网络偏积分微分方程 网络释义 1. 偏积分微分方程 偏积分,partial... ... ) partial integration 偏积分 )Partial integro-differential equation偏积分微分方程... www.dictall.com|基于2个网页
Partial integro-differential equationIn this paper, we introduce the concept of Exponential Variance Gamma (EVG) model to the valuation of convertible bond (CB). Rather than evaluating derivatives with standard Black–Scholes approach, we describe the dynamic underlying asset log price with VG process...
are discussed. Moreover, we solve linear partial integro-differential equations (PIDE) using a convolution kernel and the double ARA-Formable transform. We solve a significant number of examples and show that the double ARA-Formable transform converts the PIDE into a solvable algebraic equation. ...
This paper is to obtain sufficient conditions for the uniqueness and existence of solutions to a new nonlinear fractional partial integro-differential equation with boundary conditions. Our analysis relies on an equivalent implicit integral equation in series obtained from an inverse operator, the ...
Poisson equation/ rapid Fourier space solutionlinear partial integro-differential equationsFluctuating quantities in magnetic confinement geometries often inherit a strong anisotropy along the field lines. One technique for describing these structures is the use of a certain set of Fourier components on the...
Partial integro-differential equations of parabolic type arise naturally in the modeling of many phenomena in various fields of physics, engineering, and economics. The main aim of this thesis is to study finite element methods with numerical quadrature for this class of equations. Both one- and ...
摘要: Partial integro-differential equationss (PIDEs) appear in finance in the context of option pricing in discontinuous models. They generalize the Black–Scholes partial differential equation (PDE) when the continuous Black–Scholes dynamics for the underlying price is...
Fourth-order partial integro-differential equationMulti-term kernelsSinc-collocation methodDouble exponential transformationConvergence analysis45K0565M0665M2265M70In this work, we consider a Sinc-collocation method for solving the fourth-order partial integro-differential equation with the multi-term kernels...
Fractional partial integro-differential equationIn this paper, the solvability of Darboux problems for nonlinear fractional partial integro-differential equations with uncertainty under Caputo gH-fractional differentiability is studied in the infinity domain J ∞ = [0, ∞ ) × [0, ∞ ). New concepts...
In this paper we present an alternative procedure that allows us to separate a family of integro-partial differential equations into two related problems, namely (i) a perturbation equation for the temperature, and (ii) a linear partial differential equation for the distribution function. We ...