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Applications to Financial Series

Christian Gouriéroux and Alain Monfort

in Simulation-based Econometric Methods

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198774754
eISBN:
9780191596339
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198774753.003.0006
Subject:
Economics and Finance, Econometrics

Applications to estimation of Stochastic Differential Equations, Stochastic Volatility Models, and Factor Models are considered. The methods used are Indirect Inference, Simulated Moments (based on ... More


Transcendental‐Phenomenological Idealism: Husserl and Weyl

Thomas Ryckman

in The Reign of Relativity: Philosophy in Physics 1915-1925

Published in print:
2005
Published Online:
April 2005
ISBN:
9780195177176
eISBN:
9780199835324
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0195177177.003.0005
Subject:
Philosophy, Philosophy of Science

Weyl’s major contributions in the spring of 1918 to the general theory of relativity and to constructive analysis reveal the influence of Husserl’s transcendental-phenomenological idealism. The known ... More


Weyl's “Purely Infinitesimal” Constitution of Field Physics

Thomas Ryckman

in The Reign of Relativity: Philosophy in Physics 1915-1925

Published in print:
2005
Published Online:
April 2005
ISBN:
9780195177176
eISBN:
9780199835324
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0195177177.003.0006
Subject:
Philosophy, Philosophy of Science

It is shown how Weyl intertwined phenomenological analysis and mathematical construction in building the foundation of his “pure infinitesimal geometry” underlying gravitation and electromagnetism. ... More


Before Voltaire: The French Origins of "Newtonian" Mechanics, 1680-1715

J.B. Shank

Published in print:
2018
Published Online:
May 2019
ISBN:
9780226509297
eISBN:
9780226509327
Item type:
book
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226509327.001.0001
Subject:
History, History of Science, Technology, and Medicine

A pervasive understanding holds that the foundation of calculus-based mathematical physics was laid by Issac Newton in his epochal treatise Philosophiae naturalis principia mathematica of 1687. In ... More


Mathematics and Physics: Strategies of Assimilation

Alasdair Urquhart

in The Philosophy of Mathematical Practice

Published in print:
2008
Published Online:
February 2010
ISBN:
9780199296453
eISBN:
9780191711961
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199296453.003.0017
Subject:
Philosophy, Logic/Philosophy of Mathematics

The main topic of this chapter is the problem posed to the mathematical community by the non-rigorous methods used by physicists in investigating mathematical problems. These methods are often highly ... More


The Task, the Moment, and the Messianic Future

Daniel H. Weiss

in Paradox and the Prophets: Hermann Cohen and the Indirect Communication of Religion

Published in print:
2012
Published Online:
September 2012
ISBN:
9780199895908
eISBN:
9780199949854
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199895908.003.0007
Subject:
Religion, Judaism

This chapter focuses on Cohen’s designation of religious ideas as “infinite tasks.” While the element of “infinity” could make it appear as though the task can only be approached asymptotically, it ... More


Long Decimals

W. D. Hart

in Future Pasts: The Analytic Tradition in Twentieth Century Philosophy

Published in print:
2001
Published Online:
November 2003
ISBN:
9780195139167
eISBN:
9780199833214
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/019513916X.003.0018
Subject:
Philosophy, History of Philosophy

Real numbers have decimal expansions. If we add to the first order theory of real numbers the supposition that there is a natural number different from, and so greater than, each (standard) natural ... More


Zeno's Paradox of Measure

Brian Skyrms

in From Zeno to Arbitrage: Essays on Quantity, Coherence, and Induction

Published in print:
2012
Published Online:
January 2013
ISBN:
9780199652808
eISBN:
9780191745829
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199652808.003.0002
Subject:
Philosophy, Philosophy of Science, Metaphysics/Epistemology

Zeno’s paradox of measure is less well known that his other paradoxes, but it stands at the center of them. The paradoxes of motion can all be seen as blocking various escape routes from the basic ... More


Strict Coherence, Sigma Coherence, and the Metaphysics of Quantity

Brian Skyrms

in From Zeno to Arbitrage: Essays on Quantity, Coherence, and Induction

Published in print:
2012
Published Online:
January 2013
ISBN:
9780199652808
eISBN:
9780191745829
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199652808.003.0005
Subject:
Philosophy, Philosophy of Science, Metaphysics/Epistemology

Probability is a quantity. Do all events have a probability? Are there real possibilities that have zero probability? Do we have countable additivity? The standard theory of probability, due to ... More


The New Infinitesimal Calculus and the Leibnizian Origins of Analytical Mechanics

J.B. Shank

in Before Voltaire: The French Origins of "Newtonian" Mechanics, 1680-1715

Published in print:
2018
Published Online:
May 2019
ISBN:
9780226509297
eISBN:
9780226509327
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226509327.003.0005
Subject:
History, History of Science, Technology, and Medicine

This chapter looks at the Leibnizian sources for analytical mechanics by first clarifying the relationship of the calculus to Newton's work in the Principia, and then to the history of analytical ... More


A Leibnizian World

Alex Tissandier

in Affirming Divergence: Deleuze's Reading of Leibniz

Published in print:
2018
Published Online:
May 2020
ISBN:
9781474417747
eISBN:
9781474449748
Item type:
chapter
Publisher:
Edinburgh University Press
DOI:
10.3366/edinburgh/9781474417747.003.0005
Subject:
Philosophy, General

