Works matching DE "ASYMPTOTIC expansions"

Results: 5000

On the asymptotics of real solutions for the Painlevé I equation.

Published in:

Analysis & Applications, 2025, v. 23, n. 6, p. 939, doi. 10.1142/S0219530524500441

By:

Long, Wen-Gao;
Xia, Jun

Publication type:

Article

On the Spectrum of the Harmonic Oscillator on ℝ Perturbed by a Certain Scalar Potential.

Published in:

IAENG International Journal of Applied Mathematics, 2025, v. 55, n. 7, p. 2012

By:

El Hammaji, Mohamed;
Bouzelmate, Arij;
Aarab, Ilias;
Tagmouti, Mohamed Ali

Publication type:

Article

Convergence rates of eigenvalue problems in perforated domains: the case of small volume.

Published in:

Advanced Nonlinear Studies, 2025, v. 25, n. 2, p. 364, doi. 10.1515/ans-2023-0166

By:

Shen, Zhongwei;
Zhuge, Jinping

Publication type:

Article

New Perspectives on the Irregular Singular Point of the Wave Equation for a Massive Scalar Field in Schwarzschild Space-Time.

Published in:

Symmetry (20738994), 2025, v. 17, n. 6, p. 922, doi. 10.3390/sym17060922

By:

Esposito, Giampiero;
Refuto, Marco

Publication type:

Article

Stability of the Repairable System with two Different Units.

Published in:: Journal of Systems Science & Information, 2011, v. 9, n. 1, p. 37
Publication type:: Article

A Multistate Saddlepoint Approximation of Credit Risk.

Published in:

Journal of Systems Science & Information, 2005, v. 3, n. 3, p. 625

By:

Yidang Yang;
Fengjing Cai;
Yuan Li

Publication type:

Article

Chaos Search Method for Bilevel Programming.

Published in:

Journal of Systems Science & Information, 2005, v. 3, n. 3, p. 553

By:

Hui Zhao;
Ziyou Gao

Publication type:

Article

Finite Sampling Properties of the Point Estimates and Confidence Intervals of the RMSEA.

Published in:

Sociological Methods & Research, 2003, v. 32, n. 2, p. 208, doi. 10.1177/0049124103256130

By:

Curran, Patrick J.;
Bollen, Kenneth A.;
Feinian Chen;
Paxton, Pamela;
Kirby, James B.

Publication type:

Article

Statistical Inference for the Relative Density.

Published in:

Sociological Methods & Research, 2002, v. 30, n. 3, p. 394, doi. 10.1177/0049124102030003005

By:

Handcock, Mark S.;
Janssen, Paul L.

Publication type:

Article

THE COMPLETE ASYMPTOTIC EXPANSIONS FOR THE SZÁSZ–MIRAKIAN-TYPE OPERATORS.

Published in:

International Journal of Wavelets, Multiresolution & Information Processing, 2009, v. 7, n. 6, p. 851, doi. 10.1142/S021969130900329X

By:

CHUNGOU ZHANG;
WANG, QUAN-E.

Publication type:

Article

High Order Asymptotic Approximation for Transverse Plate Bending.

Published in:

Mechanics of Composite Materials, 2025, v. 61, n. 2, p. 335, doi. 10.1007/s11029-025-10279-6

By:

Sheshenin, S. V.;
Artamonova, N. B.;
Kuz'min, M. A.

Publication type:

Article

Time-Dependent Free-Particle Salpeter Equation: Numerical and Asymptotic Analysis in the Light of the Fundamental Solution.

Published in:

Annalen der Physik, 2017, v. 529, n. 9, p. n/a, doi. 10.1002/andp.201600231

By:

Torre, Amalia;
Lattanzi, Ambra;
Levi, Decio

Publication type:

Article

Small-t Expansion for the Hartman-Watson Distribution.

Published in:

Methodology & Computing in Applied Probability, 2021, v. 23, n. 4, p. 1537, doi. 10.1007/s11009-020-09827-5

By:

Pirjol, Dan

Publication type:

Article

Perturbed Markov Chains with Damping Component.

