Works matching DE "WIENER-Hopf equations"
Results: 156
A Correction Note on: When the 'Bull' Meets the 'Bear'-A First Passage Time Problem for a Hidden Markov Process.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 771, doi. 10.1007/s11009-013-9355-6
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Numerical Techniques in Lévy Fluctuation Theory.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 1, p. 31, doi. 10.1007/s11009-012-9296-5
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Scattering of plane acoustic waves by a circular semi-infinite pipe with a rigid end face placed axially in an infinite circular duct.
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- ZAMM -- Journal of Applied Mathematics & Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2013, v. 93, n. 12, p. 963, doi. 10.1002/zamm.201200062
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Propagation of sound in an infinite two-part duct carrying mean flow inserted axially into a larger infinite duct with wall impedance discontinuity.
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- ZAMM -- Journal of Applied Mathematics & Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2009, v. 89, n. 6, p. 454, doi. 10.1002/zamm.200800145
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On the System of Nonlinear Mixed Implicit Equilibrium Problems in Hilbert Spaces.
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- Journal of Inequalities & Applications, 2010, v. 2010, p. 1, doi. 10.1155/2010/437976
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Wiener-Hopf Equations Technique for General Variational Inequalities Involving Relaxed Monotone Mappings and Nonexpansive Mappings.
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- Journal of Inequalities & Applications, 2007, v. 2007, n. 1, p. 1, doi. 10.1155/2007/64947
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A GLOBAL DESCRIPTION OF SOLUTIONS TO NONLINEAR PERTURBATIONS OF THE WIENER-HOPF INTEGRAL EQUATIONS.
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- Electronic Journal of Differential Equations, 2006, v. 2006, p. 1
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Two Consequences of a Path Transform.
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- Bulletin of the London Mathematical Society, 2001, v. 33, n. 2, p. 213, doi. 10.1112/blms/33.2.213
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A New Type of Barrier Options: Lizard Option.
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- Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 75, doi. 10.1007/s10690-014-9193-8
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- Article
Smooth moving punch in an initially stressed transversely isotropic magnetoelastic medium due to shear wave.
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- Mechanics of Advanced Materials & Structures, 2016, v. 23, n. 7, p. 774, doi. 10.1080/15376494.2015.1029161
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The Departure Process for Queueing Systems with Batch Arrival of Customers.
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- Stochastic Models, 2008, v. 24, n. 2, p. 246, doi. 10.1080/15326340802007406
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- Article
Frictional contact between an elastic strip and a semi-infinite punch with rounded edge.
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- Acta Mechanica, 2017, v. 228, n. 10, p. 3619, doi. 10.1007/s00707-017-1866-8
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Another look into decomposition results.
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- Queueing Systems, 2013, v. 75, n. 1, p. 19, doi. 10.1007/s11134-013-9347-9
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A non-increasing Lindley-type equation.
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- Queueing Systems, 2007, v. 56, n. 1, p. 41, doi. 10.1007/s11134-007-9029-6
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Wiener-Hopf design of the general two-degree-of-freedom controllers and the connection to state-space formulas.
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- International Journal of Control, 2002, v. 75, n. 18, p. 1435, doi. 10.1080/0020717021000023960
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Rigorous Analysis of Wide Beam Scalar Feed Horns with Different Impedance Internal Surfaces.
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- Electromagnetics, 2006, v. 26, n. 5, p. 359, doi. 10.1080/02726340600710809
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On general quasi-variational inequalities
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- Journal of King Saud University - Science, 2012, v. 24, n. 1, p. 81, doi. 10.1016/j.jksus.2010.07.002
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THE SOLVABILITY AND PROPERTIES OF SOLUTIONS OF ONE WIENER-HOPF TYPE EQUATION IN THE SINGULAR CASE.
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- Studia Universitatis Babeş-Bolyai, Mathematica, 2010, n. 2, p. 189
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An exact analytical solution for discrete barrier options.
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- Finance & Stochastics, 2006, v. 10, n. 1, p. 1, doi. 10.1007/s00780-005-0170-y
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Unified Solution of the Expected Maximum of a Discrete Time Random Walk and the Discrete Flux to a Spherical Trap.
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- Journal of Statistical Physics, 2006, v. 122, n. 5, p. 833, doi. 10.1007/s10955-005-9002-x
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An iterative method for implicit general Wiener-Hopf equations and nonexpansive mappings.
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- Journal of Applied Functional Analysis, 2015, v. 10, n. 1/2, p. 225
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APPLYING THE WIENER-HOPF MONTE CARLO SIMULATION TECHNIQUE FOR LÉVY PROCESSES TO PATH FUNCTIONALS.
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- Journal of Applied Probability, 2015, v. 52, n. 1, p. 129, doi. 10.1239/jap/1429282611
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FACTORIZATION IDENTITIES FOR REFLECTED PROCESSES, WITH APPLICATIONS.
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- Journal of Applied Probability, 2013, v. 50, n. 3, p. 632, doi. 10.1239/jap/1378401227
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A NEW PROOF OF THE WIENER--HOPF FACTORIZATION VIA BASU'S THEOREM.
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- Journal of Applied Probability, 2012, v. 49, n. 3, p. 876, doi. 10.1239/jap/1346955340
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WIENER--HOPF FACTORIZATION FOR A FAMILY OF LÉVY PROCESSES RELATED TO THETA FUNCTIONS.
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- Journal of Applied Probability, 2010, v. 47, n. 4, p. 1023, doi. 10.1239/jap/1294170516
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- Article
EVALUATING SCALE FUNCTIONS OF SPECTRALLY NEGATIVE LEVY PROCESSES.
