arXiv subjects
Publications and source records attributed to Pat Muldowney.
In generalized Riemann integration (or Henstock-Kurzweil integration), the formation of the partitions used in Riemann sum construction is regulated by rules known as gauges. This article examines gauges for multi-dimensional Cartesian product domains.
These are the class notes of lectures given by Ralph Henstock at the New University of Ulster in 1970-71. The notes deal with the Riemann-complete integral (also known as the generalized Riemann integral, the gauge integral, and the Henstock-Kurzweil integral). They also introduce Henstock's abstract theory of integration.
An analytic method for pricing American call options is provided; followed by an empirical method for pricing Asian call options. The methodology is the pricing theory presented in "A Modern Theory of Random Variation", by Patrick Muldowney, 2012.
This essay explores the meaning of stochastic differential equations and stochastic integrals. It sets these subjects in a context of Riemann-Stieltjes integration. It is intended as a comment or supplement to \cite{MTRV}.
Practical data analysis involves many implicit or explicit assumptions about the good behavior of the data, and excludes consideration of various potentially pathological or limit cases. In this work, we present a new general theory of data, and of data processing, to bypass some of these assumptions. The new framework presented is focused on integration, and has direct applicability to expectation, distance, correlation, and aggregation. In a case study, we seek to reveal faint structure in financial data. Our new foundation for data encoding and handling offers increased justification for our conclusions.