3 citations
3 papers
math.PR2008
On the Gaussian q-Distribution
Rafael Diaz, Eddy Pariguan
We present a study of the Gaussian q-measure introduced by Diaz and Teruel from a probabilistic and from a combinatorial viewpoint. A main motivation for the introduction of the Ga…
math.QA2008★ 3 cited
On the q-meromorphic Weyl algebra
Rafael Diaz, Eddy Pariguan
We introduce a q-analogue MW_q for the meromorphic Weyl algebra, and study the normalization problem and the symmetric powers sym^n(MW_q) for such algebra from a combinatorial view…
q-fin.TR2007
On Financial Markets Based on Telegraph Processes
Nikita Ratanov, Alexander Melnikov
The paper develops a new class of financial market models. These models are based on generalized telegraph processes: Markov random flows with alternating velocities and jumps occu…