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Extremum conditions for functionals involving higher derivatives of several variable vector valued functions
Variational problems critical points extremum conditions
2011/9/21
Abstract: This paper addresses both necessary and relevant sufficient extremum conditions for a variational problem defined by a smooth Lagrangian, involving higher derivatives of several variable vec...
Cosmological Models with Fractional Derivatives and Fractional Action Functional
Fractional Derivative and Integral Cosmology
2010/12/20
Cosmological models of a scalar field with dynamical equations containing fractional derivatives or derived from the Einstein-Hilbert action of fractional order, are constructed. A number of exact sol...
A Subjective and Probabilistic Approach to Derivatives
Derivatives Subjective Probabilistic
2010/4/27
We propose a probabilistic framework for pricing derivatives, which acknowledges that information and beliefs are subjective. Market prices can be translated into implied probabilities. In particular,...