Modelling stock prices via jump processes is common in financial markets. In practice, to hedge a contingent claim one typically uses the so-called delta-hedging strategy. This strategy stems from the Black–Merton–Scholes ...

We study the positive recurrence of piecewise Ornstein-Uhlenbeck (OU) diffusion processes, which arise from many-server queueing systems with phase-type service requirements. These diffusion processes exhibit different ...

In this survey paper we present the L-moves between braids and how they can adapt and serve for establishing and proving braid equivalence theorems for various diagrammatic settings, such as for classical knots, for knots ...

In this paper, we study the amoeba volume of a given $k$-dimensional generic analytic variety $V$ of the complex algebraic torus $(C^*)^n$. When $n>=2k$, we show that $V$ is algebraic if and only if the volume of its amoeba ...

We show that the finiteness length of an $S$-arithmetic subgroup $\Gamma$ in a noncommutative isotropic absolutely almost simple group $\mathcal{G}$ over a global function field is one less than the sum of the local ranks ...

The Weyl group of the Cuntz algebra $\mathcal{O}_n$ is investigated. This is (isomorphic to) the group of polynomial automorphisms $\lambda_u$ of $\mathcal{O}_n$, namely those induced by unitaries u that can be written ...

In this note, we first classify all topological torus knots lying on the Heegaard torus in Lens spaces, and then we classify Legendrian representatives of torus knots. We show that all Legendrian torus knots in universally ...