Minqiang Li, Fabio Mercurio and Serge Resnick derive an efficient closed-form approximation for the moment-generating function of the integral of a mean-reverting stochastic process, which follows a ...

Concretely, we prove explicit formulas of partial sums of the Möbius function in arithmetic progressions and partial sums of the Möbius functions on an Abelian number field. In addition, to obtain ...

We provide an explicit gradient formula for linear chance constraints under a (possibly singular) multivariate Gaussian distribution. This formula allows one to reduce the calculus of gradients to the ...