Gian-Carlo Rota},
title = {Introduction to Geometric Probability},
year = {1997},
series = {Accademia Nazionale Dei Lincei},
publisher = {Camridge University Press},
}
@Book{Kolmogorov1961,
title = {Elements of the Theory of Functions and Functional Analysis, Volume 2: Measure. The Lebesgue Integral. Hilbert Space.},
publisher = {Graylock Press},
year = {1961},
author = {A.N. Kolmogorov and S.V. Fomin},
}
@Book{Kolmogorov1957,
title = {Elements of the Theory of Functions and Functional Analysis, Volume 1: Metric and Normed Spaces},
publisher = {Graylock Press},
year = {1957},
author = {A.N. Kolmogorov and S.V. Fomin},
}
@Article{Kupsch1997,
author = {Joachim Kupsch and Oleg G. Smolyanov},
title = {Functional representations for fock superalgebras, hep-th/9708069},
journal = {arXiv.org: High Energy Physics - Theory},
year = {1997},
month = {12},
}
@Book{Laning1956,
title = {Random Processes in Automatic Control},
publisher = {McGraw-Hill},
year = {1956},
author = {Laning, J.H.J. and Battin, R.H.},
series = {McGraw-Hill series in control systems engineering},
lccn = {lc55010410},
}
@Book{Lapidus2008,
title = {In search of the Riemann zeros: Strings, Fractal membranes and Noncommutative Spacetimes},
publisher = {American Mathematical Society},
year = {2008},
author = {Michel L. Lapidus},
owner = {crow},
timestamp = {2009.07.24},
}
@Article{Lapidus1995,
author = {Lapidus, M. L.},
title = {Fractals and Vibrations: Can You Hear the Shape of a Fractal Drum?},
journal = {Fractals},
year = {1995},
volume = {3},
number = {4},
pages = {725-736},
owner = {crow},
timestamp = {2009.07.26},
}
@Article{Lapidus1991,
author = {Lapidus, Michel L.},
title = {Fractal Drum, Inverse Spectral Problems for Elliptic Operators and a Partial Resolution of the Weyl-Berry Conjecture},
journal = {Transactions of the American Mathematical Society},
year = {1991},
volume = {325},
number = {2},
pages = {465-529},
month = {Jun},
owner = {crow},
timestamp = {2009.07.25},
}
@Book{Lapidus2006,
author = {Michel L. Lapidus and Machiel van Frankenhuijsen},
title = {Fractal Geometry, Complex Dimensions and Zeta Functions: Geometry and Spectra of Fractal Strings},
year = {2006},
edition = {1st},
series = {Springer Monographs in Mathematics},
publisher = {Springer},
owner = {crow},
timestamp = {2009.08.01},
}
@InProceedings{Lapidus2004,
author = {Michel L. Lapidus and Machiel van Frankenhuijsen},
title = {Fractality, Self-Similarity and Complex Dimensions (arXiv:space/0401156)},
booktitle = {Fractal Geometry And Applications: A Jubilee Of Benoit Mandelbrot},
year = {2004},
volume = {72},
series = {Proceedings of Symposia in Pure Mathematics},
owner = {crow},
timestamp = {2009.08.01},
}
@Book{Lapidus1999a,
title = {Spectral problems in geometry and arithmetic: NSF-CBMS Conference on Spectral Problems in Geometry and Arithmetic, August 18-22, 1997, University of Iowa},
publisher = {American Mathematical Society},
year = {1999},
author = {Michel L. Lapidus and Machiel van Frankenhuysen},
editor = {Thomas Branson},
volume = {237},
series = {Contemporary Mathematics},
chapter = {Complex Dimensions of Fractal Strings and Oscillatory Phenomena in Fractal Geometry and Arithmetic},
owner = {crow},
pages = {87-105},
timestamp = {2009.08.05},
}
@Article{Last1994,
author = {Last, Günter},
title = {Predictable projections for point process filtrations},
journal = {Probability Theory and Related Fields},
year = {1994},
volume = {99},
number = {3},
pages = {361-388},
issn = {0178-8051},
abstract = {We consider a point process Φ with the Polish phase space (X,X) and a system of σ-fields ℱ(x),x∈X, generated by Φ on certain sets (Γx)∈X. We define predictability for random processes indexed byX and for random measures onX and prove the existence and uniqueness of predictable and dual predictable projections under a regularity condition on Φ. ForX=ℝ 2 + and under monotonicity assumptions on the sets Γx we will identify the predictable projections of some simple processes as regular versions of certain martingales.},
doi = {10.1007/BF01199897},
keywords = {60G55; 50G57; 60G60},
language = {English},
owner = {sc},
publisher = {Springer-Verlag},
timestamp = {2014.10.29},
url = {http://dx.doi.org/10.1007/BF01199897},
}
@Book{Last1995,
author = {Gunter Last and Andreas Brandt},
title = {Marked Point Processes on the Real Line: The Dynamic Approach},
year = {1995},
series = {Probability and its Applications},
publisher = {Springer},
}
@Article{Lemonnier2014,
author = {{Lemonnier}, R. and {Vayatis}, N.},
title = {{Nonparametric Markovian Learning of Triggering Kernels for Mutually Exciting and Mutually Inhibiting Multivariate Hawkes Processes}},
journal = {ArXiv e-prints},
year = {2014},
month = may,
adsnote = {Provided by the SAO/NASA Astrophysics Data System},
adsurl = {http://adsabs.harvard.edu/abs/2014arXiv1405.4175L},
archiveprefix = {arXiv},
eprint = {1405.4175},
keywords = {Mathematics - Probability},
primaryclass = {math.PR},
}
@Book{Lewin1991,
title = {Structural Properties of Polylogarithms},
publisher = {American Mathematical Society},
year = {1991},
author = {Leonard Lewin},
volume = {37},
series = {Mathematical Surveys and Monographs},
owner = {crow},
timestamp = {2009.06.29},
}
@PhdThesis{Liniger2009,
author = {Liniger, T.J.},
title = {Multivariate Hawkes Processes},
school = {Swiss Federal Institute Of Technology Zurich},
year = {2009},
}
@Article{Masry???,
author = {E. Masry; K. Steiglitz; B. Liu},
title = {Bases in Hilbert Space Related to the Representation of Stationary Operators},
journal = {???},
year = {???},
}
@Book{Livio2002,
title = {The Golden Ratio},
publisher = {Broadway Books},
year = {2002},
author = {Mario Livio},
owner = {crow},
timestamp = {2009.11.24},
}
@Article{Lockwood1990,
author = {Larry J. \& Linn Scott C. Lockwood},
title = {An Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964--1989},
journal = {Journal of Finance},
year = {1990},
volume = {45},
number = {2},
pages = {591-601},
month = {6},
}
@Article{Loll1996,
author = {R. Loll and J.M. Mourao and J.N. Tavares},
title = {Complexification of Gauge Theories},
journal = {Journal of Geometry and Physics},
year = {1996},
volume = {18},
pages = {1},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:hep-th/9307142},
}
@PhdThesis{Lorenzen2012,
author = {F. Lorenzen},
title = {Analysis of Order Clustering Using High Frequency Data: A Point Process Approach},
year = {2012},
month = {August},
owner = {crow},
school = {Tilburg School of Economics and Management, Finance Department},
timestamp = {2012.12.31},
}
@Article{Lunde1999,
author = {Lunde, A.},
title = {A generalized gamma autoregressive conditional duration model},
journal = {Department of Economics, Politics and Public Administration, Aalbourg University, Denmark},
year = {1999},
}
@Article{Lyons2011,
author = {{Lyons}, R.},
title = {{Automorphism groups of sporadic groups}},
journal = {ArXiv e-prints},
year = {2011},
month = jun,
adsnote = {Provided by the SAO/NASA Astrophysics Data System},
adsurl = {http://adsabs.harvard.edu/abs/2011arXiv1106.3760L},
archiveprefix = {arXiv},
eprint = {1106.3760},
keywords = {Mathematics - Group Theory, 20D08 (Primary), 20D45 (Secondary)},
primaryclass = {math.GR},
}
@Misc{M.YuKalmykov2007,
author = {{M. Yu Kalmykov} and {B. F. L. Ward} and {S. A. Yost}},
title = {Multiple (inverse) binomial sums of arbitrary weight and depth and the all-order epsilon-expansion of generalized hypergeometric functions with one half-integer value of parameter},
year = {2007},
howpublished = {Institute of Physics Publishing SISSA},
url = {doi:10.1088/1126-6708/2007/10/048},
}
@Article{ME1rquez-Carreras1999,
author = {David M\E1rquez-Carreras and Marta Sanz-Sol\E9},
title = {Expansion of the density: a Wiener-chaos approach},
journal = {Bernoulli},
year = {1999},
volume = {5},
number = {2},
pages = {257-274},
owner = {crow},
timestamp = {2008.09.17},
}
@Article{Malolepszy2011,
author = {Ma{\l}olepszy, Tomasz},
title = {Nonlinear Volterra integral equations and the Schroder functional equation},
journal = {Nonlinear Analysis: Theory, Methods \& Applications},
year = {2011},
volume = {74},
number = {2},
pages = {424--432},
publisher = {Elsevier},
}
@Article{MACCI1995,
