Spectrum of the Kerzman–Stein Operator for Model Domains
✍ Scribed by Michael Bolt
- Publisher
- SP Birkhäuser Verlag Basel
- Year
- 2004
- Tongue
- English
- Weight
- 325 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0378-620X
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📜 SIMILAR VOLUMES
The connection between the Riemann map and the Szego kernel is classical. But the fact that there is an efficient numerical procedure, based on the Kerzman᎐Stein integral equation, for computing the Szego kernel of a smoothly bounded domain in the plane is more recent. In this paper it is shown how
We provide an algebraic approach to the solution of the Stein-Stein model for stochastic volatility which arises in the determination of the Radon-Nikodym density of the minimal entropy of the martingale measure. We extend our investigation to the case in which the parameters of the model are time-d