This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This ...
The first part of the paper deals with an infinite system of weakly coupled (this means that every equation contains derivatives of only one unknown function ...
SIAM Journal on Applied Mathematics, Vol. 22, No. 4 (Jun., 1972), pp. 629-647 (19 pages) The two-time perturbation procedure is applied to a class of inhomogeneous initial boundary value problems for ...
Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...
The members of the group Geometric Analysis and Partial Differential Equations have broad interests in analysis and geometry. Active research topics include quasiconformal analysis and partial ...
We derive a partial differential equation (PDE) representation for the value of financial derivatives with bilateral counterparty risk and funding costs. The model is very general in that the funding ...
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