This paper first provides a common framework for partial differential equation problems in both strong and weak form by rewriting them as generalized interpolation problems. Then ...
Moving averages of the solution of an initial value problem for a system of ordinary differential equations are used to extract the general behavior of the solution without follow...
For a graph G, it is known to be a hard problem to compute the competition number k(G) of the graph G in general. In this paper, we give an explicit formula for the competition nu...
In vector quantization the number of vectors used to construct the codebook is always an undefined problem, there is always a compromise between the number of vectors and the quan...
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...