This contribution is one of the few psychological studies analyzing the marriage preferences of Bangladeshi urban youths Our goal was to demonstrate that the line between traditional and “modern” marriage is no longer clear-cut and document the importance of social status and religion in shaping the life priorities of young, educated Bangladeshis The sample (N = 205) consisted of unmarried university undergraduates aged 19-26 Participants were presented with three marriage scenarios: a traditional marriage arrangement, a hybrid model based on mutual attraction and family support, and finally, a Western-style love marriage Generally, the Western marriage arrangements were rated more positively than the other models Surprisingly, there were no significant differences between preferences for a hybrid and a traditional model Additionally, participants from a higher social milieu with lower levels of religiosity accepted love marriages more eagerly than middle-class students

/pdf/globalization-sharia-law-and-cultural-hybridity-a-case-of-3bhqa0bueb.pdf

Globalization, Sharia Law, and Cultural Hybridity: A Case of Marriage Preferences of Young Bangladeshis

Arranged dating approaches are common in numerous religious cultures, but the dating experiences of Orthodox Jews have been largely unexplored in the research. In this qualitative study, eight youn...

Dating experiences of Orthodox Jews in the shidduch system: a thematic analysis

This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is established for a large class of highly nonlinear hybrid SFDEs with infinite delay. Our new theory makes it possible to numerically approximate the solution of the hybrid SFDE with infinite delay, via the numerical solution of the corresponding hybrid SFDE with finite delay. 

https://doi.org/10.1016/j.jde.2023.07.028

Hybrid stochastic functional differential equations with infinite delay: Approximations and numerics

Gender differences in mate selection criteria among university students in Bangladesh: A study from the social homogamy perspective.

Since it is diﬃcult to implement implicit schemes on the inﬁnite-dimensional space, we aim to develop the explicit numerical method for approximating super-linear stochastic functional diﬀerential equations (SFDEs). Precisely, borrowing the truncation idea and linear interpolation we propose an explicit truncated Euler-Maruyama (EM) scheme for SFDEs, and obtain the boundedness and convergence in L p ( p ≥ 2). We also yield the convergence rate with 1 / 2 order. Diﬀerent from some previous works [21, 40], we release the global Lipschitz restriction on the diﬀusion coeﬃcient. Furthermore, we reveal that numerical solutions preserve the underlying stability. Moreover, we give several examples to support our theory.

pdf/an-explicit-approximation-for-super-linear-stochastic-2gdb1oov.pdf

An explicit approximation for super-linear stochastic functional differential equations

We obtain option pricing formulas for stock price models in which the drift and volatility terms are functionals of a continuous history of the stock prices. That is, the stock dynamics follows a nonlinear stochastic functional differential equation. A model with full memory is obtained via approximation through a stock price model in which the continuous path dependence does not go up to the present: there is a memory gap. A strong solution is obtained by closing the gap. Fair option prices are obtained through an equivalent (local) martingale measure via Girsanov's Theorem and therefore are given in terms of a conditional expectation. The models maintain the completeness of the market and have no arbitrage opportunities.

An Option Pricing Model with Memory

We present an alternative proof for the existence of solutions of stochastic functional differential equations satisfying a global Lipschitz condition. The proof is based on an approximation scheme in which the continuous path dependence does not go up to the present: there is a memory gap. Strong convergence is obtained by closing the gap. Such approximation is particularly useful when extending stochastic models with discrete delay to models with continuous full finite memory.

On the Solution of Stochastic Functional Differential Equations via Memory Gap

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An Option Pricing Model with Memory

An Option Pricing Model with Memory

On the Solution of Stochastic Functional Differential Equations via Memory Gap