This is a preview. Log in through your library . Journal Information SIAM Journal on Numerical Analysis contains research articles on the development and analysis of ...

This paper develops an eigenfunction expansion approach to pricing options on scalar diffusion processes. All contingent claims are unbundled into portfolios of primitive securities called ...

Spectral theory provides a rigorous framework for analysing the eigenvalues and eigenfunctions of differential operators that play an essential role in mathematical physics. In particular, ...

This course introduces the quantum mechanical concept of angular momentum operator and its relationship with rotation operator. It then presents the angular momentum operators, their eigenvalues and ...

AMONG those who are trying to acquire a general acquaintance with Schrödinger's wave-mechanics there must be many who find their mathematical equipment insufficient to follow his first great ...