This work provides a new method for pricing options under the generalized stochastic volatility models with Jacobi stochastic correlation.Our method is based on the observation that the generalized models belong to th...
In this paper,Let M_(n)denote the maximum of logarithmic general error distribution with parameter v≥1.Higher-order expansions for distributions of powered extremes M_(n)^(p)are derived under an optimal choice of nor...
supported by MOE Tier 1 project at National University of Singapore(No.A-0005235-01-00).
Gas distribution function plays a crucial role in the description of gas flows at the mesoscopic scale.In the presence of non-equilibrium flow,the distribution function loses its rotational symmetricity,making the mat...
supported by National Natural Science Foundation of China (Grant Nos. 11471320 and 11631008)。
In this paper,we consider the zero-viscosity limit of the 2D steady Navier-Stokes equations in(0,L)×R+with no-slip boundary conditions.By estimating the stream-function of the remainder,we justify the validity of the...
In expansions of arbitrary functions in Bessel functions or Spherical Bessel functions, a dual partner set of polynomials play a role. For the Bessel functions, these are the Chebyshev polynomials of first kind and fo...
supported by the US National Science Foundation (Grant No.DMS-1950471);the US Army Research Office (Grant No.W911NF-17-1-0368);partially supported by NSFC (grant Nos.12201603 and 12022104)。
In this paper,we establish the exponential convergence theory for the multipole and local expansions,shifting and translation operators for the Green's function of 3-dimensional Laplace equation in layered media.An im...
the fellowship of China Postdoctoral Science Foundation(Grant No.2021T140073);the National Natural Science Foundation of China(Grant No.5210011290);the Science Challenge Project of China(Grant No.TZ2018002);the National Key Research and Development Program of China(Grant No.2016YFB0201204).
Lattice parameters are a basic quantity in material characterization,and a slight alteration in lattice parameters directly affects the properties of materials.However,there are still considerable controversies as to ...
In this paper, we prove the L^(∞)∩ L^(2) stability of Prandtl expansions of the shear flow type as(U(y/ν1/2), 0)for the initial perturbation in the Gevrey class, where U(y) is a monotone and concave function and ν...
Supported by the Ministry of Science and Higher Education of the Russian Federation as part of the World-class Research Center Program:Advanced Digital Technologies(contract No.075-15-2020-903 dated 16.11.2020).
This paper presents analytical and numerical results of vapor bubble dynamics and acoustics in a variable pressure field.First,a classical model problem of bubble collapse due to sudden pressure increase is introduced...
supported by National Natural Science Foundation of China(Grant Nos.11871348 and 61972265);Natural Science Foundation of Guangdong Province of China(Grant No.2020B1515310008);Project of Educational Commission of Guangdong Province of China(Grant No.2019KZDZX1007);Shenzhen Key Laboratory of Advanced Machine Learning and Applications.
Unique expansions in non-integer bases have been investigated in many papers during the last thirty years.They are often conveniently generated by labeled directed graphs.We give a precise description of the set of se...