This chapter uses concepts from Leibniz’s philosophy to provide an account of the metaphysical system Deleuze constructs in Difference and Repetition and Logic of Sense. This account has four key ... More


Spinoza, Leibniz or a World ‘less exquisitely organized’

Anthony Cordingley

in Samuel Beckett's How It Is: Philosophy in Translation

Published in print:
2018
Published Online:
May 2019
ISBN:
9781474440608
eISBN:
9781474453868
Item type:
chapter
Publisher:
Edinburgh University Press
DOI:
10.3366/edinburgh/9781474440608.003.0008
Subject:
Literature, 20th-century Literature and Modernism

This chapter concludes the investigation by detailing the way that Beckett’s narrator/narrator weighs up a philosophy of imminence (Spinoza) against a philosophy of transcendence (Leibniz). A new ... More


The History of Continua: Philosophical and Mathematical Perspectives

Stewart Shapiro and Geoffrey Hellman (eds)

Published in print:
2020
Published Online:
December 2020
ISBN:
9780198809647
eISBN:
9780191846915
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198809647.001.0001
Subject:
Philosophy, Metaphysics/Epistemology

Mathematical and philosophical thought about continuity has changed considerably over the ages. Aristotle insisted that continuous substances are not composed of points, and that they can only be ... More


Analytical Tools for Brownian Motion

Gopinath Kallianpur and P. Sundar

in Stochastic Analysis and Diffusion Processes

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199657063
eISBN:
9780191781759
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199657063.003.0004
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

The semigroup associated with a Brownian motion is studied in this chapter. The infinitesimal generator for this semigroup and its domain are identified. The heat equation is shown to be the partial ... More


The Hamiltonian equations of motion. Poisson brackets

Gleb L. Kotkin and Valeriy G. Serbo

in Exploring Classical Mechanics: A Collection of 350+ Solved Problems for Students, Lecturers, and Researchers - Second Revised and Enlarged English Edition

Published in print:
2020
Published Online:
October 2020
ISBN:
9780198853787
eISBN:
9780191888236
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198853787.003.0010
Subject:
Physics, Condensed Matter Physics / Materials

This chapter addresses invariance of the Hamiltonian function under a given transformation and the conservation law, the Hamiltonian function for the beam of light, the motion of a charged particle ... More


Canonical transformations

Gleb L. Kotkin and Valeriy G. Serbo

in Exploring Classical Mechanics: A Collection of 350+ Solved Problems for Students, Lecturers, and Researchers - Second Revised and Enlarged English Edition

Published in print:
2020
Published Online:
October 2020
ISBN:
9780198853787
eISBN:
9780191888236
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198853787.003.0011
Subject:
Physics, Condensed Matter Physics / Materials

This chapter addresses the canonical transformation defined by the given generating function, the rotation in the phase space as a canonical transformation, and themovement of the system as a ... More


The Hamiltonian equations of motion. Poisson brackets

Gleb L. Kotkin and Valeriy G. Serbo

in Exploring Classical Mechanics: A Collection of 350+ Solved Problems for Students, Lecturers, and Researchers - Second Revised and Enlarged English Edition

Published in print:
2020
Published Online:
October 2020
ISBN:
9780198853787
eISBN:
9780191888236
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198853787.003.0023
Subject:
Physics, Condensed Matter Physics / Materials

This chapter addresses invariance of the Hamiltonian function under a given transformation and the conservation law, the Hamiltonian function for the beam of light, the motion of a charged particle ... More


Complex Traits in Natural Populations

Daniel L. Hartl

in A Primer of Population Genetics and Genomics

Published in print:
2020
Published Online:
August 2020
ISBN:
9780198862291
eISBN:
9780191895074
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198862291.003.0009
Subject:
Biology, Biomathematics / Statistics and Data Analysis / Complexity Studies, Evolutionary Biology / Genetics

This chapter could as well be titled “Population Genomics,” although many aspects of population genomics are integrated throughout the other chapters. It includes estimates of mutational variance and ... More


Plasticity and Viscoplasticity

Shiro Kobayashi, Soo-Ik Oh, and Taylan Altan

in Metal Forming and the Finite-Element Method

Published in print:
1989
Published Online:
November 2020
ISBN:
9780195044027
eISBN:
9780197560006
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780195044027.003.0007
Subject:
Chemistry, Materials Chemistry

The theory of plasticity describes the mechanics of deformation in plastically deforming solids, and, as applied to metals and alloys, it is based on experimental ... More


Lie groups and Lie algebras

Adam M. Bincer

in Lie Groups and Lie Algebras: A Physicist's Perspective

Published in print:
2012
Published Online:
January 2013
ISBN:
9780199662920
eISBN:
9780191745492
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199662920.003.0002
Subject:
Physics, Theoretical, Computational, and Statistical Physics

Lie groups and Lie algebras are defined. SU(2), the group whose elements are 2x2 unitary unimodular matrices is described providing an example of a 3-dimensional Lie group. Infinitesimal generators ... More


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