author = {C. MACCI},
title = {The equivalence between ``domination of a bayesian experiment'' and a.e. ``domination of a statistical structure'': the role of the predictive probability},
journal = {Rendiconti di Matematica},
year = {1995},
volume = {15},
number = {VII},
pages = {381-389},
}
@Article{Mainardi2003,
author = {Francesco Mainardi and Gianni Pagnini},
title = {Salvatore Pincherle: the pioneer of the Mellin-Barnes integrals},
journal = {Journal of Computational and Applied Mathematics},
year = {2003},
volume = {153},
pages = {331},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space/0702520},
}
@Article{Manin2002,
author = {Manin, Y. I. and Marcolli, M.},
title = {Continued fractions, modular symbols, and noncommutative geometry},
journal = {Selecta Mathematica (New Series)},
year = {2002},
volume = {8},
pages = {475-521},
issn = {1022-1824},
note = {10.1007/s00029-002-8113-3},
affiliation = {Max-Planck-Institut f\FCr Mathematik, Vivatsgasse 7, D-53111, Bonn, Germany,\B6e-mail: manin@mpim-bonn.mpg.de},
issue = {3},
keyword = {Mathematics and Statistics},
publisher = {Birkh\E4user Basel},
url = {http://dx.doi.org/10.1007/s00029-002-8113-3 },
}
@Book{Manolakis2000,
title = {Statistical and Adaptive Signal Processing: Spectral Estimation, Signal Modelling, Adaptive Filtering, and Array Processing},
publisher = {McGraw Hill},
year = {2000},
author = {Dimitris G. Manolakis and Vinay K. Ingle and Stephen M. Kogon},
}
@Book{Maplesoft2011,
author = {Maplesoft},
title = {Maple 15 Programming Guide},
year = {2011},
publisher = {Maplesoft},
doi = {978-1-926902-08-1},
owner = {crow},
timestamp = {2012.02.24},
}
@Article{Marca2009,
author = {{Marca}, D.~a and {Beltraminelli}, S. and {Merlini}, D.},
title = {{Mean Staircase of the Riemann Zeros: a comment on the Lambert W function and an algebraic aspect}},
journal = {ArXiv e-prints},
year = {2009},
month = jan,
eprint = {0901.3377},
adsnote = {Provided by the SAO/NASA Astrophysics Data System},
adsurl = {http://adsabs.harvard.edu/abs/2009arXiv0901.3377M},
archiveprefix = {arXiv},
keywords = {Mathematics - Number Theory, Mathematical Physics, 11M26, 81Q10},
primaryclass = {math.NT},
}
@Article{MasulisRonaldW.1995,
author = {{Masulis, Ronald W.} and {Ng, Victor K.}},
title = {Overnight and Daytime Stock-Return Dynamics on the London Stock Exchange: The Impacts of ``Big Bang'' and the 1987 Stock-Market Crash},
journal = {Journal of Business \& Economic Statistics},
year = {1995},
volume = {13},
number = {4},
pages = {365--378},
month = {oct},
issn = {0735-0015},
abstract = {We explore the time series properties of stock returns on the London Stock Exchange around the 1986 market restructuring (Big Bang) and the 1987 stock-market crash using a modified generalized autoregressive conditional heteroscedasticity model. Using this general dynamic model, which allows (a) intradaily returns to have different impacts and persistence on stock-return volatility, (b) return effects on volatility to be asymmetric, and (c) intradaily returns to follow conditional distributions with different fourth moments, we uncover important changes in return dynamics and conditional fourth moments following Big Bang and the 1987 crash not reported before.},
copyright = {Copyright 1995 American Statistical Association},
jstor_articletype = {Full Length Article},
jstor_date = {199510},
jstor_formatteddate = {Oct., 1995},
keywords = {Exchange restructuring, GARCH, Intraday stock return, Structural change},
publisher = {American Statistical Association},
url = {http://links.jstor.org/sici?sici=0735-0015%28199510%2913%3A4%3C365%3AOADSDO%3E2.0.CO%3B2-R},
}
@Book{Matsumura19861980,
title = {Commutative Ring Theory(Kakan kan ron)},
publisher = {Cambridge University Press},
year = {1986(1980)},
author = {Hideyuki Matsumura},
owner = {crow},
timestamp = {2014.05.28},
}
@Book{McKean1976,
title = {Gaussian Processes, Function Theory, and the Inverse Spectral Problem},
publisher = {Dover},
year = {1976},
author = {H. Dym \& H.P. McKean},
owner = {crow},
timestamp = {2015.07.17},
}
@Book{McLachlan2000,
author = {Geoffrey McLachlan and David Peel},
title = {Finite Mixture Models},
year = {2000},
series = {Wiley Series in Probability and Statistics},
publisher = {John Wiley \& Sons Inc.},
owner = {crow},
timestamp = {2012.02.17},
}
@Article{McShane2008,
author = {McShane, B. and Adrian, M. and Bradlow, E.T. and Fader, P.S.},
title = {Count models based on weibull interarrival times},
journal = {Journal of Business \& Economic Statistics},
year = {2008},
volume = {26},
number = {3},
pages = {369--378},
publisher = {American Statistical Association},
}
@Article{Meenakshisundaram2005,
author = {N. Meenakshisundaram and Arul Lakshminarayan},
title = {Multifractal eigenstates of quantum chaos and the Thue-Morse sequence},
journal = {Physical Review E},
year = {2005},
volume = {71},
pages = {065303},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:nlin/0412042},
}
@Article{Merton1973,
author = {Robert C. Merton},
title = {An Intertemporal Capital Asset Pricing Model},
journal = {Econometrica},
year = {1973},
language = {EN},
volume = {41},
number = {5},
month = {sep},
pages = {867--887},
issn = {0012-9682},
url = {http://links.jstor.org/sici?sici=0012-9682%28197309%2941%3A5%3C867%3AAICAPM%3E2.0.CO%3B2-E},
abstract = {An intertemporal model for the capital market is deduced from the portfolio selection behavior by an arbitrary number of investors who act so as to maximize the expected utility of lifetime consumption and who can trade continuously in time. Explicit demand functions for assets are derived, and it is shown that, unlike the one-period model, current demands are affected by the possibility of uncertain changes in future investment opportunities. After aggregating demands and requiring market clearing, the equilibrium relationships among expected returns are derived, and contrary to the classical capital asset pricing model, expected returns on risky assets may differ from the riskless rate even when they have no systematic or market risk.},
copyright = {Copyright 1973 The Econometric Society},
jstor_articletype = {Full Length Article},
jstor_date = {197309},
jstor_formatteddate = {Sep., 1973},
publisher = {The Econometric Society},
}
@Article{MeteSoner1988,
author = {Mete Soner, H.},
title = {On the Hamilton-Jacobi-Bellman equations in Banach spaces},
journal = {Journal of Optimization Theory and Applications},
year = {1988},
volume = {57},
number = {3},
pages = {429-437},
issn = {0022-3239},
doi = {10.1007/BF02346162},
keywords = {Distributed control problems; viscosity solutions; controlled delay equations},
language = {English},
owner = {crow},
publisher = {Kluwer Academic Publishers-Plenum Publishers},
timestamp = {2015.11.06},
url = {http://dx.doi.org/10.1007/BF02346162},
}
@Article{MezHo2014,
author = {{Mez{\H o}}, I. and {Baricz}, {\'A}.},
title = {{On the generalization of the Lambert \$W\$ function with applications in theoretical physics}},
journal = {ArXiv e-prints},
year = {2014},
month = aug,
eprint = {1408.3999},
adsnote = {Provided by the SAO/NASA Astrophysics Data System},
adsurl = {http://adsabs.harvard.edu/abs/2014arXiv1408.3999M},
archiveprefix = {arXiv},
keywords = {Mathematics - Classical Analysis and ODEs},
primaryclass = {math.CA},
}
@Article{Mezo2008,
author = {I. Mezo},
title = {New properties of r-Stirling series},
journal = {Acta Mathematica Hungarica},
year = {2008},
volume = {119},
pages = {341-358},
doi = {10.1007/s10474-007-7047-9},
owner = {crow},
timestamp = {2009.06.02},
}
@Article{Mikulevicius1999,
author = {R. Mikulevicius and B. Rozovskii},
title = {Fourier-{H}ermite expansions for nonlinear filtering},
journal = {Theory of Probability and its Applications},
year = {1999},
volume = {44},
number = {3},
pages = {606--612},
url = {citeseer.ist.psu.edu/609498.html},
}
@Book{Mirman1995,
title = {Group Theory: An Intuitive Approach},
publisher = {World Scientific},
year = {1995},
author = {R. Mirman},
}
@Article{Money???,
author = {James H. Money},
title = {A General ODE and PDE Solver Using Picards Method},
journal = {???},
year = {???},
url = {http://www.ms.uky.edu/~jmoney/picard/paper.pdf},
}
