Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

On the Uniform Decay of the Local Energy

It is proved in [1],[2] that in odd dimensional spaces any uniform decay of the local energy implies that it must decay exponentially. We extend this to even dimensional spaces and to more general perturbations (including the transmission problem) showing that any uniform decay of the local energy implies that it must decay like O(t^(−2n) ), t ≫ 1 being the time and n being the space dimension.

Groups with the Minimal Condition on Non-“Nilpotent-by-Finite” Subgroups

We characterize the groups which do not have non-trivial perfect sections and such that any strictly descending chain of non-“nilpotent-by-finite” subgroups is finite.

On the Uniform Convergence of Partial Dunkl Integrals in Besov-Dunkl Spaces

2000 Mathematics Subject Classification: 44A15, 44A35, 46E30

On Local Uniform Topological Algebras

2000 Mathematics Subject Classification: Primary 46H05, 46H20; Secondary 46M20.

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

On Uniformly Convex and Uniformly Kadec-Klee Renomings

We give a new construction of uniformly convex norms with a power type modulus on super-reflexive spaces based on the notion of dentability index. Furthermore, we prove that if the Szlenk index of a Banach space is less than or equal to ω (first infinite ordinal) then there is an equivalent weak* lower semicontinuous positively homogeneous functional on X* satisfying the uniform Kadec-Klee Property for the weak*-topology (UKK*). Then we solve the UKK or UKK* renorming problems for Lp(X) spaces and C(K) spaces for K scattered compact space.

Recognition on Finite Set of Events: Bayesian Analysis of Generalization Ability and Classification Tree Pruning

The problem of recognition on finite set of events is considered. The generalization ability of classifiers for this problem is studied within the Bayesian approach. The method for non-uniform prior distribution specification on recognition tasks is suggested. It takes into account the assumed degree of intersection between classes. The results of the analysis are applied for pruning of classification trees.

The Doitchinov Completion of a Regular Paratopological Group

In memory of Professor D. Doitchinov ∗ This paper was written while the first author was supported by the Swiss National Science Foundation under grants 21–30585.91 and 2000-041745.94/1 and by the Spanish Ministry of Education and Sciences under DGES grant SAB94-0120. The second author was supported under DGES grant PB95-0737. During her stay at the University of Berne the third author was supported by the first author’s grant 2000-041745.94/1 from the Swiss National Science Foundation.