Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...

Function spaces form a fundamental framework in modern mathematical analysis, allowing researchers to systematically study functions through norms, metrics and topological properties. Asymptotic ...

The convergence of diagonal elements of an irreducible symmetric tridiagonal matrix under QL algorithm with some kinds of shift is discussed. It is proved that if α₁—σ→0 and βj→0, j = 1, 2, ···, m, ...

Sankhyā: The Indian Journal of Statistics, Series A (2008-), Vol. 81, No. 1, Special issue Statistics on non-Euclidean Spaces and Manifolds (February 2019), pp. 63-82 (20 pages) Compositional data ...