solving systems of differential equations with mathematica

Tài liệu Numerical Solution of Stochastic Differential Equations with Jumps in Finance pdf

Tài liệu Numerical Solution of Stochastic Differential Equations with Jumps in Finance pdf

Ngày tải lên : 19/02/2014, 22:20
... collection of events, sigma-algebra A filtration E(X) expectation of X E(X |A) conditional expectation of X under A P (A) probability of A P (A |B) probability of A conditioned on B ∈ element of ∈ ... context of derivative pricing. The book does not claim to be a complete account of the state of the art of the subject. Rather it attempts to provide a systematic framework for an understanding of ... covering many new results for the approxi- mation of continuous solutions of SDEs. The discrete time approximation of SDEs with jumps represents the focus of the monograph. The reader learns about powerful...
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Báo cáo hóa học: " Solving systems of nonlinear matrix equations involving Lipshitzian mappings" pdf

Báo cáo hóa học: " Solving systems of nonlinear matrix equations involving Lipshitzian mappings" pdf

Ngày tải lên : 20/06/2014, 22:20
... for solving different classes of systems of nonlinear matrix equations involving Lipshitzian mappings. 2000 Mathematics Subject Classifications: 15A24; 65H05. Keywords: nonlinear matrix equations, ... 2011:89 http://www.fixedpointtheoryandapplications.com/content/2011/1/89 Page 2 of 10 RESEARC H Open Access Solving systems of nonlinear matrix equations involving Lipshitzian mappings Maher Berzig * and Bessem ... for the study of solutions to systems of nonlinear matrix equations involving contractive mappings. We first review the Thompson metric on the open convex cone P(n)(n ≥ 2), the set of all nìn Hermitian...
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Báo cáo hóa học: " New criteria for stability of neutral differential equations with variable delays by fixed points method" docx

Báo cáo hóa học: " New criteria for stability of neutral differential equations with variable delays by fixed points method" docx

Ngày tải lên : 20/06/2014, 22:20
... asymptotic stability of the non- linear impulsive stochastic differential equations and the impulsive stochastic partial differential equations with infinite delays by means of the fixed point ... stochastic partial differential equations with delays by the fixed point method. Zhou and Zhong [15] study the exponential p-stability of neutral stochastic differential equations with multi- ple ... neutral differential equations with variable delays. Proc Am Math Soc. 136, 909–918 (2008) 19. Ardjouni, A, Djoudi, A: Fixed points and stability in linear neutral differential equations with variable...
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Báo cáo hóa học: " Positive solutions of the three-point boundary value problem for fractional-order differential equations with an advanced argument" ppt

Báo cáo hóa học: " Positive solutions of the three-point boundary value problem for fractional-order differential equations with an advanced argument" ppt

Ngày tải lên : 21/06/2014, 03:20
... integro -differential equations with deviating arguments. J Comput Appl Math 2009, 225:602-611. 45. Wang G: Boundary value problems for systems of nonlinear integro -differential equations with deviating arguments. ... nonlinear ordinary differential equations with advanced arguments. Nonlinear Anal 2003, 53:495-505. 40. Yan JR: Oscillation of first-order impulsive differential equations with advanced argument. ... fractional integrodifferential equations in Banach spaces. Nonlinear Anal 2010, 72:4587-4593. 28. Goodrich ChS: Existence of a positive solution to a class of fractional differential equations. Appl...
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Tài liệu Đề tài " Isomonodromy transformations of linear systems of difference equations" pptx

Tài liệu Đề tài " Isomonodromy transformations of linear systems of difference equations" pptx

Ngày tải lên : 14/02/2014, 17:20
... The proof of uniqueness is complete. To prove the existence we note, first of all, that it suffices to provide a proof if one of the κ i ’s is equal to ±1 and one of the δ j ’s is equal to ∓1 with all ... solution of the difference Schlesinger equations (3.1)– (3.3) with the initial conditions {B i (0) = B i }, and let B i (x 1 , ,x n )bethe solution of the classical Schlesinger equations (5.4) with ... solutions of isomonodromy problems for such systems of difference equations. In the case of one-interval gap probability this has been done (in a different language) in [Bor], [BB]. One example of the...
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differential equations with linear algebra nov 2009

differential equations with linear algebra nov 2009

Ngày tải lên : 11/06/2014, 07:16
... the development of general solutions to systems of linear differential equations or higher order linear differential equations. Over the past decade or two, first-order differential equations have ... will encounter a handful of examples on linear differential equations that foreshadow part of the role of linear algebra in the field of differential equations. The goal of the chapter on linear ... for the solution of linear systems of differential equations in chapter 3. Discussion of ideas like basis, dimension, and vector spaces of functions from the final two sections of chapter 1 can...
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Báo cáo toán học: " Minimal and maximal solutions to first-order differential equations with state-dependent deviated arguments" pptx

Báo cáo toán học: " Minimal and maximal solutions to first-order differential equations with state-dependent deviated arguments" pptx

Ngày tải lên : 20/06/2014, 20:20
... lower and upper solutions for problem (1) with Λ = 0, and this does not depend on the choice of τ. Proof. Reasoning in the same way as in the proof of Proposition 1, we obtain that there exists ... the recent articles [2–7] which deal with existence results for this kind of prob- lems. For the qualitative study of this type of problems we can cite the survey of Hartung et al. [8] and references ... differential equations with deviated arguments. J. Optim. Theory Appl. 135(2), 257–269 (2007) 5. Jankowski, T: Existence of solutions of boundary value problems for dif- ferential equations in...
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