@Article{MorvaiGusztav1996,
author = {{Morvai, Gusztav} and {Yakowitz, Sidney} and {Gyorfi, Laszlo}},
title = {Nonparametric Inference for Ergodic, Stationary Time Series},
journal = {The Annals of Statistics},
year = {1996},
volume = {24},
number = {1},
pages = {370--379},
month = {feb},
issn = {0090-5364},
abstract = {The setting is a stationary, ergodic time series. The challenge is to construct a sequence of functions, each based on only finite segments of the past, which together provide a strongly consistent estimator for the conditional probability of the next observation, given the infinite past. Ornstein gave such a construction for the case that the values are from a finite set, and recently Algoet extended the scheme to time series with coordinates in a Polish space. The present study relates a different solution to the challenge. The algorithm is simple and its verification is fairly transparent. Some extensions to regression, pattern recognition and on-line forecasting are mentioned.},
copyright = {Copyright 1996 Institute of Mathematical Statistics},
group = {Time Series},
jstor_articletype = {Full Length Article},
jstor_date = {199602},
jstor_formatteddate = {Feb., 1996},
keywords = {60G10, 60G25, 62G05, Universal prediction schemes, stationary ergodic process, nonparametric regression},
publisher = {Institute of Mathematical Statistics},
url = {http://links.jstor.org/sici?sici=0090-5364%28199602%2924%3A1%3C370%3ANIFEST%3E2.0.CO%3B2-5},
}
@Book{Motohashi1997,
author = {Yoichi Motohashi},
title = {Spectral Theory of the Riemann Zeta-Function},
year = {1997},
volume = {127},
series = {Cambridge Tracts in Mathematics},
publisher = {Cambridge University Press},
owner = {crow},
timestamp = {2008.09.25},
}
@Article{Muller2007,
author = {Sebastian Muller and Stefan Heusler and Petr Braun and Fritz Haake},
title = {Semiclassical approach to chaotic quantum transport},
journal = {New Journal of Physics},
year = {2007},
volume = {9},
number = {1},
pages = {12},
url = {http://stacks.iop.org/1367-2630/9/12},
abstract = {We describe a semiclassical method to calculate universal transport properties of chaotic cavities. While the energy-averaged conductance turns out governed by pairs of entrance-to-exit trajectories, the conductance variance, shot noise and other related quantities require trajectory quadruplets; simple diagrammatic rules allow us to find the contributions of these pairs and quadruplets. Both pure symmetry classes and the crossover due to an external magnetic field are considered. },
}
@Article{MurrayF.J.1936,
author = {{Murray, F. J.} and {v. Neumann, J.}},
title = {On Rings of Operators},
journal = {The Annals of Mathematics},
year = {1936},
language = {EN},
series = {2},
volume = {37},
number = {1},
month = {jan},
pages = {116--229},
issn = {0003-486X},
url = {http://links.jstor.org/sici?sici=0003-486X%28193601%292%3A37%3A1%3C116%3AOROO%3E2.0.CO%3B2-Y},
copyright = {Copyright 1936 Annals of Mathematics},
jstor_articletype = {Full Length Article},
jstor_date = {193601},
jstor_formatteddate = {Jan., 1936},
publisher = {Annals of Mathematics},
}
@Article{NAsai2002,
author = {I Kubo HH Kuo {N Asai}},
title = {Segal-{B}argmann transforms of one-mode interacting {F}ock spaces associated with {G}aussian and {P}oisson {M}easures},
journal = {Proceedings of the American Mathematical Society},
year = {2002},
month = {2},
}
@Book{NorbertWiener1949,
title = {Extrapolation, {I}nterpolation, and {S}moothing of {S}tationary {T}ime {S}eries},
publisher = {MIT Press},
year = {1949},
author = {{Norbert Wiener}},
edition = {First Paperback},
}
@Article{NorbertWiener1932,
author = {{Norbert Wiener}},
title = {The {H}omogeneous {C}haos},
journal = {American Journal of Mathematics},
year = {1932},
volume = {60},
number = {4},
pages = {897-936},
month = {oct},
}
@Article{NorbertWiener1921,
author = {{Norbert Wiener}},
title = {The {A}verage of an {A}nalytic {F}unctional},
journal = {Proceedings of the National Academy of Sciences},
year = {1921},
volume = {7},
number = {9},
month = {nov},
pages = {253-260},
}
@Article{Ogata1981,
author = {Ogata, Y.},
title = {On Lewis' simulation method for point processes},
journal = {Information Theory, IEEE Transactions on},
year = {1981},
volume = {27},
number = {1},
pages = {23--31},
publisher = {IEEE},
}
@Article{Ogata1978,
author = {Ogata, Y.},
title = {The asymptotic behaviour of maximum likelihood estimators for stationary point processes},
journal = {Annals of the Institute of Statistical Mathematics},
year = {1978},
volume = {30},
number = {1},
pages = {243--261},
publisher = {Springer},
}
@Article{OHIRAYukiko2002,
author = {{OHIRA Yukiko} and {IMAFUKU Kentaro}},
title = {Flow equation approach to diagonal representation of an unbounded {H}amiltonian with complex eigenvalues},
journal = {Physics letters. A},
year = {2002},
volume = {293},
number = {5-6},
pages = {223-227},
}
@Article{Ohkita1990,
author = {M. Ohkita and Y. Kobayashi},
title = {Implementation of integration of Walsh series by flowgraphs},
journal = {Electronics Letters},
year = {1990},
volume = {26},
number = {13},
pages = {887-889},
month = {June},
}
@Article{Oikawa1960,
author = {K\F4taro Oikawa},
title = {Sario's Lemma on Harmonic Functions},
journal = {Proceedings of the American Mathematical Society},
year = {1960},
volume = {11},
number = {3},
pages = {425-428},
owner = {crow},
timestamp = {2008.09.09},
}
@Article{Osilike1999,
author = {M. O. Osilike},
title = {Iterative solutions of nonlinear phi-strongly accretive operator equations in arbitrary {B}anach spaces},
journal = {Nonlinear Analysis},
year = {1999},
volume = {36},
number = {1},
month = {apr},
pages = {1-9},
}
@Book{Ott1993,
author = {E. Ott},
title = {Chaos in dynamical systems},
year = {1993},
publisher = {Cambridge University Press},
owner = {crow},
timestamp = {2009.07.16},
}
@Article{Ozaki1979a,
author = {Ozaki, T.},
title = {Maximum likelihood estimation of Hawkes' self-exciting point processes},
journal = {Annals of the Institute of Statistical Mathematics},
year = {1979},
volume = {31},
number = {1},
pages = {145--155},
publisher = {Springer},
}
@Article{Ozaki1979,
author = {T. Ozaki and H. Akaike},
title = {On a generalized parameteric model for Hawkes' self-exciting point processes},
journal = {Institute of Statistical Mathematics Res. Memo},
year = {1979},
volume = {149},
owner = {crow},
timestamp = {2013.01.09},
}
@Book{Suetin1999,
title = {Orthogonal {P}olynomials in {T}wo {V}ariables},
publisher = {Gordon and Breach Science Publishers},
year = {1999},
author = {{P.K. Suetin}},
volume = {3},
series = {Analytical Methods and Special Functions},
}
@TechReport{Paiva2008,
author = {António R. C. Paiva},
title = {Reproducing Kernel Hilbert Spaces for Point Processes, with Applications to Neural Activity Analysis},
year = {2008},
}
@Misc{Parker2000,
author = {G. Edgar Parker and James S. Sochacki},
title = {A Picard-Maclaurin theorem for initial value PDEs},
year = {2000},
journal = {Abstract and Applied Analysis},
number = {1},
publisher = {Hindawi Publishing Corporation},
}
@Article{Parker1996,
author = {G. Edgar Parker and James S. Sochacki},
title = {Implementing the Picard Iteration},
journal = {Neural, Parallel, and Scientific Computations},
year = {1996},
volume = {4},
pages = {97-112},
}
@Book{Parzen1999,
title = {Stochastic Processes},
publisher = {Society for Industrial and Applied Mathematics},
year = {1999},
author = {Emanuel Parzen},
volume = {24},
series = {Classics in Applied Mathematics},
isbn = {0898714419},
}
@MastersThesis{Patil2013,
author = {N. Patil},
title = {Numerical Methods for Stochastic Hamiltonian Systems},
year = {2013},
owner = {crow},
school = {Indian Institute of Science},
timestamp = {2015.11.10},
}
@Article{Butzer2003a,
author = {Paul L. Butzer, Anatoly A. Kilbas, Juan J. Trujillo},
title = {Stirling Functions of the Second Kind in the Setting of Difference and Fractional Calculus},
journal = {Numerical Functional Analysis and Optimization},
year = {2003},
volume = {24},
number = {7},
pages = {673-711},
owner = {crow},
timestamp = {2009.06.04},
}
@Article{Pechen2004,
author = {A.N. Pechen},
title = {Quantum stochastic equation for test particle interacting with dilute Bose gas},
