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1221
An Analytic Solution for a Vasicek Interest Rate Convertible Bond Model
Published 2010-01-01“…This paper provides the analytic solution to the partial differential equation for the value of a convertible bond. …”
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1222
Nonlinear Decomposition of Doob-Meyer's Type for Continuous g-Supermartingale with Uniformly Continuous Coefficient
Published 2014-01-01“…We prove that a continuous g-supermartingale with uniformly continuous coeffcient g on finite or infinite horizon, is a g-supersolution of the corresponding backward stochastic differential equation. It is a new nonlinear Doob-Meyer decomposition theorem for the g-supermartingale with continuous trajectory.…”
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1223
Existence and uniqueness theorems for some fourth-order nonlinear boundary value problems
Published 2000-01-01“…This paper is concerned with the problems of existence and uniqueness of solutions for the nonlinear fourth-order ordinary differential equation y′′′′+λy′′+ky+G(x,y,y′,y′′,y′′′)=f(x,y,y′,y′′,y′′′) with one of a particular set of boundary conditions.…”
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1224
A New Result for ψ-Hilfer Fractional Pantograph-Type Langevin Equation and Inclusions
Published 2022-01-01“…In this paper, we deal with the existence and uniqueness of solution for ψ-Hilfer Langevin fractional pantograph differential equation and inclusion; these types of pantograph equations are a special class of delay differential equations. …”
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1225
A New Proof of Central Limit Theorem for i.i.d. Random Variables
Published 2013-01-01“…Our main tool is the viscosity solution theory of partial differential equation (PDE).…”
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1226
Existence and Nonexistence of Positive Solutions for Fractional Three-Point Boundary Value Problems with a Parameter
Published 2019-01-01“…In this work, we investigate the existence and nonexistence of positive solutions for p-Laplacian fractional differential equation with a parameter. On the basis of the properties of Green’s function and Guo-Krasnosel’skii fixed point theorem on cones, the existence and nonexistence of positive solutions are obtained for the boundary value problems. …”
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1227
Moment Equations in Modeling a Stable Foreign Currency Exchange Market in Conditions of Uncertainty
Published 2013-01-01“…The paper develops a mathematical model of foreign currency exchange market in the form of a stochastic linear differential equation with coefficients depending on a semi-Markov process. …”
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1228
The Numerical Solution of the Bitsadze-Samarskii Nonlocal Boundary Value Problems with the Dirichlet-Neumann Condition
Published 2012-01-01“…A procedure of modified Gauss elimination method is used for solving these difference schemes for the two-dimensional elliptic differential equation. The method is illustrated by numerical examples.…”
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1229
On Extended b-Rectangular and Controlled Rectangular Fuzzy Metric-Like Spaces with Application
Published 2022-01-01“…As an application, we utilize our main results to solve the uniqueness of the solution of a differential equation occurring in the dynamic market equilibrium.…”
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1230
A Numerical Method for Lane-Emden Equations Using Hybrid Functions and the Collocation Method
Published 2012-01-01“…The collocation method transforms the differential equation into a system of algebraic equations. …”
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1231
On Partial Complete Controllability of Semilinear Systems
Published 2013-01-01“…Many control systems can be written as a first-order differential equation if the state space enlarged. Therefore, general conditions on controllability, stated for the first-order differential equations, are too strong for these systems. …”
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1232
Spatial Dynamics for a Generalized Solow Growth Model
Published 2018-01-01“…The explicit solutions of the growth model, which is expressed by a differential equation with corresponding boundary conditions, are employed to illustrate the spatial dynamics of the model in different economic regions. …”
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1233
General Linear Boundary Value Problem for the Second-Order Integro-Differential Loaded Equation with Boundary Conditions Containing Both Nonlocal and Global Terms
Published 2010-01-01“…The paper is devoted to obtaining the sufficient conditions for Fredholm property for the general boundary value problem of the second-order linear integro-differential equation. Here, the boundary conditions corresponding with the boundary value problem contain both nonlocal and global terms.…”
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1234
The (G′/G)-Expansion Method and Its Application for Higher-Order Equations of KdV (III)
Published 2014-01-01“…New exact traveling wave solutions of a higher-order KdV equation type are studied by the (G′/G)-expansion method, where G=G(ξ) satisfies a second-order linear differential equation. The traveling wave solutions are expressed by the hyperbolic functions, the trigonometric functions, and the rational functions. …”
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1235
Pulsation Calculation of Cylindrical Underwater Gas Explosion Products in Well
Published 2008-04-01“…The paper considers a mathematical model of pulsation process of cylindrical underwater gas explosion products in the well at gas-impulse regeneration filters. A differential equation of the second-order with constant coefficients has been derived. …”
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1236
Some Results on Equivalence Groups
Published 2012-01-01“…The comparison of two common types of equivalence groups of differential equations is discussed, and it is shown that one type can be identified with a subgroup of the other type, and a case where the two groups are isomorphic is exhibited. …”
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1237
The Role of Numerical Methods in the Sensitivity Analysis of a Density Parameter in a Passivation Rate Interaction
Published 2013-07-01“…The mathematical modelling of physiochemical interaction in the framework of industrial and environmental physics which relies on an initial value problem is defined by a first order ordinary differential equation. Two numerical methods of studying sensitivity analysis of physiochemical interaction data are developed. …”
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1238
Necessary and Sufficient Conditions of Optimality for a Damped Hyperbolic Equation in One-Space Dimension
Published 2014-01-01“…The present paper deals with the necessary optimality condition for a class of distributed parameter systems in which the system is modeled in one-space dimension by a hyperbolic partial differential equation subject to the damping and mixed constraints on state and controls. …”
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1239
Stability of a Three-Species Cooperative System with Time Delays and Stochastic Perturbations
Published 2021-01-01“…We establish the sufficient criteria of the asymptotical stability and stability in probability by constructing a neutral stochastic differential equation and some suitable functionals. The impacts of time delays and stochastic perturbations to the system dynamics are revealed by some numerical simulations at the end.…”
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1240
An oriented coincidence index for nonlinear Fredholm inclusions with nonconvex-valued perturbations
Published 2006-01-01“…An example arising in the study of a mixed system, consisting of a first-order implicit differential equation and a differential inclusion, is given.…”
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