Found: 7
Select item for more details and to access through your institution.
Essential Spectra, Matrix Operator and Applications.
- Published in:
- Acta Applicandae Mathematicae, 2010, v. 111, n. 3, p. 319, doi. 10.1007/s10440-009-9547-9
- By:
- Publication type:
- Article
Erratum to: Controllability and Hedgibility of Black-Scholes Equations with N Stocks.
- Published in:
- 2010
- By:
- Publication type:
- Correction Notice
Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes.
- Published in:
- Acta Applicandae Mathematicae, 2010, v. 111, n. 3, p. 233, doi. 10.1007/s10440-009-9543-0
- By:
- Publication type:
- Article
On the Rational Recursive Sequence $x_{n+1}=Ax_{n}+Bx_{n-k}+\frac{\beta x_{n}+\gamma x_{n-k}}{Cx_{n}+Dx_{n-k}}$.
- Published in:
- Acta Applicandae Mathematicae, 2010, v. 111, n. 3, p. 287, doi. 10.1007/s10440-009-9545-y
- By:
- Publication type:
- Article
Semiorthogonal Multiresolution Analysis Frames in Higher Dimensions.
- Published in:
- Acta Applicandae Mathematicae, 2010, v. 111, n. 3, p. 257, doi. 10.1007/s10440-009-9544-z
- By:
- Publication type:
- Article
Existence Results for Impulsive Neutral Stochastic Functional Integro-Differential Equations with Infinite Delays.
- Published in:
- Acta Applicandae Mathematicae, 2010, v. 111, n. 3, p. 303, doi. 10.1007/s10440-009-9546-x
- By:
- Publication type:
- Article
Controllability and Hedgibility of Black-Scholes Equations with N Stocks.
- Published in:
- Acta Applicandae Mathematicae, 2010, v. 111, n. 3, p. 339, doi. 10.1007/s10440-009-9548-8
- By:
- Publication type:
- Article