journal = {Journal of Mathematical Physics},
year = {2004},
volume = {45},
pages = {400},
url = {doi:10.1063/1.1626806},
}
@Article{Petersen1994,
author = {Petersen, Mitchell A and Fialkowski, David},
title = {Posted versus effective spreads: Good prices or bad quotes?},
journal = {Journal of Financial Economics},
year = {1994},
volume = {35},
number = {3},
pages = {269--292},
publisher = {Elsevier},
}
@Misc{Petz2001,
author = {D. Petz},
title = {Entropy, von Neumann and the von Neumann entropy},
year = {2001},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space-ph/0102013},
}
@Article{Peyrl2005,
author = {Helfried Peyrl and Florian Herzon and Hans P. Geering},
title = {Numerical Solution of the Hamilton-Jacobi-Bellman Equation for Stochastic Optimal Control},
journal = {WSEAS International Conference on Dynamical Systems and Control, Venice Italy, Nov. 2-4},
year = {2005},
owner = {crow},
timestamp = {2015.10.13},
}
@Book{Pham2009,
title = {Continuous-time Stochastic Control and Optimization with Financial Applications},
publisher = {Springer},
year = {2009},
author = {Huyên Pham},
editor = {B. Rozovski and G. Grimmett},
number = {61},
series = {Stochastic Modelling and Applied Probabilty},
owner = {crow},
timestamp = {2015.09.18},
}
@Article{PhilippeFlajolet1995,
author = {{Philippe Flajolet} and {Robert Sedgewick}},
title = {Mellin transforms and asymptotics: {F}inite differences and {R}ice's integrals},
journal = {Theoretical Computer Science},
year = {1995},
number = {144},
pages = {101-124},
}
@Book{Planat2000,
title = {Noise, Oscillators and Algebraic Randomness},
publisher = {Springer Verlag},
year = {2000},
author = {Planat, Michel},
owner = {crow},
timestamp = {2008.09.02},
}
@Book{Paris2001,
title = {Asymptotics and Mellin-Barnes Integrals},
publisher = {Cambridge University Press},
year = {2001},
author = {R. B. Paris, David Kaminski},
volume = {85},
series = {Encyclopedia of Mathematics and its Applications},
owner = {crow},
timestamp = {2009.09.28},
}
@Book{R.C.Paley1934,
title = {Fourier {T}ransforms in the {C}omplex {D}omain},
publisher = {American Mathematical Society},
year = {1934},
author = {{R.C. Paley} and {Norbert Wiener}},
volume = {19},
series = {Colloquium Publications},
}
@Book{Rainville1971,
author = {Earl D. Rainville},
title = {Special Functions},
year = {1971},
publisher = {Chelsea Pub Co},
owner = {crow},
timestamp = {2009.06.29},
}
@Book{Rao2005,
title = {Conditional Measures and Applications},
publisher = {Chapman and Hall{/}CRC},
year = {2005},
author = {M.M. Rao},
volume = {271},
series = {Pure and Applied Mathematics},
edition = {2},
}
@Book{Rao2004,
title = {Measure Theory and Integration},
publisher = {Marcel Dekker},
year = {2004},
author = {M.M. Rao},
volume = {265},
series = {Pure and Applied Mathematics},
edition = {2nd, Revised and Expanded},
isbn = {0824754018},
}
@Article{Reiner1995,
author = {Victor Reiner},
title = {The distribution of descents and length in a Coxeter group},
journal = {Electronic Journal of Combinatorics},
year = {1995},
volume = {2},
pages = {25},
}
@Book{Courant1953,
title = {Methods of Mathematical Physics},
publisher = {Interscience Publishers},
year = {1953},
author = {Richard Courant, David Hilbert},
volume = {1},
edition = {first english},
owner = {crow},
timestamp = {2009.07.26},
}
@Book{Riordan1958/2002,
author = {John Riordan},
title = {Introduction to Combinatorial Analysis},
year = {1958 / 2002},
publisher = {John Wiley \& Sons/Dover},
owner = {crow},
timestamp = {2009.06.03},
}
@InProceedings{Roach1997,
author = {Kelly Roach},
title = {Meijer G Function Representations},
booktitle = {International Symposium on Symbolic and Algebraic Computation},
year = {1997},
pages = {205-211},
url = {citeseer.ist.psu.edu/209426.html},
}
@InProceedings{Roach1996,
author = {Kelly Roach},
title = {Hypergeometric Function Representations},
booktitle = {International Symposium on Symbolic and Algebraic Computation},
year = {1996},
pages = {301-308},
url = {citeseer.ist.psu.edu/roach96hypergeometric.html},
}
@InProceedings{Corless1997,
author = {Robert M. Corless, David J. Jeffrey, Donald E. Knuth},
title = {A sequence of series for the Lambert W function},
booktitle = {International Symposium on Symbolic and Algebraic Computation},
year = {1997},
pages = {197-204},
url = {citeseer.ist.psu.edu/209426.html},
}
@InBook{RobertOsserman1989,
pages = {73-98},
title = {Minimal {S}urfaces in ${R}^3$},
publisher = {The Mathematical Association of America},
year = {1989},
author = {{Robert Osserman}},
editor = {Shiing-Shen Chern},
number = {27},
series = {MAA Studies in Mathematics},
}
@Book{RGPS1991,
author = {{Roger G. Ghanem and Pol D. Spanos}},
title = {Stochastic {F}inite {E}lements: A {S}pectral {A}pproach},
year = {1991},
edition = {Revised},
publisher = {Dover},
}
@Book{Rogers2000,
author = {Rogers, L.C.G. and Williams, D.},
title = {Diffusions, Markov Processes, and Martingales: Volume 1, Foundations},
year = {2000},
series = {Cambridge Mathematical Library},
publisher = {Cambridge University Press},
isbn = {9780521775946},
url = {https://books.google.com/books?id=eJp330pIvQ4C},
lccn = {00269117},
}
@Book{Rosenthal2011,
title = {The Complete Idiot's Guide to Game Theory},
publisher = {Alpha},
year = {2011},
author = {Edward C. Rosenthal},
owner = {crow},
timestamp = {2014.03.26},
}
@Article{Rota1997,
author = {Gian-Carlo Rota and Timothy C. Wallstrom},
title = {Stochastic Integrals: A Combinatorial Approach},
journal = {The Annals of Probability},
year = {1997},
volume = {25},
number = {3},
pages = {1257--1283},
month = {jul},
issn = {0091-1798},
abstract = {A combinatorial definition of multiple stochastic integrals is given in the setting of random measures. It is shown that some properties of such stochastic integrals, formerly known to hold in special cases, are instances of combinatorial identities on the lattice of partitions of a set. The notion of stochastic sequences of binomial type is introduced as a generalization of special polynomial sequences occuring in stochastic integration, such as Hermite, Poisson-Charlier and Kravchuk polynomials. It is shown that identities for such polynomial sets have a common origin.},
copyright = {Copyright 1997 Institute of Mathematical Statistics},
jstor_articletype = {Full Length Article},
jstor_date = {199707},
jstor_formatteddate = {Jul., 1997},
keywords = {60H05, 05A18, 05E05, 05E35, 11B65, 60G57, 81T18, Multiple stochastic integrals, partitions of sets, discrete and homogeneous chaos, orthogonal polynomials, symmetric functions, Kailath-Segall formula},
publisher = {Institute of Mathematical Statistics},
url = {http://links.jstor.org/sici?sici=0091-1798%28199707%2925%3A3%3C1257%3ASIACA%3E2.0.CO%3B2-3},
}
@Book{Rudin1976,
title = {Principles of Mathematical Analysis},
publisher = {McGraw-Hill},
year = {1976},
author = {W. Rudin},
edition = {3},
}
@Book{Ruelle1994,
title = {Dynamical Zeta Functions for Piecewise Monotone Maps of the Interval},
publisher = {American Mathematical Society},
year = {1994},
author = {David Ruelle},
edition = {4th},
owner = {crow},
timestamp = {2009.07.16},
}
@Article{Russell1999,
author = {Russell, J.R.},
title = {Econometric modeling of multivariate irregularly-spaced high-frequency data},
journal = {Manuscript, GSB, University of Chicago},
year = {1999},
url = {http://faculty.chicagobooth.edu/jeffrey.russell/research/multi.pdf},
}
@Article{Saitoh2000,
author = {Saitoh, Saburou},
title = {Analytic extension formulas, integral transforms and reproducing kernels (Applications of Analytic Extensions)},
journal = {数理解析研究所講究録},
year = {2000},
volume = {1155},
month = {5},
publisher = {京都大学数理解析研究所},
url = {http://hdl.handle.net/2433/64154},
}
@Book{Sattinger1986,
title = {Lie Groups and Algebras with Applications to Physics, Geometry, and Mechanics},
publisher = {Springer-Verlag},
year = {1986},
author = {D.H. Sattinger and O.L. Weaver},
volume = {61},
series = {Applied Mathematical Sciences},
}
@Article{Saworotnow1972,
author = {Parfeny P. Saworotnow},
title = {Generalized Positive Linear Functionals on a Banach Algebra with an Involution},
journal = {Proceedings of the American Mathematical Society},