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- Journal of Applied Probability, 2008, v. 45, n. 1, p. 135, doi. 10.1239/jap/1208358957
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WIENER-HOPF FACTORIZATION FOR LÉVY PROCESSES HAVING POSITIVE JUMPS WITH RATIONAL TRANSFORMS.
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- Journal of Applied Probability, 2008, v. 45, n. 1, p. 118, doi. 10.1239/jap/1208358956
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THE JOINT DENSITY OF THE SURPLUS BEFORE AND AFTER RUIN IN THE SPARRE ANDERSEN MODEL.
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- Journal of Applied Probability, 2007, v. 44, n. 3, p. 695, doi. 10.1239/jap/1189717539
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Canonical Wiener-Hopf and spectral factorization of large-degree matrix polynomials.
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- PAMM: Proceedings in Applied Mathematics & Mechanics, 2014, v. 14, n. 1, p. 817, doi. 10.1002/pamm.201410389
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Necessity of a Wiener type condition for boundary regularity of quasiminimizers and nonlinear elliptic equations.
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- Calculus of Variations & Partial Differential Equations, 2009, v. 35, n. 4, p. 481, doi. 10.1007/s00526-008-0216-z
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Model of the fracture process zone at the tip of a crack reaching the nonsmooth interface between elastic media.
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- International Applied Mechanics, 2008, v. 44, n. 10, p. 1084, doi. 10.1007/s10778-009-0131-9
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Initial kinking of an interface crack between two elastic media.
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- International Applied Mechanics, 2007, v. 43, n. 10, p. 1090, doi. 10.1007/s10778-007-0109-4
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- Article
Some New Results for Departure Process in the MX/G/1 Queueing System with a Single Vacation and Exhaustive Service.
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- Stochastic Analysis & Applications, 2010, v. 28, n. 1, p. 26, doi. 10.1080/07362990903417920
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EFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKS.
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- International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 3, p. -1, doi. 10.1142/S0219024913500118
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LOOKBACK OPTION PRICES UNDER A SPECTRALLY NEGATIVE TEMPERED-STABLE MODEL.
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- International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 3, p. -1, doi. 10.1142/S021902491350012X
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Convex minorants and the fluctuation theory of Lévy processes.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2022, v. 19, n. 1, p. 983, doi. 10.30757/ALEA.v19-39
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COMBINED PERTURBATION AND WIENER-HOPF ANALYSIS OF THE DIFFRACTION BY A FINITE SINUSOIDAL GRATING.
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- Microwave & Optical Technology Letters, 1991, v. 4, n. 11, p. 495, doi. 10.1002/mop.4650041121
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AN EXACT METHOD FOR ANALYZING BOXED MICROSTRIPS ON LOSSY SUBSTRATES.
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- Microwave & Optical Technology Letters, 1989, v. 2, n. 2, p. 39
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Scattering of the TEM mode at the junction of perfectly conducting and impedance coaxial waveguides.
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- Electrical Engineering, 2010, v. 92, n. 4/5, p. 165, doi. 10.1007/s00202-010-0174-2
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- Article
On the Inhomogeneous Conservative Wiener-Hopf Equation.
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- Siberian Mathematical Journal, 2017, v. 58, n. 6, p. 1090, doi. 10.1134/S0037446617060180
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An asymptotic property of the solution to the homogeneous generalized Wiener-Hopf equation.
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- Siberian Mathematical Journal, 2010, v. 51, n. 6, p. 1131, doi. 10.1007/s11202-010-0110-8
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- Article
Asymptotic Expansions for the Distribution of the Crossing Number of a Strip by Sample Paths of a Random Walk.
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- Siberian Mathematical Journal, 2004, v. 45, n. 4, p. 680, doi. 10.1023/B:SIMJ.0000035832.87143.69
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- Article
Influence of the Lateral Process Zone Near the Tip of an Interface Crack on the Contact of its Faces.
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- Journal of Mathematical Sciences, 2017, v. 222, n. 2, p. 181, doi. 10.1007/s10958-017-3291-x
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Numerical solution of an integral equation for perpetual Bermudan options.
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- International Journal of Computer Mathematics, 2014, v. 91, n. 5, p. 1005, doi. 10.1080/00207160.2013.817569
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The Hilbert-Wiener factorization problem and the block-element method.
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- Doklady Physics, 2014, v. 59, n. 12, p. 591, doi. 10.1134/S1028335814120052
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GENUINE-OPTIMAL CIRCULANT PRECONDITIONERS FOR WIENER-HOPF EQUATIONS.
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- Journal of Computational Mathematics, 2001, v. 19, n. 6, p. 629
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A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes.
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- Mathematical Methods of Operations Research, 2013, v. 78, n. 1, p. 101, doi. 10.1007/s00186-013-0434-9
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- Article
Sound Wave Radiation from Partially Lined Duct.
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- Archives of Acoustics, 2019, v. 44, n. 2, p. 239, doi. 10.24425/aoa.2019.128487
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- Article
Scattering of cylindrical Gaussian pulse near an absorbing half-plane in a moving fluid.
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- Boundary Value Problems, 2016, v. 2016, n. 1, p. 1, doi. 10.1186/s13661-016-0596-5
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- Article
IRREVERSIBLE INVESTMENT UNDER LÉVY UNCERTAINTY: AN EQUATION FOR THE OPTIMAL BOUNDARY.
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- Advances in Applied Probability, 2016, v. 48, n. 1, p. 298, doi. 10.1017/apr.2015.18
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- Article