Editorial Board

Vol.2 B (2010)

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

Author(s): Tsukasa Fujiwara

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

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

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

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

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

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

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

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

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

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

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