year = {1972},
volume = {31},
number = {1},
month = {jan},
pages = {299--304},
issn = {0002-9939},
url = {http://links.jstor.org/sici?sici=0002-9939%28197201%2931%3A1%3C299%3AGPLFOA%3E2.0.CO%3B2-Z},
abstract = {Let $A$ be a proper $H^\ast$-algebra and let $B$ be a Banach $^\ast$-algebra with an identity. A linear mapping $\varphi:B \rightarrow A$ is called a positive $A$-functional if $\sum_{i,j} a^\ast_i \varphi(x^\ast_i x_j)a_j$ is positive for all $x_1, x_2, \cdots, x_n \in B$ and $a_1, a_2, \cdots, a_n \in A$. It is shown that for each positive $A$-functional $\varphi$ there exists a $^\ast$-representation $T$ of $B$ by $A$-linear operators on a Hilbert module $H$ such that $\varphi(x) = (f_0, Txf_0)$ for all $x \in B$ and some $f_0 \in H$. If $B$ is of the form $B = \{ \lambda e + x \mid \lambda \quad\text{complex}\quad, e\quad\text{is the (abstract) identity}\quad, x \in L^1(G) \}$ for some locally compact group $G$ then $\varphi$ has the form $\varphi(\lambda e + x) = \lambda \varphi(e) + \int_G x(t)p(t) dt$ for some generalized ($A$-valued) positive definite function $p$ on $G, x \in L^1(G)$.},
copyright = {Copyright 1972 American Mathematical Society},
jstor_articletype = {Full Length Article},
jstor_date = {197201},
jstor_formatteddate = {Jan., 1972},
keywords = {22D20, 46K15, 46H25, 46K10, 43A35, Hilbert module, $H^\ast$-algebra, Banach, $^\ast$-algebra, group algebra, $^\ast$-representation},
publisher = {American Mathematical Society},
}
@TechReport{Schlandouml1994,
author = {Erik Schlandouml;gl and Daniel Sommer},
title = {On Short Rate Processes and Their Implications for Term Structure Movements},
institution = {University of Bonn, Germany},
year = {1994},
type = {Discussion Paper Serie B},
number = {293},
note = {available at http://ideas.repec.org/p/bon/bonsfb/293.html},
month = {oct},
}
@Article{Schroeder2003,
author = {Oliver Schroeder and Hugo Reinhardt},
title = {Generalized Random Phase Approximation and Gauge Theories},
journal = {The Annals of Physics},
year = {2003},
volume = {307},
pages = {452},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:hep-ph/0306244},
}
@Article{Schwinger1951,
author = {Schwinger, Julian},
title = {On Gauge Invariance and Vacuum Polarization},
journal = {Phys. Rev.},
year = {1951},
volume = {82},
number = {5},
month = {Jun},
pages = {664--679},
doi = {10.1103/PhysRev.82.664},
numpages = {15},
publisher = {American Physical Society},
}
@Article{Shek2010,
author = {Shek, H.},
title = {Modeling high frequency market order dynamics using self-excited point process},
journal = {Available at SSRN 1668160},
year = {2010},
}
@Book{Showalter2010,
title = {Hilbert Space Methods in Partial Differential Equations},
publisher = {Dover},
year = {2010},
author = {Ralph E. Showalter},
owner = {sc},
timestamp = {2014.11.01},
}
@Book{Sierpinski20031962,
author = {Waclaw Sierpinski},
title = {Pythagorean Triangles},
year = {2003(1962)},
edition = {reprint, illustrated},
publisher = {Courier Dover Publications},
month = {Aug},
owner = {crow},
timestamp = {2009.08.03},
}
@Book{Slater1966,
title = {Generalized Hypergeometric Functions},
publisher = {Cambridge University Press},
year = {1966},
author = {Lucy Joan Slater},
owner = {crow},
timestamp = {2009.07.01},
}
@Article{Smith1966,
author = {Smith, D.A.},
title = {On semigroups, semirings, and rings of quotients.},
journal = {Journal of Science of the Hiroshima University, Series A},
year = {1966},
volume = {30},
number = {2},
pages = {123-130},
keywords = {{generalized rings, nonassociative rings}},
}
@Article{Sodal2006,
author = {Sigbjorn Sodal},
title = {Entry and exit decisions based on a discount factor approach},
journal = {Journal of Economic Dynamics and Control},
year = {2006},
volume = {30},
number = {11},
pages = {1963-1986},
month = {November},
url = {http://www.sciencedirect.com/science/article/B6V85-4H16NTS-3/2/ba2ac9c0273b507575478c9b9c8575b9},
}
@Article{Sowa2000,
author = {John F. Sowa},
title = {Processes and Causality},
journal = {http://www.jfsowa.com/ontology/causal.htm},
year = {2000},
url = {http://www.jfsowa.com/ontology/causal.htm},
}
@Book{Sprott2003,
title = {Chaos and Time-Series Analysis},
publisher = {Oxford University Press},
year = {2003},
author = {Julien Clinton Sprott},
chapter = {9.6.1},
pages = {237},
}
@Article{Stochel1998,
author = {J. Stochel and F. Szafraniec},
title = {The complex moment problem and subnormality: a polar decomposition approach},
journal = {Journal of Functional Analysis},
year = {1998},
number = {159},
pages = {432-491},
url = {http://citeseer.ist.psu.edu/article/stochel98complex.html},
}
@Misc{Streater2003,
author = {R.~F. Streater},
title = {Fock Space Decomposition of Levy Processes},
year = {2003},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space/0307243},
}
@Book{Strikwerda2004,
author = {John C. Strikwerda},
title = {Finite Difference Schemes and Partial Differential Equations},
year = {2004},
publisher = {Society for Industrial and Applied Mathematics},
owner = {crow},
timestamp = {2015.10.18},
}
@Book{Sturmfels2002,
author = {B. Sturmfels},
title = {Solving Systems of Polynomial Equations},
year = {2002},
publisher = {American Mathematical Society},
owner = {crow},
timestamp = {2008.09.02},
}
@Article{Sun2006,
author = {Zhi-Wei Sun and Hao Pan},
title = {Identities concerning Bernoulli and Euler polynomials},
journal = {ACTA ARITH.},
year = {2006},
volume = {125},
pages = {21},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space/0409035},
}
@Article{Boehme1968,
author = {{T. K. Boehme; R. E. Powell}},
title = {Positive {L}inear {O}perators {G}enerated by {A}nalytic {F}unctions},
journal = {SIAM Journal on Applied Mathematics},
year = {1968},
volume = {16},
number = {3},
month = {may},
pages = {510-519},
}
@Book{Taylor1997,
title = {An Introduction to Measure and Probability},
publisher = {Springer},
year = {1997},
author = {J.C. Taylor},
}
@Book{Taylor2005,
author = {Stephen J. Taylor},
title = {Asset Price Dynamics, Volatility, and Prediction},
year = {2005},
publisher = {Princeton University Press},
}
@Book{Temam1997,
author = {Roger Temam},
title = {Infinite-dimensional Dynamical Systems in Mechanics and Physics},
year = {1997},
volume = {68},
edition = {2},
series = {Applied Mathematical Sciences},
publisher = {Springer},
}
@Article{Thiemann1996,
author = {T Thiemann},
title = {Reality conditions inducing transforms for quantum gauge field theory and quantum gravity},
journal = {Classical and Quantum Gravity},
year = {1996},
volume = {13},
number = {6},
pages = {1383-1403},
abstract = {The algebraic form of the Hamiltonian or Hamiltonian constraint of various (field) theories simplifies considerably if one uses certain complex-valued phase space variables. We show, for a general theory, that if we prescribe first a canonical complexification and second representation of the canonical commutation relations in which the real connection is diagonal, then there is only one choice of a holomorphic representation which incorporates the correct reality conditions and keeps the Hamiltonian (constraint) algebraically simple. We derive a canonical algorithm to obtain this holomorphic representation and in particular explicitly compute it for quantum gravity in terms of a Wick rotation transform.},
url = {http://stacks.iop.org/0264-9381/13/1383},
}
@Article{Thorn1979,
author = {Charles B. Thorn},
title = {Fock-space description of the $\frac{1}{N_{c}}$ expansion of quantum chromodynamics},
journal = {Physical Review D: Particles and Fields},
year = {1979},
volume = {20},
number = {6},
month = {Sep},
pages = {1435--1441},
doi = {10.1103/PhysRevD.20.1435},
numpages = {6},
publisher = {American Physical Society},
}
@Article{Toke2011,
author = {Toke, I.M.},
title = {Some Applications of Hawkes Processes for Order Book Modelling},
journal = {???},
year = {2011},
}
@Article{Toke2012,
author = {Ioane Muni Toke},
title = {An Introduction to Hawkes Processes with Applications to Finance},
journal = {???},
year = {2012},
volume = {http://fiquant.mas.ecp.fr/ioane\_files/HawkesCourseSlides.pdf},
organization = {Ecole Centrale Paris BNP Paribas Chair of Quantitative Finance},
owner = {crow},
