Explicit solutions of infinite systems of linear equations from reflexive generalized inverses of finite potent endomorphisms
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DOI: 10.1016/j.laa.2018.09.004
Abstract: Abstract The aim of this work is to offer a method for computing reflexive generalized inverses of finite potent endomorphisms, that can be applied to obtain explicit solutions of infinite systems of linear equations. read more here.
Keywords: finite potent; reflexive generalized; potent endomorphisms; generalized inverses ... See more keywords
Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms
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DOI: 10.1016/j.nahs.2018.04.005
Abstract: We study the problem of utility maximization from terminal wealth in which an agent optimally builds her portfolio by investing in a bond and a risky asset. The asset price dynamics follow a diffusion process… read more here.
Keywords: regime switching; laplace; utility; utility maximization ... See more keywords
Explicit Solutions of Initial Value Problems for Fractional Generalized Proportional Differential Equations with and without Impulses
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DOI: 10.3390/sym13060996
Abstract: The object of investigation in this paper is a scalar linear fractional differential equation with generalized proportional derivative of Riemann–Liouville type (LFDEGD). The main goal is the obtaining an explicit solution of the initial value… read more here.
Keywords: generalized proportional; solutions initial; value; initial value ... See more keywords