Long time behavior of the solutions to non-linear Kraichnan equations
, 2004 We consider the solution of a nonlinear Kraichnan equation $$\partial_s H(s,t)=\int_t^s H(s,u)H(u,t) k(s,u) du,\quad s\ge t$$ with a covariance kernel $k$ and boundary condition $H(t,t)=1$.
Guionnet, Alice, Mazza, Christian
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On the American swaption in the linear-rational framework
, 2018 We study American swaptions in the linear-rational (LR) term structure model introduced in [5]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically tractable.
Filipovic, Damir, Kitapbayev, Yerkin
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Existence and Stability of Standing Pulses in Neural Networks : I Existence
, 2003 We consider the existence of standing pulse solutions of a neural network integro-differential equation. These pulses are bistable with the zero state and may be an analogue for short term memory in the brain.
Aliprantis Charalambos +16 more
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An improvement of the product integration method for a weakly singular Hammerstein equation
, 2016 We present a new method to solve nonlinear Hammerstein equations with weakly singular kernels. The process to approximate the solution, followed usually, consists in adapting the discretization scheme from the linear case in order to obtain a nonlinear ...
Grammont, Laurence, Kaboul, Hanane
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On existence of solutions of a neutral differential equation with deviation argument [PDF]
, 2010 We establish theorems on the existence and asymptotic characterization of solutions of a differential equation of neutral type with deviated argument on neutral type. The mentioned differential equation admits both delayed and advanced arguments.
Olszowy, Leszek
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A systematic procedure for incorporating separable static heterogeneity into compartmental epidemic models. [PDF]
J Math Biol, 2023 Diekmann O, Inaba H.
europepmc +1 more source
Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon [PDF]
We present a solution to some discounted optimal stopping problem for the maximum of a geometric Brownian motion on a finite time interval. The method of proof is based on reducing the initial optimal stopping problem with the continuation region ...
Pavel V. Gapeev
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An operator-theoretical study of the specific heat and the critical magnetic field in the BCS-Bogoliubov model of superconductivity. [PDF]
Sci Rep, 2020 Watanabe S.
europepmc +1 more source
Some theoretical results for a class of neural mass equations
, 2010 We study the neural field equations introduced by Chossat and Faugeras in their article to model the representation and the processing of image edges and textures in the hypercolumns of the cortical area V1.
Chossat, Pascal +2 more
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The British Asian Option [PDF]
Following the economic rationale of [7] and [8] we present a new class of Asian options where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) is the ‘best prediction’ of the European payoff ...
Farman Samee +2 more
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