timestamp = {2012.11.11},
url = {http://fiquant.mas.ecp.fr/ioane\_files/HawkesCourseSlides.pdf},
}
@Book{Vaart1998,
author = {A.W. van der Vaart},
title = {Asymptotic Statistics},
year = {1998},
publisher = {Cambridge University Press},
owner = {crow},
timestamp = {2008.09.17},
}
@Article{Vallejo2001,
author = {Jose A. Vallejo},
title = {Nambu-Poisson manifolds and associated n-ary Lie algebroids},
journal = {MATH.GEN.},
year = {2001},
volume = {34},
pages = {2867},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space-ph/0104040},
}
@Misc{VanDrie2000,
author = {John H. {Van Drie}},
title = {The Boltzmann/Shannon entropy as a measure of correlation, arXiv.org:space-ph/0001024},
year = {2000},
month = {jan},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space-ph/0001024},
}
@Article{Vepstas2006,
author = {Linas Vepstas},
title = {Notes relating to newton series for the riemann zeta function},
journal = {http://linas.org/space/norlund-l-func.pdf},
year = {2006},
month = {Nov},
owner = {crow},
timestamp = {2009.07.15},
}
@Article{Veselov1999,
author = {A.P. Veselov and J.P. Ward},
title = {On the real roots of the Bernoulli polynomials and the Hurwitz zeta-function},
journal = {Pre-prints (Maths): http://hdl.handle.net/2134/839},
year = {1999},
}
@Book{Wald1947,
title = {Sequential Analysis},
publisher = {John Wiley \& Sons},
year = {1947},
author = {Abraham Wald},
}
@Book{WalterRudin2006,
author = {{Walter Rudin}},
title = {Real \& {C}omplex {A}nalysis},
year = {2006},
edition = {3rd},
publisher = {Tata McGraw-Hill},
}
@Book{Watson1927,
author = {E.T. Whittaker \& G.N. Watson},
title = {A Course Of Modern Analysis (3rd Edition)},
year = {1927},
publisher = {Cambridge University Press},
owner = {crow},
timestamp = {2008.08.29},
}
@Book{Wiener1961,
author = {Norbert Wiener},
title = {Cybernetics: Or Control and Communication in Animal and the Machine},
year = {1961},
edition = {1st Paperback},
publisher = {MIT Press},
isbn = {0262230070},
address = {Cambridge, MA, USA},
}
@Book{Wiener1958,
title = {Nonlinear Problems in Random Theory},
publisher = {M.I.T. Press},
year = {1958},
author = {Norbert Wiener},
edition = {2nd paperback},
}
@Electronic{Wiki,
author = {Wiki},
title = {Schramm–Loewner evolution},
howpublished = {Wikipedia},
organization = {Wikimedia Foundation, Inc.},
address = {https://en.wikipedia.org/wiki/Schramm-Loewner{%20}evolution},
note = {https://en.wikipedia.org/wiki/Schramm-Loewner{%20}evolution},
url = {https://en.wikipedia.org/wiki/Schramm-Loewner{%20}evolution},
owner = {crow},
timestamp = {2015.10.21},
}
@Electronic{Wikipedia,
author = {Wikipedia},
title = {The Haversine Formula},
url = {http://en.wikipedia.org/wiki/Haversine},
organization = {Wikipedia},
address = {http://en.wikipedia.org/wiki/Haversine},
howpublished = {http://en.wikipedia.org/wiki/Haversine},
owner = {crow},
timestamp = {2012.02.12},
}
@Book{Wilf1994,
author = {Herbert S. Wilf},
title = {Generatingfunctionology},
year = {1994},
publisher = {Academic Press},
isbn = {0127519564},
url = {http://www.math.upenn.edu/~wilf/DownldGF.html},
}
@Article{WillardMiller1972,
author = {Willard Miller, JR.},
title = {Lie Theory and Generalized Hypergeometric Functions},
journal = {SIAM J. Math. Anal.},
year = {1972},
volume = {3},
number = {1},
pages = {31-44},
owner = {crow},
timestamp = {2012.02.21},
}
@Article{Wilson2008,
author = {Robert A. Wilson},
title = {Lecture 5: Sporadic simple groups, http://www.maths.qmul.ac.uk/~raw/FSG/lect5.pdf},
year = {2008},
month = {November},
organization = {Queen Mary, University of London},
owner = {crow},
timestamp = {2015.10.14},
url = {http://www.maths.qmul.ac.uk/~raw/FSG/lect5.pdf},
}
@InBook{WHZ2004,
chapter = {7},
pages = {121-137},
title = {Science and Ultimate Reality: Quantum Theory, Cosmology, and Complexity},
publisher = {Cambridge University Press},
year = {2004},
author = {{Wojciech Hubert Zurek}},
editor = {John D. Barrow and Paul C. W. Davies and Charles L. Harper Jr},
isbn = {052183113X},
}
@Article{Woon1998,
author = {S. C. Woon},
title = {Generalization of a relation between the Riemann zeta function and Bernoulli numbers},
journal = {arXiv.org:space/9812143},
year = {1998},
owner = {crow},
timestamp = {2008.08.26},
}
@Article{Wright1975,
author = {D. J. Wright},
title = {Multidimensional Hermite Polynomials and Ito Equations},
journal = {SIAM Journal on Applied Mathematics},
year = {1975},
volume = {28},
number = {3},
month = {may},
pages = {555--558},
issn = {0036-1399},
url = {http://links.jstor.org/sici?sici=0036-1399%28197505%2928%3A3%3C555%3AMHPAIE%3E2.0.CO%3B2-4},
abstract = {A differential difference Ito recurrence relation is obtained for multidimensional Hermite polynomials and is used to solve the Ito equation $dx_i = G(t)x_j d\xi_{ij}$.},
copyright = {Copyright 1975 Society for Industrial and Applied Mathematics},
jstor_articletype = {Full Length Article},
jstor_date = {197505},
jstor_formatteddate = {May, 1975},
publisher = {Society for Industrial and Applied Mathematics},
}
@Book{Yong1999,
title = {Stochastic Controls: Hamiltonian Systems and HJB Equations},
publisher = {Springer},
year = {1999},
author = {Jiongmin Yong and Xun Yu Zhou},
number = {43},
series = {Applications of Mathematics: Stochastic Modelling and Applied Probability},
owner = {crow},
timestamp = {2014.04.18},
}
@Article{Yu1995,
author = {K. Yu and G. Streit and L. Westerkamp and W. Yan},
title = {Generalized Functions in Infinite Dimensional Analysis},
journal = {Submitted to Hiroshima Mathematical Journal},
year = {1995},
}
@InProceedings{Zagier2001,
author = {Don Zagier},
title = {New points of view on the Selberg zeta function},
booktitle = {Explicit Structures of Modular Forms and Zeta Functions},
year = {2001},
series = {Proceedings of Japanese-German Seminar},
pages = {1-10},
address = {Hakuba (Japan)},
month = {Sep},
publisher = {Ryushi-do},
owner = {crow},
timestamp = {2012.02.05},
}
@Article{ZhiyuanHuang2004,
author = {{Zhiyuan Huang} and {Ying Wu}},
title = {Interacting {F}ock {E}xpansion of {L}{\'e}vy {W}hite {N}oise {F}unctionals},
journal = {Acta Applicandae Mathematicae},
year = {2004},
volume = {82},
number = {3},
pages = {333-352},
month = {jul},
}
@Book{Oeksendal1985,
author = {Bernt Øksendal},
title = {Stochastic Differential Equations: An Introduction With Applications},
year = {1985},
edition = {6th corrected 2013},
publisher = {Springer},
owner = {crow},
timestamp = {2015.09.09},
}
@Article{Rubin1972a,
author = {I. Rubin},
title = {Regular point processes and their detection},
journal = {IEEE Transactions on Information Theory},
year = {1972},
volume = {18},
number = {5},
month = {Sep},
pages = {547-557},
issn = {0018-9448},
doi = {10.1109/TIT.1972.1054897},
keywords = {Estimation;Point processes;Signal detection;Differential equations;Filtering;Helium;Least squares approximation;Medical signal detection;Signal detection;Statistics;Stochastic processes;Telegraphy;Yield estimation},
}
@Article{Hardiman2013,
author = {Hardiman, Stephen J. and Bercot, Nicolas and Bouchaud, Jean-Philippe},
title = {Critical reflexivity in financial markets: a Hawkes process analysis},
journal = {The European Physical Journal B},
year = {2013},
language = {English},
volume = {86},
number = {10},
pages = {1-9},
doi = {10.1140/epjb/e2013-40107-3},
abstract = {
We model the arrival of mid-price changes in the E-mini S&P futures contract as a self-exciting Hawkes process. Using several estimation methods, we find that the Hawkes kernel is power-law with a decay exponent close to −1.15 at short times, less than ≈ 103 s, and crosses over to a second power-law regime with a larger decay exponent ≈–1.45 for longer times scales in the range [103 ,106 ] seconds. More importantly, we find that the Hawkes kernel integrates to unity independently of the analysed period, from 1998 to 2011. This suggests that markets are and have always been close to criticality, challenging a recent study which indicates that reflexivity (endogeneity) has increased in recent years as a result of increased automation of trading. However, we note that the scale over which market events are correlated has decreased steadily over time with the emergence of higher frequency trading.
