Harmonic functions, defined as twice continuously differentiable functions satisfying Laplace’s equation, have long been a subject of intense study in both pure and applied mathematics. Their ...
Transactions of the American Mathematical Society, Vol. 358, No. 8 (Aug., 2006), pp. 3363-3383 (21 pages) We investigate microlocal properties of partial differential operators with generalized ...
We consider the Heston model as an example of a parameterized parabolic partial differential equation. A space-time variational formulation is derived that allows for parameters in the coefficients ...
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