The paper proposes a new method, called the Fast Quadratic Transform (FQT), to solve the general indefinite two-variable quadratic equation in integers. The paper presents the new approach, discusses its properties, and ...

We consider non-strictly hyperbolic systems of conservation laws in triangular form, which arise in applications like three-phase flows in porous media. We device simple and efficient finite volume schemes of Godunov type ...

We study the problem of recursive utility maximization in the presence of nonlinear constraint on the wealth for a model driven by L evy processes. We extend the notion of W-divergence to vector valued functions and then ...

We model spot prices in energy markets with exponential non-Gaussian Ornstein-Uhlenbeck processes. We generalize the classical geometric Brownian motion and Schwartz' mean-reversion model by introducing Lévy processes as ...

Effects of axial forces on the displacements in compression members, generally termed second order effects, are small and can be neglected in a great many structures. In recognition of this, most design codes and standards ...

We give a short introduction to the white noise theory for multiparameter Lévy processes and its application to stochastic partial differential equations driven by such processes. Examples include temperature distribution ...

We propose a model for stock price dynamics that explicitly incorporates random waiting times between trades, also known as duration, and show how option prices can be calculated using this model. We use ultra-high-frequency ...

Topological André-Quillen homology for commutative S-algebras was introduced by Basterra following work of Kriz, and has been intensively studied by several authors. In this paper we discuss it as a homology theory on CW ...

We derive error estimates for finite difference-quadrature schemes approximating viscosity solutions of nonlinear degenerate parabolic integro-PDEs with variable diffusion coefficients. The relevant equations can be viewed ...