Published in:

Methodology & Computing in Applied Probability, 2021, v. 23, n. 1, p. 369, doi. 10.1007/s11009-020-09815-9

By:

Silvestrov, Dmitrii;
Silvestrov, Sergei;
Abola, Benard;
Biganda, Pitos Seleka;
Engström, Christopher;
Mango, John Magero;
Kakuba, Godwin

Publication type:

Article

Two-Stage Procedure of Fixed-Width Confidence Intervals for the Risk Ratio.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 721, doi. 10.1007/s11009-019-09717-5

By:

Cho, Hokwon

Publication type:

Article

Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 2.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 965, doi. 10.1007/s11009-017-9607-y

By:

Silvestrov, Dmitrii;
Silvestrov, Sergei

Publication type:

Article

Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 1.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 945, doi. 10.1007/s11009-017-9605-0

By:

Silvestrov, Dmitrii;
Silvestrov, Sergei

Publication type:

Article

Quantile Function Expansion Using Regularly Varying Functions.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 4, p. 1091, doi. 10.1007/s11009-017-9593-0

By:

Fung, Thomas;
Seneta, Eugene

Publication type:

Article

Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 289, doi. 10.1007/s11009-017-9548-5

By:

Pirjol, Dan;
Zhu, Lingjiong

Publication type:

Article

Higher-order expansions of distributions of maxima in a Hüsler-Reiss model.

Published in:

Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 181, doi. 10.1007/s11009-014-9407-6

By:

Hashorva, Enkelejd;
Peng, Zuoxiang;
Weng, Zhichao

Publication type:

Article

Incorporating the Stochastic Process Setup in Parameter Estimation.

Published in:

Methodology & Computing in Applied Probability, 2015, v. 17, n. 4, p. 1029, doi. 10.1007/s11009-014-9426-3

By:

Sant, Lino;
Caruana, Mark

Publication type:

Article

Remarks on the Stable S( β, γ, μ) Distribution.

Published in:

Methodology & Computing in Applied Probability, 2015, v. 17, n. 2, p. 515, doi. 10.1007/s11009-014-9404-9

By:

Pogány, Tibor;
Nadarajah, Saralees

Publication type:

Article

Tail Behavior of Poisson Shot Noise Processes under Heavy-tailed Shocks and Actuarial Applications.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 655, doi. 10.1007/s11009-011-9274-3

By:

Weng, Chengguo;
Zhang, Yi;
Tan, Ken

Publication type:

Article

Runs Based on Records: Their Distributional Properties and an Application to Testing for Dispersive Ordering.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 583, doi. 10.1007/s11009-011-9269-0

By:

Balakrishnan, Narayanaswamy;
Stepanov, Alexei

Publication type:

Article

The Weak Convergence Theorem for the Distribution of the Maximum of a Gaussian Random Walk and Approximation Formulas for its Moments.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 2, p. 333, doi. 10.1007/s11009-011-9240-0

By:

Gökpınar, Fikri;
Khaniyev, Tahir;
Mammadova, Zulfiyya

Publication type:

Article

Markov Chains Competing for Transitions: Application to Large-Scale Distributed Systems.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 2, p. 305, doi. 10.1007/s11009-011-9239-6

By:

Anceaume, Emmanuelle;
Castella, François;
Ludinard, Romaric;
Sericola, Bruno

Publication type:

Article

Multiphasic Individual Growth Models in Random Environments.

Published in:

Methodology & Computing in Applied Probability, 2012, v. 14, n. 1, p. 49, doi. 10.1007/s11009-010-9172-0

By:

Filipe, Patrícia;
Braumann, Carlos;
Roquete, Carlos

Publication type:

Article

Population Monte Carlo Algorithm in High Dimensions.

Published in:

Methodology & Computing in Applied Probability, 2011, v. 13, n. 2, p. 369, doi. 10.1007/s11009-009-9154-2

By:

Lee, Jeong;
McVinish, Ross;
Mengersen, Kerrie

Publication type:

Article

Asymptotics for Ratios with Applications to Reinsurance.

Published in:

Methodology & Computing in Applied Probability, 2007, v. 9, n. 2, p. 225, doi. 10.1007/s11009-007-9020-z

By:

Ladoucette, Sophie A.;
Teugels, Jef L.

Publication type:

Article

Control Variate Method for Deep BSDE Solver Using Weak Approximation.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 2, p. 273, doi. 10.1007/s10690-022-09374-8

By:

Tsuchida, Yoshifumi

Publication type:

Article

Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs.

Published in:

Asia-Pacific Financial Markets, 2019, v. 26, n. 3, p. 391, doi. 10.1007/s10690-019-09271-7

By:

Fujii, Masaaki;
Takahashi, Akihiko;
Takahashi, Masayuki

Publication type:

Article

Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 283, doi. 10.1007/s10690-015-9201-7

By:

Fujii, Masaaki;
Takahashi, Akihiko

Publication type:

Article

Asymptotic Expansion Formula of Option Price Under Multifactor Heston Model.