},
affiliation = {Capital Fund Management},
copyright = {EDP Sciences, SIF, Springer-Verlag Berlin Heidelberg},
keywords = {Statistical and Nonlinear Physics},
}
@Article{Bochud2006,
author = {{Bochud}, T. and {Challet}, D.},
title = {{Optimal approximations of power-laws with exponentials}},
journal = {ArXiv Physics e-prints},
year = {2006},
month = may,
adsnote = {Provided by the SAO/NASA Astrophysics Data System},
adsurl = {http://adsabs.harvard.edu/abs/2006physics...5149B},
eprint = {physics/0605149},
keywords = {Physics - Data Analysis, Statistics and Probability, Condensed Matter - Statistical Mechanics, Physics - Physics and Society, Quantitative Finance - Statistical Finance},
}
@Book{Milnor2006,
title = {Dynamics in One Complex Variable},
publisher = {Princeton University Press},
year = {2006},
author = {Milnor, John},
series = {Annals of Mathematics Studies 160},
edition = {2nd},
}
@Article{Johansson2017,
author = {F. Johansson},
title = {Arb: efficient arbitrary-precision midpoint-radius interval arithmetic},
journal = {IEEE Transactions on Computers},
year = {2017},
volume = {66},
issue = {8},
pages = {1281--1292},
doi = {10.1109/TC.2017.2690633},
}
@Www{Odlyzko,
author = {Andrew Odlyzko},
title = {Tables of zeros of the Riemann zeta function},
url = {http://www.dtc.umn.edu/~odlyzko/zeta_tables/index.html},
}
@Book{Ramachandra1995,
title = {Lectures on the mean-value and omega-theorems for the Riemann zeta-function},
publisher = {Springer},
year = {1995},
author = {Ramachandra, Kanakanahalli},
volume = {85},
}
@Book{Sibony2010,
title = {Holomorphic Dynamical Systems: Lectures Given at the CIME Summer School Held in Cetraro, Italy, July 7-12, 2008},
publisher = {Springer},
year = {2010},
author = {Sibony, Nessim and Schleicher, Dierk and Cuong, Dinh Tien and Brunella, Marco and Bedford, Eric and Abate, Marco},
}
@Book{Edwards2011,
title = {Calculus: Early Transcendental Functions},
year = {2011},
author = {Larson Edwards and Bruce H. Edwards},
edition = {5th},
}
@Article{Jaber2019,
author = {Eduardo Jaber},
title = {Lifting the Heston model; Eduardo Jaber},
journal = {arXiv:1810.04868},
year = {2019},
archiveprefix = {arXiv},
eprint = {1810.04868},
primaryclass = {q-fin.CP},
}
@Article{Bollerslev2011,
author = {Bollerslev, Tim and Gibson, Michael and Zhou, Hao},
title = {Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities},
journal = {Journal of Econometrics},
year = {2011},
volume = {160},
number = {1},
pages = {235-245},
abstract = {This paper proposes a method for constructing a volatility risk premium, or investor risk aversion, index. The method is intuitive and simple to implement, relying on the sample moments of the recently popularized model-free realized and option-implied volatility measures. A small-scale Monte Carlo experiment confirms that the procedure works well in practice. Implementing the procedure with actual S&P500 option-implied volatilities and high-frequency five-minute-based realized volatilities indicates significant temporal dependencies in the estimated stochastic volatility risk premium, which we in turn relate to a set of macro-finance state variables. We also find that the extracted volatility risk premium helps predict future stock market returns.},
keywords = {Stochastic volatility risk premium Model-free implied volatility Model-free realized volatility Black-Scholes GMM estimation Return predictability},
url = {https://EconPapers.repec.org/RePEc:eee:econom:v:160:y:2011:i:1:p:235-245},
}
@Article{ElEuch2019,
author = {El Euch, Omar and Gatheral, Jim and Rosenbaum, Mathieu},
title = {Roughening heston},
journal = {Risk},
year = {2019},
pages = {84--89},
}
@Article{ElEuch2018,
author = {El Euch, Omar and Rosenbaum, Mathieu and others},
title = {Perfect hedging in rough Heston models},
journal = {The Annals of Applied Probability},
year = {2018},
volume = {28},
number = {6},
pages = {3813--3856},
publisher = {Institute of Mathematical Statistics},
}
@Article{Dalrymplea2005,
author = {Phil Dalrymplea and Richard Griffiths},
title = {Force, mass and acceleration},
journal = {Anaesthesia and Intensive Care Medicine},
year = {2005},
date = {2005-09-01},
volume = {6},
issue = {9},
}
@Book{Fox1988,
title = {Energy and the Evolution of Life},
year = {1988},
author = {Ronald F. Fox},
}
@Book{McArdle2006,
title = {Essentials of exercise physiology},
year = {2006},
author = {McArdle W},
}
@Book{Dunford2007,
title = {Nutrition for Sport and Exercise},
year = {2007},
author = {Dunford M},
}
@Article{Kotas2015,
author = {Kotas, Maya E and Medzhitov, Ruslan},
title = {Homeostasis, inflammation, and disease susceptibility},
journal = {Cell},
year = {2015},
volume = {160},
number = {5},
pages = {816--827},
publisher = {Elsevier},
}
@Report{Valentine2017,
author = {William Valentine},
title = {IS SHORT VOLATILITY A “CROWDED TRADE?”},
year = {2017},
date = {2017-08-01},
institution = {Valentine Ventures, LLC},
}
@Article{Osterrieder2020,
author = {Osterrieder, Joerg and Kucharczyk, Daniel and Rudolf, Silas and Wittwer, Daniel},
title = {Neural networks and arbitrage in the VIX},
journal = {Digital Finance},
year = {2020},
volume = {2},
number = {1},
pages = {97--115},
publisher = {Springer},
}
@Article{Cao2020,
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number = {9},
pages = {1405--1413},
publisher = {Taylor \& Francis},
}
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month = mar,
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adsurl = {http://adsabs.harvard.edu/abs/2009arXiv0903.4321H},
archiveprefix = {arXiv},
eprint = {0903.4321},
keywords = {Mathematical Physics, High Energy Physics - Theory, Mathematics - Number Theory},
primaryclass = {math-ph},
}
@Article{NobuhiroAsai2004a,
author = {{Nobuhiro Asai} and {Izumi Kubo} and {Hui-Hsiung Kuo}},
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chapter = {1. An Overview},
pages = {1-8},
title = {Stochastic Point Processes},
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year = {2003},
author = {S.K. Srinivasan},
editor = {S.K. Srinivasan \& A. Vijaykumar},
owner = {crow},
timestamp = {2015.05.07},
}
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author = {CHARLES L. FEFFERMAN},
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author = {Alexey Sevostyanov},
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year = {2021},
archiveprefix = {arXiv},
eprint = {2102.03224},
primaryclass = {hep-th},
}
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year={2019}
}
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year={2018},
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@misc{heitel2019analytical,
title={On Analytical and Topological Properties of Separatrices in 1-D Holomorphic Dynamical Systems and Complex-Time Newton Flows},
author={Marcus Heitel and Dirk Lebiedz},
year={2019},
eprint={1911.10963},
archivePrefix={arXiv},
primaryClass={math.DS}
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year={2014},
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pages={1154–1161}
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@article{Gogberashvili:2017eie,
author = "Gogberashvili, Merab",
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archivePrefix = "arXiv",
primaryClass = "hep-th",
doi = "10.1142/S0218271817501255",
journal = "Int. J. Mod. Phys. D",
volume = "26",
number = "11",
pages = "1750125",
year = "2017"
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title={Asymptotic values of holomorphic functions},
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year={1963},
institution={RICE UNIV HOUSTON TX}
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year={1996},
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year={1931},
volume={17 5},
pages={
315-8
}
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title={The membrane analogy, Green's function, conformal maps, and the Plateau problem},
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@Book{broughan2017equivalents,
author = {Broughan, K.},
title = {Equivalents of the Riemann Hypothesis},
year = {2017},
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series = {Encyclopedia of Mathematics and its Applications},
publisher = {Cambridge University Press},
isbn = {9781107197046},
url = {https://books.google.com/books?id=-ek4DwAAQBAJ},
lccn = {2017034308},
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title = {Consistent modelling of VIX and equity derivatives using a 3/2 plus jumps model},
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year = {2014},
volume = {21},
number = {4},
pages = {299--312},
publisher = {Taylor \& Francis},
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@Book{stationaryRandomFunctions,
author = {{A. M. Yaglom}},
title = {An {I}ntroduction to the {T}heory of {S}tationary {R}andom {F}unctions},
year = {2004},
edition = {Phoenix},
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text = {S. Abramov, M. Petkovsek, A. Ryabenko (1996): Special Formal Series Solutions of Linear Operator Equations.},
}
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publisher = {Dover},
owner = {crow},
timestamp = {2008.09.10},
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@InProceedings{alvarez1996viscosity,
author = {Alvarez, Olivier and Tourin, Agn{\`e}s},
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volume = {13},
number = {3},
pages = {293--317},
