[書籍][B] The integrated square-root process

D Dufresne - 2001 - ressources-actuarielles.net
The square-root process has been used to model interest rates and stochastic volatil-ity. This
paper studies some of its properties, particularly those of the integral of the process over …

[HTML][HTML] Reduction theorems for elliptic integrands with the square root of two quadratic factors

BC Carlson, J FitzSimons - Journal of Computational and Applied …, 2000 - Elsevier
… of integration, … integration, and all three methods give the same values:(4.9) I(e 0 )=0.33605
19711, I(−e 5 )=0.049785 02489, y=2. They still agree if y=1, when the interval of integration

Integrating technologies into mathematics: Comparing the cases of square roots and integrals

B Kissane - Australian Senior Mathematics Journal, 2016 - search.informit.org
… with square rootssquare roots, but there has not been a similar succession for finding
indefinite integrals. In precisely the same way that a technological solution to finding square roots

RationalizeRoots: software package for the rationalization of square roots

M Besier, P Wasser, S Weinzierl - Computer Physics Communications, 2020 - Elsevier
… to rationalize the square root that appears in the integration kernel to … integration kernels
plus trivial integrations. In recent years, the problem of rationalizing a given set of square roots

Adaptive root n estimates of integrated squared density derivatives

TJ Wu - The Annals of Statistics, 1995 - JSTOR
Based on a random sample of size n from an unknown density f on the real line, the
nonparametric estimation of θ k = ∫{f (k) (x)} 2 dx, k = 0, 1,..., is considered. These functionals are …

Square-root unscented Kalman filter for vehicle integrated navigation

LG Zhang, HB Ma, YZ Chen - 2007 International Conference on …, 2007 - ieeexplore.ieee.org
integrated GPS/DR navigation system. In order to compare the performance of SRUKF with
that of the EKF in filtering of vehicle integrated GPS… for vehicle integrated GPS/DR navigation. …

Square root time Coleman integration on superelliptic curves

AJ Best - Arithmetic Geometry, Number Theory, and …, 2021 - Springer
… This article shows that fast Coleman integration algorithms are not limited just to the … To
compute evaluations of the primitives for Coleman integration, we augment these linear maps to …

Division and square root: choosing the right implementation

P Soderquist, M Leeser - IEEE Micro, 1997 - ieeexplore.ieee.org
… manner in which the divide/square root hardware interfaces with the rest of the FPU, either
with independent access to the register file, or coupled to or integrated with one of the other …

Accumulated (integrated) interest and the square root process

D Ma, X Song, M Tippett, TP Truong - Accounting Research Journal, 2019 - emerald.com
Purpose The purpose of this study is to determine distributional properties of the accumulated
rate of interest when the instantaneous rate of interest evolves in terms of the Cox et al. (…

Rationalizability of square roots

M Besier, D Festi - Journal of Symbolic Computation, 2021 - Elsevier
integration kernels like ω j = d x x − z j , where the z j may depend on the kinematic variables
but are independent of the integration … typically involve various square roots. For example, …