Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Recognition on Finite Set of Events: Bayesian Analysis of Generalization Ability and Classification Tree Pruning

The problem of recognition on finite set of events is considered. The generalization ability of classifiers for this problem is studied within the Bayesian approach. The method for non-uniform prior distribution specification on recognition tasks is suggested. It takes into account the assumed degree of intersection between classes. The results of the analysis are applied for pruning of classification trees.

Application of an Acceleration Scheme

In this paper we propose an optimized algorithm, which is faster compared to previously described finite difference acceleration scheme, namely the Modified Super-Time-Stepping (Modified STS) scheme for age-structured population models with difusion.

Application of an Acceleration Scheme for an Age-Structured Diffusion Model

In this paper we propose an optimized algorithm, which is faster compared to previously described finite difference acceleration scheme, namely the Modified Super-Time-Stepping (Modified STS) scheme for age- structured population models with diffusion.

Monte Carlo Random Walk Simulations Based on Distributed Order Differential Equations with Applications to Cell Biology

Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37

Limit Theorems for Non-Critical Branching Processes with Continuous State Space

2000 Mathematics Subject Classification: Primary 60J80, Secondary 60G99.