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author = {Arfken, G},
title = {Mathematical Methods for Physicists, 3rd ed.},
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pages = {327-338},
owner = {crow},
timestamp = {2008.08.25},
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@Article{einstein-photon,
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year = {1965},
volume = {33},
number = {5},
pages = {367-374},
url = {http://link.aip.org/link/?AJP/33/367/1},
publisher = {AAPT},
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@Article{maslanka,
author = {Luis Baez-Duarte},
title = {On Maslanka's representation for the Riemann zeta-function},
journal = {arXiv.org:space/0307214},
year = {2003},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:space/0307214},
howpublished = {arXiv.org:space/0307214},
}
@Book{ocvshjb,
author = {Bardi, Martino and Capuzzo-Dolcetta, Italo},
title = {Optimal Control and Viscosity Solutions of {Hamilton-Jacobi}-Bellman Equations (Systems \& Control: Foundations \& Applications)},
year = {1997},
edition = {1},
publisher = {Birkauser Boston},
isbn = {0817636404},
url = {http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20\&path=ASIN/0817636404},
howpublished = {Hardcover},
posted-at = {2010-11-11 17:34:23},
}
@Book{changeTimeMeasure,
author = {Ole E. Barndorff-Nielsen},
title = {Change of Time and Change of Measure},
year = {2010},
volume = {13},
series = {Advanced Series on Statistical Science \& Applied Probability},
publisher = {World Scientific},
owner = {crow},
timestamp = {2015.09.18},
}
@Book{Era,
author = {R.G. Bartle},
title = {The Elements of Real Analysis},
year = {1976},
edition = {2},
publisher = {Wiley},
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@Book{tlt,
author = {Richard E. Bellman and Robert S. Roth},
title = {The Laplace Transform},
year = {1984},
volume = {3},
series = {Series in Applied Mathematics},
publisher = {World Scientific},
owner = {crow},
timestamp = {2009.10.02},
}
@Misc{orzreform,
author = {Stefano Beltraminelli and Danilo Merlini},
title = {Other representations of the Riemann Zeta function and an additional reformulation of the Riemann Hypothesis},
year = {2007},
howpublished = {arXiv.org:0707.2406},
url = {http://www.citebase.org/abstract?id=oai:arXiv.org:0707.2406},
}
@Book{fsf,
author = {{Benoit D. Mandelbrot}},
title = {Fractals and {S}caling in {F}inance: {D}iscontinuity, {C}oncentration, {R}isk},
year = {1997},
publisher = {Springer},
}
@Article{polynomialChaosChallenges,
author = {{Bert J. Debusschere} and {Habib N. Najm} and {Philippe P. P{\'e}bay} and {Omar M. Knio} and {Roger G. Ghanem} and {Olivier P. Le Ma\^{\i}tre}},
title = {Numerical {C}hallenges in the {U}se of {P}olynomial {C}haos {R}epresentations for {S}tochastic {P}rocesses},
journal = {SIAM Journal on Scientific Computing},
year = {2005},
volume = {26},
number = {2},
pages = {698 - 719},
}
@Book{RandomIntegralEquations,
author = {A.T. Bharucha-Reid},
title = {Random Integral Equations},
year = {1972},
editor = {Richard Bellman},
volume = {96},
series = {Mathematics in Science and Engineering},
publisher = {Academic Press},
owner = {sc},
timestamp = {2014.10.23},
}
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author = {Gilbert Ames Bliss},
title = {The Problem of Lagrange in the Calculus of Variations},
journal = {American Journal of Mathematics},
year = {1930},
volume = {52},
number = {4},
pages = {673-744},
note = {http://liberzon.csl.illinois.edu/teaching/bliss.pdf},
issn = {00029327, 10806377},
url = {http://liberzon.csl.illinois.edu/teaching/bliss.pdf},
publisher = {The Johns Hopkins University Press},
}
@Book{bochner1955harmonic,
author = {Bochner, Solomon},
title = {Harmonic Analysis and the Theory of Probability},
year = {1955},
series = {California Monographs in mathematical sciences},
publisher = {University of California Press},
url = {https://books.google.com/books?id=7\_lQAAAAMAAJ},
lccn = {lc55008683},
owner = {crow},
timestamp = {2015.08.22},
}
@Book{piagm,
author = {Jonathan M. Borwein and Peter B. Borwein},
title = {Pi and the AGM: A Study in Analytic Number Theory and Computational Complexity},
year = {1998},
publisher = {Wiley-Interscience},
owner = {crow},
timestamp = {2009.07.15},
}
@Book{steboyd,
author = {Boyd, J.},
title = {Solving Transcendental Equations},
year = {2014},
publisher = {Society for Industrial and Applied Mathematics},
doi = {10.1137/1.9781611973525},
eprint = {http://epubs.siam.org/doi/pdf/10.1137/1.9781611973525},
url = {http://epubs.siam.org/doi/abs/10.1137/1.9781611973525},
address = {Philadelphia, PA},
}
@Book{brent2002algorithms,
author = {Brent, R.P.},
title = {Algorithms for minimization without derivatives},
year = {2002},
publisher = {Dover Publications},
}
@Article{quadratic-variation,
author = {Gunnar A. Brosamler},
title = {Quadratic Variation of Potentials and Harmonic Functions},
journal = {Transactions of the American Mathematical Society},
year = {1970},
volume = {149},
number = {1},
month = {may},
pages = {243--257},
issn = {0002-9947},
url = {http://links.jstor.org/sici?sici=0002-9947%28197005%29149%3A1%3C243%3AQVOPAH%3E2.0.CO%3B2-I},
abstract = {We prove the existence of a finite quadratic variation for stochastic processes $u(Y)$, where $Y$ is Brownian motion on a Green domain of $R^n$, stopped upon reaching the Martin boundary, and $u$ is a positive superharmonic function on the domain. As by-products we have results which are also of interest from a nonprobabilistic point of view.},
copyright = {Copyright 1970 American Mathematical Society},
jstor_articletype = {Full Length Article},
jstor_date = {197005},
jstor_formatteddate = {May, 1970},
keywords = {6062, 3115, Quadratic variation of martingales, classical probabilistic potential theory, additive functionals of Brownian motion, Ito formula},
publisher = {American Mathematical Society},
}
@Article{holomorphiczetaflow,
author = {Broughan K.A., Barnett A.R.},
title = {The holomorphic flow of the Riemann zeta function},
journal = {Mathematics of Computation},
year = {2004},
volume = {73},
number = {246},
month = {April},
pages = {987-1004},
owner = {crow},
timestamp = {2015.10.14},
}
@Article{etoc,
author = {R.W. Bruggeman and T. M\FChlenbruch},
title = {Eigenfunctions of transfer operators and cohomology},
journal = {Journal of Number Theory},
year = {2009},
volume = {129},
number = {1},
pages = {158 - 181},
issn = {0022-314X},
doi = {10.1016/j.jnt.2008.08.003},
url = {http://www.sciencedirect.com/science/article/pii/S0022314X08001777},
keywords = {Transfer operator},
}
@Book{Acua,
author = {S. Burris and H.P. Sankappanavar},
title = {A Course in Universal Algebra},
year = {1982},
series = {Graduate texts in mathematics},
publisher = {Springer-Verlag},
isbn = {0387905782},
url = {http://www.math.uwaterloo.ca/~snburris/htdocs/ualg.html},
}
@Article{orthogonal-hypergeometric-lattice,
author = {{C. James Elliott}},
title = {Orthogonal confluent hypergeometric lattice polynomials},
journal = {Journal of Computational and Applied Mathematics},
year = {2006},
volume = {193},
number = {1},
month = {nov},
pages = {89-108},
}
@Article{Gfoa,
author = {M Castagnino and M Gadella and R Id Bet{\'a}n and R Laura},
title = {Gamow functionals on operator algebras},
journal = {Journal of Physics A: Mathematical and General},
year = {2001},
volume = {34},
number = {47},
pages = {10067-10083},
url = {http://stacks.iop.org/0305-4470/34/10067},
abstract = {We obtain the precise form of two Gamow functionals representing the exponentially decaying part of a quantum resonance and its mirror image that grows exponentially, as a linear, positive and continuous functional on an algebra containing observables. These functionals do not admit normalization and, with an appropriate choice of the algebra, are time reversal of each other. },
}
@Book{ergocomp,
author = {Choe, Geon H.},
title = {Computational Ergodic Theory},
year = {2005},
volume = {13},
edition = {1},
series = {Algorithms and Computation in Mathematics},
publisher = {Springer},
isbn = {3540231218},
url = {http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20\&path=ASIN/3540231218},
abstract = {Ergodic theory is hard to study because it is based on measure theory, which is a technically difficult subject to master for ordinary students, especially for physics majors. Many of the examples are introduced from a different perspective than in other books and theoretical ideas can be gradually absorbed while doing computer experiments. Theoretically less prepared students can appreciate the deep theorems by doing various simulations. The computer experiments are simple but they have close ties with theoretical implications. Even the researchers in the field can benefit by checking their conjectures, which might have been regarded as unrealistic to be programmed easily, against numerical output using some of the ideas in the book. One last remark: The last chapter explains the relation between entropy and data compression, which belongs to information theory and not to ergodic theory. It will help students to gain an understanding of the digital technology that has shaped the modern information society.},
citeulike-article-id = {3212526},
howpublished = {Hardcover},
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@Comment{jabref-meta: databaseType:biblatex;}
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