Macquarie University, Sydney Macquarie University ResearchOnline

Showing items 1 - 15 of 33.

Add to Quick Collection   All 33 Results

Sort:
 Add All Items to Quick Collection
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/310547
Description: 11 page(s)
Reviewed: Reviewed
Authors: Bui, The Anh
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/310554
Description: 15 page(s)
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/269982
Description: 46 page(s)
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/282770
Description: The classical Stein-Tomas restriction theorem is equivalent to the fact that the spectral measure d"E(ℷ) of the square root of the Laplacian on ℝⁿ is bounded from Lp(ℝⁿ) to Lp'(ℝⁿ) for 1 ≤ p ≤ 2(n + 1 ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/310368
Description: 42 page(s)
Reviewed: Reviewed
Authors: Bui, The Anh | Li, Ji
Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/134300
Description: Let X be a metric space with doubling measure, and L be an operator which has a bounded H∞ functional calculus and satisfies Davies-Gaffney estimates. In this paper, we develop a theory of Orlicz-Hard ... More
Reviewed: Reviewed
Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/170484
Description: We study the pricing and hedging of contingent claims in a Markov regime-switching market with a money market account, a zero-coupon bond, and an ordinary share. General contingent claims with payoffs ... More
Reviewed: Reviewed
Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/163441
Description: In this paper, we study utility-based indifference pricing and hedging of a contingent claim in a continuous-time, Markov, regime-switching model. The market in this model is incomplete, so there is m ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/115309
Description: Let T be a bounded multilinear operator on some product of Lq(ℝn) spaces. Assume that T has a non-smooth associated kernel which satisfies certain weak regularity conditions but not regular enough to ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1170238
Description: 16 page(s)
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/138019
Description: A risk minimization problem is considered in a continuous-time Markovian regime-switching financial model modulated by a continuous-time, finite-state, Markov chain. We interpret the states of the cha ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/48143
Description: For a prime p, we obtain an upper bound on the discrepancy of fractions r/p, where r runs through all of roots modulo p of all monic univariate polynomials of degree d whose vector of coefficients bel ... More
Full Text: Full Text
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/25302
Description: We estimate exponential sums of the form [equation omitted for formatting reasons] where f is a polynomial with integer cofficients, and ind n is the discrete logarithm of n modulo an odd prime p and ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/81785
Description: We use character sums to confirm several recent conjectures of V. I. Arnold on the uniformity of distribution properties of a certain dynamical system in a finite field. On the other hand, we show tha ... More
Reviewed: Reviewed