Lipschitz extensions of Lipschitz mappings into the space l2

Download

002943.pdf

Date

1988

Author

Tekin, H. Erdal

Metadata

Show full item record

Item Usage Stats

56
views

0
downloads

URI

https://hdl.handle.net/11511/3140

Collections

Graduate School of Natural and Applied Sciences, Thesis

Suggestions

OpenMETU
Core

Stochastic volatility, a new approach for vasicek model with stochastic volatility Zeytun, Serkan; Hayfavi, Azize; Department of Financial Mathematics (2005) In the original Vasicek model interest rates are calculated assuming that volatility remains constant over the period of analysis. In this study, we constructed a stochastic volatility model for interest rates. In our model we assumed not only that interest rate process but also the volatility process for interest rates follows the mean-reverting Vasicek model. We derived the density function for the stochastic element of the interest rate process and reduced this density function to a series form. The para...
Stochastic volatility and stochastic interest rate model with jump and its application on General Electric data Celep, Betül; Hayfavi, Azize; Department of Financial Mathematics (2011) In this thesis, we present two different approaches for the stochastic volatility and stochastic interest rate model with jump and analyze the performance of four alternative models. In the first approach, suggested by Scott, the closed form solution for prices on European call stock options are developed by deriving characteristic functions with the help of martingale methods. Here, we study the asset price process and give in detail the derivation of the European call option price process. The second appr...
Optimum and suboptimum blind channel and symbol estimation for SISO channels Tuncer, Temel Engin (2004-12-01) We present three methods for blind channel and symbol identification from a single or multi-block observation. These methods are deterministic approaches suitable for the identification of quickly changing wireless channels. The first method uses the finite alphabet property and it has good performance even for noisy observations. It requires only a single data frame, which is a unique feature of the method. This method can also be used to identify the channel order. For multi-block observations, we present...
Optimum topology design of various geometrically nonlinear latticed domes using improved harmony search method Carbas, Serdar; Saka, Mehmet P. (2012-03-01) Domes are elegant and economical structures used in covering large areas. They are built in various forms. According to their form, they are given special names such as lamella, network, and geodesic domes. In this paper, optimum topological design algorithm is presented that determines the optimum number of rings, the optimum height of crown and tubular section designations for the member groups of these domes. The design algorithm developed has a routine that generates the data required for the geometry o...
Skew configurations of lines in real del pezzo surfaces Zabun, Remziye Arzu; Finashin, Sergey; Department of Mathematics (2014) By blowing up projective plane at n<9 points which form a generic configuration, we obtain a del Pezzo surface X of degree d=9-n with a configuration of n skew lines that are exceptional curves over the blown-up points. The anti-canonical linear system maps X to a projective space of dimension d, P^{d}, and the images of these exceptional curves form a configuration of n lines in P^{d}. The subject of our research is the correspondence between the configurations of n generic points in a real projective plan...

Citation Formats

H. E. Tekin, “Lipschitz extensions of Lipschitz mappings into the space l2,” Middle East Technical University, 1988.