Results 121 to 130 of about 45,301 (190)

Forward equations for option prices in semimartingale models [PDF]

We derive a forward partial integro-differential equation for prices of call options in a model where the dynamics of the underlying asset under the pricing measure is described by a -possibly discontinuous- semimartingale. This result generalizes Dupire'
Rama Cont, Amel Bentata
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Regularity results for nonlocal fully nonlinear elliptic equations

, 2013
Rang M. Regularity results for nonlocal fully nonlinear elliptic equations. Bielefeld: Universitätsbibliothek; 2013.In this thesis we consider nonlocal fully nonlinear elliptic operators derived from a certain class of linear integro-differential ...
Rang, Marcus
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Solving Ordinary Differential Equations Using Lie Group [PDF]

, 2018
This study is concerned about symmentries of differential equations. Symmetries are transformations leaving the set of solution invariant.suchtransformations are called point trnsformations .
Mokhtar Balla Mohamed Ali
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INITIAL VALUE PROBLEMS FOR NONLINEAR DIFFERENTIAL EQUATIONS SOLVED BY DIFFERENTIAL TRANSFORM METHOD [PDF]

The notion of differential transform was firstly introduced and applied to electrical circuits by J. Zhou, [4]. In the present paper we apply the differential transform method to solve initial values problems for nonlinear differential equations.
Flavia-Dalia FRUMOSU, Mircea CÎRNU
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On parabolic stochastic integro-differential equations: existence, regularity and numerics [PDF]

, 2015
In this thesis, we study the existence, uniqueness, and regularity of systems of degenerate linear stochastic integro-differential equations (SIDEs) of parabolic type with adapted coefficients in the whole space.
Leahy, James-Michael
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Optimal L2 estimates for semidiscrete Galerkin methods for\ud parabolic integro-differential equations with nonsmooth data

, 2009
In this article, we discuss an alternate approach to a priori error estimates for the semidiscrete Galerkin approximation to a time dependent parabolic integro-differential equation with nonsmooth initial data.
Goswami, Deepjyoti, Pani, A. K., Yadav, S   +2 more
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Noncommutative operational calculus

Electronic Journal of Differential Equations, 1999
Oliver Heaviside's operational calculus was placed on a rigorous mathematical basis by Jan Mikusinski, who constructed an algebraic setting for the operational methods.
Henry E. Heatherly, Jason P. Huffman
doaj  

Square integrable solutions and stability of a second-order stochastic integro-differential equation. [PDF]

Sci Rep
Oudjedi-Damerdji LF, Meziane M, Djidel O, Boulaaras S, Alharbi A.   +4 more
europepmc   +1 more source

Dynamical analysis and exact solitary wave solutions of [Formula: see text]-dimensional integro-differential Jaulent-Miodek equation using two analytical schemes. [PDF]

Sci Rep
Nasir B, Abbas M, Yousaf MZ, Nazir T, El-Rahman MA, Birhanu A.   +5 more
europepmc   +1 more source

INHERITANCE OF INTRACELLULAR VIRAL RNA IN A MULTISCALE MODEL OF HEPATITIS C INFECTION. [PDF]

SIAM J Appl Math
Cassidy T, Belluccini G, Iyaniwura SA, Ribeiro RM, Perelson AS.   +4 more
europepmc   +1 more source