The Australian Journal of Mathematical Analysis and Applications


Home News Editors Volumes RGMIA Subscriptions Authors Contact

ISSN 1449-5910  

 

You searched for jaros
Total of 7 results found in site

3: Paper Source PDF document

Paper's Title:

Asymptotic Analysis of Positive Decreasing Solutions of a Class of Systems of Second Order Nonlinear Differential Equations in the Framework of Regular Variation

Author(s):

Jaroslav Jaroš, Kusano Takaŝi, Tomoyuki Tanigawa

Department of Mathematical Analysis and Numerical Mathematics,
Faculty of Mathematics, Physics and Informatics,
Comenius Universiy, 842 48 Bratislava,
Slovakia.

E-mail: ksntksjm4@gmail.com

Professor Emeritus at: Hiroshima University,
Department of Mathematics, Faculty of Science,
Higashi-Hiroshima 739-8526,
Japan.

E-mail: jaros@fmph.uniba.sk

Department of Mathematics, Faculty of Education,
Kumamoto University, Kumamoto 860-8555,
Japan.

E-mail: tanigawa@educ.kumamoto-u.ac.jp
 

Abstract:

The system of nonlinear differential equations

is under consideration, where αi and βi are positive constants and pi(t) and qi(t) are continuous regularly varying functions on [a,). Two kinds of criteria are established for the existence of strongly decreasing regularly varying solutions with negative indices of (A) with precise asymptotic behavior at infinity. Fixed point techniques and basic theory of regular variation are utilized for this purpose.



2: Paper Source PDF document

Paper's Title:

Stability of Almost Multiplicative Functionals

Author(s):

Norio Niwa, Hirokazu Oka, Takeshi Miura and Sin-Ei Takahasi

Faculty of Engineering, Osaka Electro-Communication University,
Neyagawa 572-8530,
Japan

Faculty of Engineering, Ibaraki University,
Hitachi 316-8511,
Japan

Department of Applied Mathematics and Physics, Graduate School of Science and Engineering,
Yamagata University,
Yonezawa 992-8510
Japan

oka@mx.ibaraki.ac.jp
miura@yz.yamagata-u.ac.jp
sin-ei@emperor.yz.yamagata-u.ac.jp

Abstract:

Let δ and p be non-negative real numbers. Let be the real or complex number field and a normed algebra over . If a mapping satisfies

then we show that φ is multiplicative or for all If, in addition, φ satisfies

for some p1, then by using Hyers-Ulam-Rassias stability of additive Cauchy equation, we show that φ is a ring homomorphism or for all In other words, φ is a ring homomorphism, or an approximately zero mapping. The results of this paper are inspired by Th.M. Rassias' stability theorem.



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.



1: Paper Source PDF document

Paper's Title:

Long Correlations Applied to the Study of Agricultural Indices in Comparison with the S&P500 index

Author(s):

M. C. Mariani, J. Libbin, M.P. Beccar Varela,
V. Kumar Mani, C. Erickson, D.J. Valles Rosales

Department of Mathematical Sciences,
Science Hall 236, New Mexico State University,
Las Cruces, NM 88003-8001,
USA.
mmariani@nmsu.edu 
 
 

Abstract:

Long-time correlations in agricultural indices are studied and their behavior is compared to the well-established S&P500 index. Hurst exponent and Detrended Fluctuation Analysis (DFA) techniques are used in this analysis. We detected long-correlations in the agricultural indices and briefly discussed some features specific in comparison to the S&P500 index.


Search and serve lasted 0 second(s).


© 2004-2021 Austral Internet Publishing