Displaying similar documents to “An analysis of the Darwin model of approximation to Maxwell's equations.”

Dynamical model of viscoplasticity

Kisiel, Konrad

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This paper discusses the existence theory to dynamical model of viscoplasticity and show possibility to obtain existence of solution without assuming weak safe-load condition.

Analytical approximation of the transition density in a local volatility model

Stefano Pagliarani, Andrea Pascucci (2012)

Open Mathematics

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We present a simplified approach to the analytical approximation of the transition density related to a general local volatility model. The methodology is sufficiently flexible to be extended to time-dependent coefficients, multi-dimensional stochastic volatility models, degenerate parabolic PDEs related to Asian options and also to include jumps.