Published in:

Asia-Pacific Financial Markets, 2014, v. 21, n. 4, p. 351, doi. 10.1007/s10690-014-9189-4

By:

Nagashima, Kazuki;
Chung, Tsz-Kin;
Tanaka, Keiichi

Publication type:

Article

Asymptotic Expansion for Term Structures of Defaultable Bonds with Non-Gaussian Dependent Innovations.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 4, p. 311, doi. 10.1007/s10690-013-9169-0

By:

Miura, Masakazu;
Tamaki, Kenichiro;
Shiohama, Takayuki

Publication type:

Article

An Empirical Comparison of Two Stochastic Volatility Models using Indian Market Data.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 3, p. 243, doi. 10.1007/s10690-013-9166-3

By:

Iyer, Srikanth;
Nanda, Seema;
Kumar, Swapnil

Publication type:

Article

Pricing Exotic Options and American Options: A Multidimensional Asymptotic Expansion Approach.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 2, p. 147, doi. 10.1007/s10690-012-9163-y

By:

Nishiba, Masahiro

Publication type:

Article

Pricing Discrete Barrier Options Under Stochastic Volatility.

Published in:

Asia-Pacific Financial Markets, 2012, v. 19, n. 3, p. 205, doi. 10.1007/s10690-011-9147-3

By:

Shiraya, Kenichiro;
Takahashi, Akihiko;
Yamada, Toshihiro

Publication type:

Article

Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 4, p. 345, doi. 10.1007/s10690-010-9134-0

By:

Muroi, Yoshifumi;
Takino, E.

Publication type:

Article

Coefficients of Asymptotic Expansions of SDE with Jumps.

Published in:

Asia-Pacific Financial Markets, 2010, v. 17, n. 4, p. 373, doi. 10.1007/s10690-009-9107-3

By:

Hayashi, Masafumi

Publication type:

Article

An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 69, doi. 10.1007/s10690-007-9054-9

By:

Takahashi, Akihiko;
Takehara, Kohta

Publication type:

Article

A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 4, p. 393, doi. 10.1007/s10690-006-9020-y

By:

Matsuoka, Ryosuke;
Takahashi, Akihiko;
Uchida, Yoshihiko

Publication type:

Article

On Pricing Exponential Square Root Barrier Knockout European Options.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 1, p. 1, doi. 10.1023/A:1021107418014

By:

Morimoto, Mayumi;
Takahashi, Hajime

Publication type:

Article

An Asymptotic Expansion Approach to Pricing Financial Contingent Claims.

Published in:

Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 115, doi. 10.1023/A:1010080610650

By:

Takahashi, Akihiko

Publication type:

Article

Pricing Options under Stochastic Interest Rates: A New Approach.

Published in:

Asia-Pacific Financial Markets, 1999, v. 6, n. 1, p. 49, doi. 10.1023/A:1010006525552

By:

Kim, Yong-Jin;
Kunitomo, Naoto

Publication type:

Article

Computing the oscillatory integrals with stationary line.

Published in:

Calcolo, 2025, v. 62, n. 2, p. 1, doi. 10.1007/s10092-025-00642-3

By:

Gao, Jing;
Zhang, Mingfei;
Jiang, Yaolin

Publication type:

Article

High-order schemes based on extrapolation for semilinear fractional differential equation.

Published in:

Calcolo, 2024, v. 61, n. 1, p. 1, doi. 10.1007/s10092-023-00553-1

By:

Yang, Yuhui;
Green, Charles Wing Ho;
Pani, Amiya K.;
Yan, Yubin

Publication type:

Article

PVTSI(m): A novel approach to computation of Hadamard finite parts of nonperiodic singular integrals.

Published in:

Calcolo, 2022, v. 59, n. 1, p. 1, doi. 10.1007/s10092-021-00446-1

By:

Sidi, Avram

Publication type:

Article

A Hermite collocation method for approximating a class of highly oscillatory integral equations using new Gaussian radial basis functions.

Published in:

Calcolo, 2021, v. 58, n. 2, p. 1, doi. 10.1007/s10092-021-00416-7

By:

Ranjbar, H.;
Ghoreishi, F.

Publication type:

Article

Improved interface conditions for 2D domain decomposition with corners: a theoretical determination.

Published in:

Calcolo, 2008, v. 45, n. 2, p. 111, doi. 10.1007/s10092-008-0147-2

By:

Chniti, Chokri;
Nataf, Frédéric;
Nier, Francis

Publication type:

Article

Global solutions for the gravity water waves system in 2d.

Published in:

Inventiones Mathematicae, 2015, v. 199, n. 3, p. 653, doi. 10.1007/s00222-014-0521-4

By:

Ionescu, Alexandru;
Pusateri, Fabio

Publication type:

Article