In the study of the weighted p-Laplace equation, it is often important to acquire good estimates of capacities. One useful tool for finding such estimates in metric spaces is exponent sets, which are sets describing the local dimensionality of the measure associated with the space. In this thesis, we limit ourselves to the weighted Rn space, where we investigate the relationship between exponent sets and Muckenhoupt Ap-weights - a certain class of well behaved functions. Additionally, we restrict our scope to radial weights, that is, weights w(x) that only depend on |x|. First, we determine conditions on α such that |x|α ∈ Ap(μ) for doubling measures μ on Rn. From those results, we develop weight exponent sets - a tool for making Ap-classifications of general radial weights, under certain conditions. Finally, we apply our techniques to the weight |x|α(log 1/|x|)β. We find that the weight belongs to Ap(μ) if α ∈ (-q, (p-1)q), where q = sup Q(μ) is a constant associated with the dimensionality of μ. The Ap-conditions in this thesis are found to be sharp.

This thesis aims to provide a brief exposition of some chosen modes of convergence; namely uniform convergence, pointwise convergence and L1 convergence. Theoretical discussion is complemented by simple applications to scientific computing. The latter include solving differential equations with various methods and estimating the convergence, as well as modelling problematic situations to investigate odd behaviors of usually convergent methods.

In this thesis we will investigate how the SBP-SAT finite difference method behave with and without an interface. As model problem, we consider the heat equation with piecewise constant coefficients. The thesis is split in two main parts. In the first part we look at the heat equation in one-dimension, and in the second part we expand the problem to a two-dimensional domain. We show how the SAT-parameters are chosen such that the scheme is dual consistent and stable. Then, we perform numerical experiments, now looking at the static case. In the one-dimensional case we see that the second order SBP-SAT method with an interface converge with an order of two, while the second order SBP-SAT method without an interface converge with an order of one.

<p>The main result in this thesis is the generalisation of Bergman's diamond lemma for ring theory to power series rings. This generalisation makes it possible to treat problems in which there arise infinite descending chains. Several results in the literature are shown to be special cases of this diamond lemma and examples are given of interesting problems which could not previously be treated. One of these examples provides a general construction of a normed skew field in which a custom commutation relation holds.</p><p>There is also a general result on the structure of totally ordered semigroups, demonstrating that all semigroups with an archimedean element has a (up to a scaling factor) unique order-preserving homomorphism to the real numbers. This helps analyse the concept of filtered structure. It is shown that whereas filtered structures can be used to induce pretty much any zero-dimensional linear topology, a real-valued norm suffices for the definition of those topologies that have a reasonable relation to the multiplication operation.</p><p>The thesis also contains elementary results on degree (as of polynomials) functions, norms on algebras (in particular ultranorms), (Birkhoff) orthogonality in modules, and construction of semigroup partial orders from ditto quasiorders.</p>

<p>The Symmetric Meixner-Pollaczek polynomials are considered. We denote these polynomials in this thesis by <i>p</i><i>n</i>^(λ)(<i>x</i>) instead of the standard notation <i>p</i><i>n</i>^(λ) (<i>x</i>/2, <i>π</i>/2), where λ > 0. The limiting case of these sequences of polynomials <i>p</i><i>n</i>⁽⁰⁾ (<i>x</i>) =lim_λ→0 <i>p</i><i>n</i>^(λ)(<i>x</i>), is obtained, and is shown to be an orthogonal sequence in the strip, <i>S</i> = {<i>z</i> ∈ ℂ : −1≤ℭ (<i>z</i>)≤1}.</p><p>From the point of view of Umbral Calculus, this sequence has a special property that makes it unique in the Symmetric Meixner-Pollaczek class of polynomials: it is of convolution type. A convolution type sequence of polynomials has a unique associated operator called a delta operator. Such an operator is found for <i>p</i><i>n</i>⁽⁰⁾ (<i>x</i>), and its integral representation is developed. A convolution type sequence of polynomials may have associated Sheffer sequences of polynomials. The set of associated Sheffer sequences of the sequence <i>p</i><i>n</i>⁽⁰⁾(<i>x</i>) is obtained, and is found</p><p>to be ℙ = {{<i>p</i><i>n</i>^(λ) (<i>x</i>)} =0 : λ ∈ R}. The major properties of these sequences of polynomials are studied.</p><p>The polynomials {<i>p</i><i>n</i>^(λ) (<i>x</i>)}^∞<i>n</i>₌₀, λ < 0, are not orthogonal polynomials on the real line with respect to any positive real measure for failing to satisfy Favard’s three term recurrence relation condition. For every λ ≤ 0, an associated nonstandard inner product is defined with respect to which <i>p</i><i>n</i>^(λ)(x) is orthogonal. </p><p>Finally, the connection and linearization problems for the Symmetric Meixner-Pollaczek polynomials are solved. In solving the connection problem the convolution property of the polynomials is exploited, which in turn helps to solve the general linearization problem.</p>

