Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Casabán Bartual, Mª Consuelo"'
Autor:
Casabán Bartual, Mª Consuelo
Publikováno v:
Riunet.
Esta memoria trata sobre la construcción de soluciones numéricas estables de sistemas parabólicos e hiperbólicos acoplados. Las etapas características de esta memoria son: la construcción de soluciones discretas utilizando diferencias finitas y
Externí odkaz:
http://hdl.handle.net/10251/6863
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
[EN] Integral Transform technique is a powerful method for solving random partial differencial equations (RPDEs) in unbounded domains but an alternative is needed in the case of bounded domains. In this case finite difference methods have the drawbac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::58ad58aef3e7afa8046da5c7dd3ede98
https://hdl.handle.net/10251/178217
https://hdl.handle.net/10251/178217
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
[EN] This work deals with the construction of analytic-numerical solutions, in the mean square sense of the random heterogeneous telegraph type problem. Efficient methods for solving numerically deterministic problems such as finite-difference method
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::79c9ded6dc8968ed69fd6c4690d26d80
http://hdl.handle.net/10251/180565
http://hdl.handle.net/10251/180565
Autor:
Casabán Bartual, Mª Consuelo, Cortés López, Juan Carlos, Romero Bauset, José Vicente, Roselló Ferragud, María Dolores
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
Abstr. Appl. Anal.
Abstract and Applied Analysis, Vol 2014 (2014)
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Abstr. Appl. Anal.
Abstract and Applied Analysis, Vol 2014 (2014)
Deterministic differential equations are useful tools for mathematical modelling. The consideration of uncertainty into their formulation leads to random differential equations. Solving a random differential equation means computing not only its solu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::630999743b5ff911f0105c1faa7463fe
https://doi.org/10.1155/2014/248512
https://doi.org/10.1155/2014/248512
Autor:
Casabán Bartual, Mª Consuelo, Company Rossi, Rafael, Jódar Sánchez, Lucas Antonio, Romero Bauset, José Vicente
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
Abstr. Appl. Anal.
Abstract and Applied Analysis, Vol 2012 (2012)
instname
Abstr. Appl. Anal.
Abstract and Applied Analysis, Vol 2012 (2012)
A new discretization strategy is introduced for the numerical solution of partial integrodifferential equations appearing in option pricing jump diffusion models. In order to consider the unknown behaviour of the solution in the unbounded part of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7798dd1ef18e70631fe9e62a0b3b1164
https://doi.org/10.1155/2012/120358
https://doi.org/10.1155/2012/120358
Autor:
Casabán Bartual, Mª Consuelo, Company Rossi, Rafael, Jódar Sánchez, Lucas Antonio, Pintos Taronger, José Ramón
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
[EN] This paper deals with the numerical analysis and computing of a nonlinear model of option pricing appearing in illiquid markets with observable parameters for derivatives. A consistent monotone finite difference scheme is proposed and a stabilit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6cddf66d9bcafcb4decdf8353b8fe2f
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
[EN] In this paper linear and Riccati random matrix differential equations are solved taking advantage of the so called L-p-random calculus. Uncertainty is assumed in coefficients and initial conditions. Existence of the solution in the L-p-random se
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::96f7564a1e4b8b016cdb0813d539d8c7
http://hdl.handle.net/10251/80320
http://hdl.handle.net/10251/80320
Autor:
Casabán Bartual, Mª Consuelo, Cortés López, Juan Carlos, Navarro Quiles, Ana, Roselló Ferragud, María Dolores
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
[EN] This paper deals with the probabilistic solution of random Riccati-type differential equations that appear in a class of epidemiological models usually referred to as SIS-type models. Taking advantage of Random Variable Transformation technique,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::cb0a9a2cb09e41956ea4382f14f49ac2
http://hdl.handle.net/10251/69496
http://hdl.handle.net/10251/69496
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
[EN] This paper deals with the explicit solution of random mixed parabolic equations in unbounded domains by using the random Laplace transform to second order stochastic processes. The mean square random Laplace operational calculus is stated and it
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22078c06389698bce9092fad972979b4
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
In this work we develop an alternative numerical technique which allows to construct a numerical solution in closed form of variable coefficient linear second-order elliptic problems with Dirichlet boundary conditions. The elliptic partial differenti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d370d53be76ff08a207cbfde518a426d
https://hdl.handle.net/10251/60297
https://hdl.handle.net/10251/60297