On the Riemann-Liouville Fractional q-Integral Operator Involving a Basic Analogue of Fox H-Function

2000 Mathematics Subject Classification: 33D60, 26A33, 33C60

On q-Laplace Transforms of the q-Bessel Functions

Mathematics Subject Classification: 33D15, 44A10, 44A20

Basic Structure of the General Information Theory

The basic structure of the General Information Theory (GIT) is presented in the paper. The main divisions of the GIT are outlined. Some new results are pointed.

Algorithms for Evaluation of the Wright Function for the Real Arguments’ Values

2000 Math. Subject Classification: 33E12, 65D20, 33F05, 30E15

Fractional Calculus of the Generalized Wright Function

Mathematics Subject Classification: 26A33, 33C20.

Empirical Methods for Development and Expanding of the Bulgarian WordNet

Some basic points from the automated creation of a Bulgarian WordNet – an analogue of the Princeton WordNet, are treated. The used computer tools, the received results and their estimation are discussed. A side effect from the proposed approach is the receiving of patterns for the Bulgarian syntactic analyzer.

On Generalized Weyl Fractional q-Integral Operator Involving Generalized Basic Hypergeometric Functions

Mathematics Subject Classification: 33D60, 33D90, 26A33

Optimization of the Investment Portfolio in the Conditions of Uncertainty

Portfolio analysis exists, perhaps, as long, as people think about acceptance of rational decisions connected with use of the limited resources. However the occurrence moment of portfolio analysis can be dated precisely enough is having connected it with a publication of pioneer work of Harry Markovittz (Markovitz H. Portfolio Selection) in 1952. The model offered in this work, simple enough in essence, has allowed catching the basic features of the financial market, from the point of view of the investor, and has supplied the last with the tool for development of rational investment decisions. The central problem in Markovitz theory is the portfolio choice that is a set of operations. Thus in estimation, both separate operations and their portfolios two major factors are considered: profitableness and risk of operations and their portfolios. The risk thus receives a quantitative estimation. The account of mutual correlation dependences between profitablenesses of operations appears the essential moment in the theory. This account allows making effective diversification of portfolio, leading to essential decrease in risk of a portfolio in comparison with risk of the operations included in it. At last, the quantitative characteristic of the basic investment characteristics allows defining and solving a problem of a choice of an optimum portfolio in the form of a problem of quadratic optimization.

A Brief Story about the Operators of the Generalized Fractional Calculus

2000 Mathematics Subject Classification: 26A33, 33C60, 44A20

Fractional Integration and Fractional Differentiation of the M-Series

Mathematics Subject Classification: 26A33, 33C60, 44A15

Resolvent and Scattering Matrix at the Maximum of the Potential

2000 Mathematics Subject Classification: 35P25, 81U20, 35S30, 47A10, 35B38.

A Note on the L2-norm of the Second Fundamental Form of Algebraic Manifolds

2000 Mathematics Subject Classification: 53C42, 53C55.

Generalization of the Modified Bessel Function and Its Generating Function

2000 Mathematics Subject Classification: 33C10, 33-02, 60K25

An Analogue of Beurling-Hörmander’s Theorem for the Dunkl-Bessel Transform

Mathematics Subject Classification: Primary 35R10, Secondary 44A15

Polynomial Expansions for Solutions of Higher-Order Bessel Heat Equation in Quantum Calculus

Mathematics Subject Class.: 33C10,33D60,26D15,33D05,33D15,33D90