Results 151 to 160 of about 757 (180)

On Some Generalization of Multivalued Nonexpansive Mappings

Bulletin of the Iranian Mathematical Society, 2019
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On the Problem of Dissipative Perturbations of Nonexpansive Mappings

Applied Mathematics and Mechanics, 2001
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A modified Ishikawa iteration scheme for b‐enriched nonexpansive mapping to solve split variational inclusion problem and fixed point problem in Hilbert spaces

Mathematical Methods in the Applied Sciences, 2023
Pawicha Phairatchatniyom, Poom Kumam, Vasile Berinde   +2 more
exaly  

A new iterative algorithm for the variational inequality problem over the fixed point set of a firmly nonexpansive mapping

Optimization, 2010
Hideaki Iiduka
exaly  

Strong convergence of an explicit iteration process for a totally asymptotically I-nonexpansive mapping in Banach spaces

Applied Mathematics Letters, 2010
Farrukh Mukhamedov, Mansoor Saburov
exaly  

Convergence theorem for I-asymptotically quasi-nonexpansive mapping in Hilbert space

Journal of Mathematical Analysis and Applications, 2007
Seyit Temir
exaly  

A Use of Conjugate Gradient Direction for the Convex Optimization Problem over the Fixed Point Set of a Nonexpansive Mapping

SIAM Journal on Optimization, 2009
Hideaki Iiduka, Isao Yamada
exaly  

Nonexpansive maps and option pricing theory

Kybernetika, 1998
Summary: The famous Black-Scholes (BS) and Cox-Ross-Rubinstein (CRR) formulas are basic results in the modern theory of option pricing in financial mathematics. They are usually deduced by means of stochastic analysis; various generalisations of these formulas were proposed using more sophisticated stochastic models for common stocks pricing evolution.
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Nonexpansive Maps

2001
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A hybrid approximation method for equilibrium and fixed point problems for a monotone mapping and a nonexpansive mapping

Nonlinear Analysis: Hybrid Systems, 2008
Poom Kumam
exaly