2 papers
math.SP2026
A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage
Filippo Beretta, Florian Kogelbauer
We provide a complete Sturm--Liouville spectral analysis of the Constant Elasticity of Variance (CEV) operator. By transforming the corresponding Fokker--Planck operator into a gen…
math.CV2022
On Benford's Law and the Coefficients of the Riemann Mapping Function for the Exterior of the Mandelbrot Set
Filippo Beretta, Jesse Dimino, Weike Fang +3
We investigate Benford's law in relation to fractal geometry. Basic fractals, such as the Cantor set and Sierpinski triangle are obtained as the limit of iterative sets, and the un…