Motivated by path-integral numerical solutions of diffusion processes, PATHINT, we present a new tree algorithm, PATHTREE, which permits extremely fast accurate computation of probability distributions of a large class of general nonlinear diffusion processes

For a theoretical valuation of a financial option, various models have been proposed that require specific hypotheses regarding both the stochastic process driving the price behaviour of the underlying security and market efficiency. When some of these assumptions are removed, we obtain an...

A graph is called regularable if it is possible to label its edges with integers so that the sum of the integers assigned to the edges incident to the vertices are all same, say equal to . Clearly if the given graph is regular of degree then there is no need to find an edge-assignment; simply...

In this study, the joint p.f. of multivariate order statistics by marginal ordering of i.n.n.i.d. random vectors from discrete parents is examined. Furthermore, the continuous cases are derived from the discrete cases

We consider the method of quasi-reversibility for numerical solving of boundary-value problems for differential equations. A specific feature of our approach is the well-posedness of the problems we study. We illustrate the main idea of the method with several examples of typical problems of...

In this paper we consider the classical system of matrix equationsover , an arbitrary regular ring with identity. Necessary and sufficient conditions for the existence and the expression of the general solution to the system are derived. As an application, the linear matrix equation + = over is...

We consider a bistable degenerate diffusion equation where the nonlinearity () is assumed to be singular (non-differentiable) at = 0. It is shown that the finite travelling wave (FTW) connecting the two stable equilibria = 1 and = 0, which is known to exist when is differentiable, persists to...