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Completely generalized nonlinear variational inclusions for fuzzy mappings

Nan-jing Huang — 1999

Czechoslovak Mathematical Journal

In this paper, we introduce and study a new class of completely generalized nonlinear variational inclusions for fuzzy mappings and construct some new iterative algorithms. We prove the existence of solutions for this kind of completely generalized nonlinear variational inclusions and the convergence of iterative sequences generated by the algorithms.

On the Spectral Characterizations of Graphs

Jing HuangShuchao Li — 2017

Discussiones Mathematicae Graph Theory

Several matrices can be associated to a graph, such as the adjacency matrix or the Laplacian matrix. The spectrum of these matrices gives some informations about the structure of the graph and the question “Which graphs are determined by their spectrum?” is still a difficult problem in spectral graph theory. Let [...] p2q 𝒰 p 2 q be the set of graphs obtained from Cp by attaching two pendant edges to each of q (q ⩽ p) vertices on Cp, whereas [...] p2q 𝒱 p 2 q the subset of [...] p2q 𝒰 p 2 q with odd p and its q vertices...

On European option pricing under partial information

Meng WuJue LuNan-jing Huang — 2016

Applications of Mathematics

We consider a European option pricing problem under a partial information market, i.e., only the security's price can be observed, the rate of return and the noise source in the market cannot be observed. To make the problem tractable, we focus on gap option which is a generalized form of the classical European option. By using the stochastic analysis and filtering technique, we derive a Black-Scholes formula for gap option pricing with dividends under partial information. Finally, we apply filtering...

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