Search Results - subject:"Green's functions"

Consideration of electronic mean heat transport via a low dimension system

Aicha, Zouaneb; Sakher, Elfahem; Rachid, Tigrine; … - In: Technology audit and production reserves 2 (2024) 1/76, pp. 31-41

Persistent link: https://www.econbiz.de/10014548043

PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS

CAMPOLIETI, G.; MAKAROV, R.; WOUTERLOOT, K. - In: International Journal of Theoretical and Applied … 16 (2013) 05, pp. 1350027-1

We consider a special family of occupation-time derivatives, namely proportional step options introduced by [18]. We develop new closed-form spectral expansions for pricing such options under a class of nonlinear volatility diffusion processes which includes the constant-elasticity-of-variance...

Persistent link: https://www.econbiz.de/10010681253

Pricing step options under the CEV and other solvable diffusion models

Campolieti, G.; Makarov, Roman; Wouterloot, K. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-36

Persistent link: https://www.econbiz.de/10009784031

Callen-like method for the classical Heisenberg ferromagnet

Campana, L.S.; Cavallo, A.; De Cesare, L.; Esposito, U.; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 4, pp. 1087-1096

within the two-time Green function’s framework in classical statistical physics. We extend the well known quantum Callen …

Persistent link: https://www.econbiz.de/10011063774

Two-dimensional disordered lattice networks with substrate

Giordano, Stefano - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 2, pp. 726-740

accurate analytical study of the related lattice Green's functions has been conducted obtaining closed-form results expressed …

Persistent link: https://www.econbiz.de/10010588527

Two-time Green function technique in Tsallis’ classical statistical mechanics

Cavallo, A; Cosenza, F; De Cesare, L - In: Physica A: Statistical Mechanics and its Applications 305 (2002) 1, pp. 152-156

direct calculation of the Green functions, and its effectiveness is tested exploring the equilibrium properties of the …

Persistent link: https://www.econbiz.de/10010872327

Random walk in a discrete and continuous system with a thin membrane

Kosztołowicz, Tadeusz - In: Physica A: Statistical Mechanics and its Applications 298 (2001) 3, pp. 285-296

space variables. The Green's functions of the membrane system for the discrete space variable are obtained using the method … of generating function. The Green's functions for the continuous system are obtained from the discrete ones by taking the …

Persistent link: https://www.econbiz.de/10011063060

Continuous versus discrete description of the transport in a membrane system

Kosztołowicz, Tadeusz - In: Physica A: Statistical Mechanics and its Applications 248 (1998) 1, pp. 44-56

other. Specifically, we construct the Green's functions for a diffusive-convective system with a membrane (which is treated … terms of BDE. To obtain the Green's functions in the above-mentioned cases, we introduced a new generalized method of images. …

Persistent link: https://www.econbiz.de/10011059993

Green's function theory of free electrons in thin films

Lazarev, S.B.; Pantić, M.; Tošić, B.S. - In: Physica A: Statistical Mechanics and its Applications 246 (1997) 1, pp. 53-63

and the effect of boundaries to Hamiltonian parameters. Diagonal components of Green's functions were evaluated which …

Persistent link: https://www.econbiz.de/10011063384

Recent Advances in Prediction and Processing of Strong Ground Motions

Tumarkin, Alexei; Archuleta, Ralph - In: Natural Hazards 15 (1997) 2, pp. 199-215

earthquakes which are often referred to as 'empirical Green's functions' in seismology. Another important practical problem is …

Persistent link: https://www.econbiz.de/10010758871