Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
We study the intrinsic difficulty of solving linear parabolic initial value problems numerically at a single point. We present a worst case analysis for deterministic as well as fo...
Stochastic device noise has become a significant challenge for high-precision analog/RF circuits, and it is particularly difficult to correctly include both white noise and flic...
This paper deals with the approximation of the buckling coefficients and modes of a clamped plate modeled by the Reissner-Mindlin equations. These coefficients are related with the...
Neural fields are an interesting option for modelling macroscopic parts of the cortex involving several populations of neurons, like cortical areas. Two classes of neural field equ...