Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Well-Posedness of the Cauchy Problem for Inhomogeneous Time-Fractional Pseudo-Differential Equations

Mathematics Subject Classification: 26A33, 45K05, 35A05, 35S10, 35S15, 33E12

Pseudo-Differential Operators in a Wave Diffraction Problem with Impedance Conditions

Mathematics Subject Classification: 35J05, 35J25, 35C15, 47H50, 47G30

A Dichotomy for Ordinary Differential Equations in a Banach Space

A dichotomysimilar property for a class of homogeneous differential equations in an arbitrary Banach space is introduced. By help of them, existence of quasi bounded solutions of the appropriate nonhomogeneous equation is proved.

Nonlinear Time-Fractional Differential Equations in Combustion Science

MSC 2010: 34A08 (main), 34G20, 80A25

On Modified Method of Simplest Equation for Obtaining Exact Solutions of Nonlinear PDEs: Case of Elliptic Simplest Equation

2010 Mathematics Subject Classification: 74J30, 34L30.

A Simple Example of Localized Parametric Resonance for the Wave Equation

2000 Mathematics Subject Classification: 35L05, 35P25, 47A40.