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A shift-invariant operator Q for which Qx is a nonzero constant. 1. Qa=0 for every constant a. 2. If p(x) is a polynomial of degree n, Qp(x) is a polynomial of degree n-1. 3. ...
V_t=e^(-ytau)S_tN(d_1)-e^(-rtau)KN(d_2), where N is the cumulative normal distribution and d_1,d_2=(log((S_t)/K)+(r-y+/-1/2sigma^2)tau)/(sigmasqrt(tau)). If y=0, this is the ...
The Hopf invariant one theorem, sometimes also called Adams' theorem, is a deep theorem in homotopy theory which states that the only n-spheres which are H-spaces are S^0, ...
If p divides the numerator of the Bernoulli number B_(2k) for 0<2k<p-1, then (p,2k) is called an irregular pair. For p<30000, the irregular pairs of various forms are p=16843 ...
Let W(u) be a Wiener process. Then where V_t=f(W(t),tau) for 0<=tau=T-t<=T, and f in C^(2,1)((0,infty)×[0,T]). Note that while Ito's lemma was proved by Kiyoshi Ito (also ...
A formula for the generalized Catalan number _pd_(qi). The general formula is (n-q; k-1)=sum_(i=1)^k_pd_(qi)(n-pi; k-i), where (n; k) is a binomial coefficient, although ...
A generalization of the product rule for expressing arbitrary-order derivatives of products of functions, where (n; k) is a binomial coefficient. This can also be written ...
For P and Q polynomials in n variables, |P·Q|_2^2=sum_(i_1,...,i_n>=0)(|P^((i_1,...,i_n))(D_1,...,D_n)Q(x_1,...,x_n)|_2^2)/(i_1!...i_n!), where D_i=partial/partialx_i, |X|_2 ...
The bias of a series is defined as Q[a_i,a_(i+1),a_(i+2)]=(a_ia_(i+2)-a_(i+1)^2)/(a_ia_(i+1)a_(i+2)). A series is geometric iff Q=0. A series is artistic iff the bias is ...
If {a_0,a_1,...} is a recursive sequence, then the set of all k such that a_k=0 is the union of a finite (possibly empty) set and a finite number (possibly zero) of full ...
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