<p>This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. We also study qualitative behavior of different optimal stopping boundaries appearing in option pricing.</p><p>In Paper I a new condition on the contract function of an American option is provided under which the option price increases monotonically in the volatility. It is also shown that American option prices are continuous in the volatility.</p><p>In Paper II an explicit pricing formula for the perpetual American put option in the Constant Elasticity of Variance model is derived. Moreover, different properties of this price are studied.</p><p>Paper III deals with the Russian option with a finite time horizon. It is shown that the value of the Russian option solves a certain free boundary problem. This information is used to analyze the optimal stopping boundary.</p><p>A study of perpetual game options is performed in Paper IV. One of the main results provides a condition under which the value of the option is increasing in the volatility.</p><p>In Paper V options written on several underlying assets are considered. It is shown that, within a large class of models, the only model for the stock prices that assigns convex option prices to all convex contract functions is geometric Brownian motion.</p><p>Finally, in Paper VI it is shown that the optimal stopping boundary for the American put option is convex in the standard Black-Scholes model. </p>

<p>The topic of this thesis is computation of Mass waveforms, and we consider a number of different cases: Congruence subgroups of the modular group and Dirichlet characters (chapter 1); congruence subgroups and general multiplier systems and real weight (chapter 2); and noncongruence subgroups (chapter 3). In each case we first discuss the necessary theoretical background. We then outline the algorithm and display some of the results obtained by it.</p>

The main result in this thesis is the generalisation of Bergman's diamond lemma for ring theory to power series rings. This generalisation makes it possible to treat problems in which there arise infinite descending chains. Several results in the literature are shown to be special cases of this diamond lemma and examples are given of interesting problems which could not previously be treated. One of these examples provides a general construction of a normed skew field in which a custom commutation relation holds. There is also a general result on the structure of totally ordered semigroups, demonstrating that all semigroups with an archimedean element has a (up to a scaling factor) unique order-preserving homomorphism to the real numbers. This helps analyse the concept of filtered structure. It is shown that whereas filtered structures can be used to induce pretty much any zero-dimensional linear topology, a real-valued norm suffices for the definition of those topologies that have a reasonable relation to the multiplication operation. The thesis also contains elementary results on degree (as of polynomials) functions, norms on algebras (in particular ultranorms), (Birkhoff) orthogonality in modules, and construction of semigroup partial orders from ditto quasiorders.

The Symmetric Meixner-Pollaczek polynomials are considered. We denote these polynomials in this thesis by pn(λ)(x) instead of the standard notation pn(λ) (x/2, π/2), where λ &gt; 0. The limiting case of these sequences of polynomials pn(0) (x) =limλ→0 pn(λ)(x), is obtained, and is shown to be an orthogonal sequence in the strip, S = {z ∈ ℂ : −1≤ℭ (z)≤1}. From the point of view of Umbral Calculus, this sequence has a special property that makes it unique in the Symmetric Meixner-Pollaczek class of polynomials: it is of convolution type. A convolution type sequence of polynomials has a unique associated operator called a delta operator. Such an operator is found for pn(0) (x), and its integral representation is developed. A convolution type sequence of polynomials may have associated Sheffer sequences of polynomials. The set of associated Sheffer sequences of the sequence pn(0)(x) is obtained, and is found to be ℙ = {{pn(λ) (x)} =0 : λ ∈ R}. The major properties of these sequences of polynomials are studied. The polynomials {pn(λ) (x)}∞n=0, λ &lt; 0, are not orthogonal polynomials on the real line with respect to any positive real measure for failing to satisfy Favard’s three term recurrence relation condition. For every λ ≤ 0, an associated nonstandard inner product is defined with respect to which pn(λ)(x) is orthogonal. Finally, the connection and linearization problems for the Symmetric Meixner-Pollaczek polynomials are solved. In solving the connection problem the convolution property of the polynomials is exploited, which in turn helps to solve the general linearization problem.

This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. We also study qualitative behavior of different optimal stopping boundaries appearing in option pricing. In Paper I a new condition on the contract function of an American option is provided under which the option price increases monotonically in the volatility. It is also shown that American option prices are continuous in the volatility. In Paper II an explicit pricing formula for the perpetual American put option in the Constant Elasticity of Variance model is derived. Moreover, different properties of this price are studied. Paper III deals with the Russian option with a finite time horizon. It is shown that the value of the Russian option solves a certain free boundary problem. This information is used to analyze the optimal stopping boundary. A study of perpetual game options is performed in Paper IV. One of the main results provides a condition under which the value of the option is increasing in the volatility. In Paper V options written on several underlying assets are considered. It is shown that, within a large class of models, the only model for the stock prices that assigns convex option prices to all convex contract functions is geometric Brownian motion. Finally, in Paper VI it is shown that the optimal stopping boundary for the American put option is convex in the standard Black-Scholes model.