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Valuation of real options using the minimal entropy martingale measure
Real Options Analysis Minimal Entropy Martingale Measure
2010/9/14
In this article, the problem of real options valuation in multinomial trees is investigated. A concrete single real options value based on the minimal entropy martingale measure is provided. Using the...
Determination of maximum entropy probability distribution via Burg's measure of entropy
Burg’s measure of entropy Maximum entropy principle Wavelet
2010/9/14
In this paper, we consider the methods of obtaining maximum entropy multivariate distributions via Burg’s measure of entropy under the constraints that the marginal distributions or the marginals and ...
Determination of maximum entropy multivariate probability distribution under some constraints
Entropy Maximum entropy principle Density estimation
2010/9/14
In this paper, the methods of obtaining maximum entropy bivariate distributions under the constraints, that one of the marginal distributions, both of marginals, or the marginals and correlation betwe...
Existence and uniqueness of an entropy solution for Burgers equation
existence d uniqueness theorems approximation
2010/9/13
This paper is concerned with the proof of the existence and uniqueness of an entropy solution for B urgers equation with additive source term (outside forces act on fluid particles). Some estimates ar...
A Pick Function Related to an Inequality for the Entropy Function
Pick functions completely monotone sequences
2008/7/3
A Pick Function Related to an Inequality for the Entropy Function.
A Direct Proof of the Equivalence Between the Entropy Solutions of Conservation Laws and Viscosity Solutions of Hamilton-Jacobi Equations In One-Space Variable
Hamilton-Jacobi equation Conservation law Viscosity solution Entropy solution Front tracking method
2008/7/3
A Direct Proof of the Equivalence Between the Entropy Solutions of Conservation Laws and Viscosity Solutions of Hamilton-Jacobi Equations In One-Space Variable.
An Entropy Power Inequality for the Binomial Family
Entropy Power Inequality Discrete random variable
2008/7/3
In this paper, we prove that the classical Entropy Power Inequality, as derived in the continuous case, can be extended to the discrete family of binomial random variables with parameter 1/2.
Bounds for Entropy and Divergence for Distributions over a Two-Element Set
Entropy divergence Pinsker's inequality
2008/7/2
Three results dealing with probability distributions (p,q) over a two-element set are presented. The two first give bounds for the entropy function H(p,q) and are referred to as the logarithmic and th...
Free and Classical Entropy Over the Circle
Transportation inequality Free probability Random matrices
2008/7/1
Relative entropy with respect to normalized arclength on the circle is greater than or equal to the negative logarithmic energy (Voiculescu's negative free entropy) and is greater than or equal to the...
Entropy Lower Bounds Related to a Problem of Universal Coding and Prediction
Entropy Index of coincidence Rényi entropy Measure of roughness Universal coding Universal prediction
2008/7/1
Second order lower bounds for the entropy function expressed in terms of the index of coincidence are derived. Equivalently, these bounds involve entropy and Rényi entropy of order 2. The constants fo...
Fuzzy linear regression models with fuzzy entropy
Fuzzy numbers Fuzzy linear regression Fuzzy entropy
2010/9/15
Fuzzy regression analysis using fuzzy linear models with symmetric triangular fuzzy number coefficient has been introduced by Tanaka et al.The goal of this regression is to find the coefficient of a p...
In shock wave theory there are two considerations in selecting the physically relevant shock waves. There is the admissibility criterion for the well-posedness of hyperbolic conservation laws. Another...
Topological Aspects of Entropy and Phase Transition of Kerr Black Holes
topological current entropy Kerr black hole Euler
characteristic Killing vector field
2007/8/15
2005Vol.44No.4pp.631-637DOI:
Topological Aspects of Entropy and Phase Transition of Kerr Black Holes
YANG Guo-Hong,1 YAN Ji-Jiang,1 TIAN Li-Jun,1 and DUAN Yi-Shi2
1 Depa...
专著信息
书名
Topological Entropy of a Sequence of Monotone Maps on Circles
语种
英文
撰写或编译
作者
Zhu Yujun,Zhang Jinlian
第一作者单位
出版社
J. Korean Math. Soc., 2006. (SCI,已录用)
出版地
出版日期
2006年
月
日
标准书号
介质类型
页数
字数
开本
相关项目...
Maximum Entropy-Based Fuzzy Clustering by Using L1-norm Space
Fuzzy c-means Maximum Entropy Structure Strength Number of Clusters L1-norm Space
2010/2/26
One of the most important methods in analysis of large data sets is clustering. These methods are not only major tools to uncover the underlying structures of a given data set, but also promising tool...