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 ...
Annals of Mathematics, a distinguished journal of research papers in pure mathematics, was founded in 1884. Annals of Mathematics is published bimonthly with the cooperation of Princeton University ...
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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