The study of quantum ergodicity and the precise estimation of eigenfunctions on Riemannian manifolds lies at the intersection of geometric analysis and quantum physics. In settings where the ...

Journal of Coastal Research, Vol. 17, No. 2 (Spring, 2001), pp. 371-382 (12 pages) Empirical orthogonal function (EOF) analysis (or Principal component analysis) has become an established technique ...

This paper develops an eigenfunction expansion approach to pricing options on scalar diffusion processes. All contingent claims are unbundled into portfolios of primitive securities called ...