Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...
This work is concerned with systems of coupled partial differential equations (known as Kolmogorov backward equations) for continuous-time Markov processes featuring in the coexistence of continuous ...
Most mathematical models do not admit exact solutions. Asymptotic and perturbation methods provide powerful techniques for obtaining approximate solutions, which allow one to draw physical conclusions ...
The nonlinear autonomous functional differential equation ẋ(t) = f(x(t)) + g(xt), t ≥ 0, x0 = φ is investigated by means of the theory of semigroups of nonlinear operators. The properties of the ...
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