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4: Paper Source PDF document

Paper's Title:

On Subspace-Supercyclic Operators

Author(s):

Mansooreh Moosapoor

Assistant Professor,
Department of Mathematics,
Farhangian University, Tehran,
Iran.
E-mail: mosapor110@gmail.com m.mosapour@cfu.ac.ir

Abstract:

In this paper, we prove that supercyclic operators are subspace-supercyclic and by this we give a positive answer to a question posed in ( L. Zhang, Z. H. Zhou, Notes about subspace-supercyclic operators, Ann. Funct. Anal., 6 (2015), pp. 60--68). We give examples of subspace-supercyclic operators that are not subspace-hypercyclic. We state that if T is an invertible supercyclic operator then Tn and T-n is subspace-supercyclic for any positive integer n. We give two subspace-supercyclicity criteria. Surprisingly, we show that subspace-supercyclic operators exist on finite-dimensional spaces.



3: Paper Source PDF document

Paper's Title:

Some criteria for Subspace-hypercyclicity of C0-semigroups

Author(s):

Mansooreh Moosapoor

Department of Mathematics,
Farhangian University, Tehran,
Iran.
E-mail: m.mosapour@cfu.ac.ir
mosapor110@gmail.com
 

Abstract:

We research subspace-hypercyclic C0-semigroups in this paper. We present various types of subspace-hypercyclicity criteria for C0-semigroups. Some of them are stronger than the criteria introduced before. Also, we state that if a C0-semigroup (Tt}t 0 satisfies in any of them, then (Tt⊕Tt}t 0 is subspace-hypercyclic.



1: Paper Source PDF document

Paper's Title:

Normalized Truncated Levy models applied to the study of Financial Markets

Author(s):

M. C. Mariani, K. Martin, D. W. Dombrowski and D. Martinez

Department of Mathematical Sciences and Department of Finance,
New Mexico State University, P.O. Box 30001
Department 3MB Las Cruces, New Mexico 88003-8001
USA.
mmariani@nmsu.edu
kjmartin@nmsu.edu


Abstract:

This work is devoted to the study of the statistical properties of financial instruments from developed markets. We performed a new analysis of the behavior of companies corresponding to the DJIA index, and of the index itself, by using a normalized Truncated Levy walk model. We conclude that the Truncated Levy distribution describes perfectly the evolution of the companies and of the index near a crash.


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