Analytic Approximation of Solutions of Parabolic Partial Differential Equations with Variable Coefficients
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DOI: 10.1155/2017/2947275
Abstract: A complete family of solutions for the one-dimensional reaction-diffusion equation, , with a coefficient depending on is constructed. The solutions represent the images of the heat polynomials under the action of a transmutation operator. Their… read more here.
Keywords: analytic approximation; partial differential; solutions parabolic; differential equations ... See more keywords
Analytic approximation of the transition density function under a multi-scale volatility model
Sign Up to like & getrecommendations! Published in 2017 at "Hacettepe Journal of Mathematics and Statistics"
DOI: 10.15672/hjms.2017.540
Abstract: The transition density function plays an important role in understanding and explaining the dynamics of the stochastic process. We propose an approach which can be used for the analytic approximation of the transition density related… read more here.
Keywords: transition density; analytic approximation; transition; density function ... See more keywords