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- Pierluigi Novi Inverardi, Alberto Petri, Giorgio Pontuale, Aldo Tagliani
- Applied Mathematics and Computation
- 2005

Stieltjes moment problem is considered to recover a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained through maximum entropy technique, under the constraint of few fractional moments. The latter are numerically obtained from the infinite sequence of ordinary moments and are… (More)

- Pierluigi Novi Inverardi, Giorgio Pontuale, Alberto Petri, Aldo Tagliani
- Applied Mathematics and Computation
- 2003

1. Introduction In Applied Sciences a variety of problems, formulated in terms of linear boundary values or integral equations, leads to a Hausdorff moment problem. Such a problem arises when a given sequence of real numbers may be represented as the moments around the origin of non-negative measure, defined on a finite interval, typically [0, 1]. The… (More)

- Aldo Tagliani
- Applied Mathematics and Computation
- 1999

- Mariyan Milev, Aldo Tagliani
- J. Computational Applied Mathematics
- 2010

In the present paper we explore the problem for pricing discrete barrier options utilizing the Black–Scholes model for the random movement of the asset price. We postulate the problemas a path integral calculation by choosing approach that is similar to the quadrature method. Thus, the problem is reduced to the estimation of a multi-dimensional integral… (More)

- Henryk Gzyl, Aldo Tagliani
- Applied Mathematics and Computation
- 2012

- Aldo Tagliani
- Applied Mathematics and Computation
- 2001

The polarization data of the radio galaxy NGC4869, belonging to the Coma cluster and located in its central region, allow us to obtain information on the structure of magnetic field associated with the cluster itself. A magnetic field of ∼ 8.5 μG, tangled on scales of the order of less than 1 kpc, is required to explain the observed fluctuations of the… (More)

In the classical Stieltjes and Hamburger's moment problem the sequence of maximum entropy approx-imants, whose rst M moments are equal to given ones, is considered. It is proved that whenever an innnite moment problem is determined then maximum entropy approximants converge in entropy to the function characterized by given moments. Entropy-convergence is… (More)

- Aldo Tagliani
- Applied Mathematics and Computation
- 2000

- Aldo Tagliani, Yurayh Velásquez
- Applied Mathematics and Computation
- 2003