2010B-1 The minimal entropy martingale measures for exponential additive processes revisited (pp.115-125)

Author(s)： Tsukasa Fujiwara

• File：JMI2010B-1.pdf (158KB)

Keyword(s).　 additive process, process with independent increments, semimartingale, minimal entropy martingale measure, exponential moment, Laplace cumulant, modified Laplace cumulant

2010B-2 Large deviations and finite time ruin probabilities for generalized renewal risk models (pp.127-131)

Author(s)： Kaiyong Wang and Xiaoli Li

• File：JMI2010B-2.pdf (115KB)

Keyword(s).　 Generalized renewal risk model, finite time ruin probability, large deviation

2010B-3 Scaling limit of d-inverse of Brownian motion with functional drift (pp.133-138)

Author(s)： Kouji Yano and Katsutoshi Yoshioka

• File：JMI2010B-3.pdf (125KB)

Keyword(s).　 d-inverse, domain of attraction, Brownian motion with drift, geometric Brownian motion, option price, Black-Scholes formula

2010B-4 An inverse problem of thickness design for single layer textile material under low temperature (pp.139-146)

Author(s)： Dinghua Xu, Jianxin Cheng and Xiaohong Zhou

• File：JMI2010B-4.pdf (160KB)

Keyword(s).　 textiles, heat and moisture transfer, inverse problems, thickness design, regularization method, numerical solution

2010B-5 Convex optimization techniques for the efficient recovery of a sparsely corrupted low-rank matrix (pp.147-156)

Author(s)： Silvia Gandy and Isao Yamada

• File：JMI2010B-5.pdf (359KB)

Keyword(s).　 PCA, rank minimization, nuclear norm minimization, sparse error, Douglas-Rachford splitting, greedy algorithms

2010B-6 A Darboux transformation for discrete s-isothermic surfaces (pp.157-169)

Author(s)： Tim Hoffmann

• File：JMI2010B-6.pdf (1657KB)

Keyword(s).　 mathematics, discrete differential geometry, s-isothermic nets, constant mean curvature

2010B-7 Multiscale sulfate attack on sewer pipes: Numerical study of a fast micro-macro mass transfer limit (pp.171-181)

Author(s)： Vladimir Chalupecky, Tasnim Fatima and Adrian Muntean

• File：JMI2010B-7.pdf (383KB)

Keyword(s).　 Multiscale RD system, micro-macro transmission conditions, sulfate corrosion, acid attack, modeling of concrete, finite difference scheme, convergence rates

2010B-8 A variation of the minimum spanning tree problem for the application to mathematical OCR (pp.183-197)

Author(s)： Akio Fujiyoshi and Masakazu Suzuki

• File：JMI2010B-8.pdf (973KB)

Keyword(s).　 the minimum spanning tree problem, NP-completeness, treewidth, mathematical OCR, mathematical formula recognition

2010B-9 A polynomial-time inexact interior-point method for convex quadratic symmetric cone programming (pp.199-212)

Author(s)： Lu Li and Kim-Chuan Toh

• File：JMI2010B-9.pdf (185KB)

Keyword(s).　 semidefinite programming, symmetric cone programming, infeasible interior point method, inexact search direction, polynomial complexity

2010B-10 Stochastic complexity, channel capacity, and universal portfolio (pp.213-225)

Author(s)： Jun'ichi Takeuchi

• File：JMI2010B-10.pdf (196KB)

Keyword(s).　 stochastic complexity, minimax problem, channel capacity, universal portfolio

2010B-11 A wait-and-see strategy as a survival strategy in the prisoner's dilemma between relatives (pp.227-234)

Author(s)： Shin-ichiro Takazawa

• File：JMI2010B-11.pdf (121KB)

Keyword(s).　 wait-and-see strategy, prisoner's dilemma, game between relatives, survival, replicator dynamics

2010B-12 Correction to "Decay estimates on solutions of the linearized compressible Navier-Stokes equation around a Poiseuille type flow" in J. Math-for-Ind. 2A (2010), pp. 39-56 (pp.235-235)

Author(s)： Yoshiyuki Kagei, Yu Nagafuchi and Takeshi Sudou

• File：JMI2010B-12.pdf (70KB)