In this paper the Taylor expansions in the semi-group of conditional expectations are truncated to derive new efficient schemes for the numerical solution of jump-diffusion stochastic differential ...

Fedosova, Prof. Dr. Kim Klinger-Logan and Dr. Danylo Radchenko investigated these functions, which must satisfy certain partial differential equations, and found the correct homogeneous part of ...

SIAM Journal on Applied Mathematics, Vol. 54, No. 1 (Feb., 1994), pp. 273-283 (11 pages) This paper continues the authors' study of boundary-value problems for singularly perturbed linear second-order ...

Fedosova, Prof. Dr. Kim Klinger-Logan and Dr. Danylo Radchenko investigated these functions, which must satisfy certain partial differential equations, and found the correct homogeneous part of ...