This paper develops an eigenfunction expansion approach to pricing options on scalar diffusion processes. All contingent claims are unbundled into portfolios of primitive securities called ...

Reviews ordinary differential equations, including solutions by Fourier series. Physical derivation of the classical linear partial differential equations (heat, wave, and Laplace equations). Solution ...

The study of quantum ergodicity and the precise estimation of eigenfunctions on Riemannian manifolds lies at the intersection of geometric analysis and quantum physics. In settings where the ...

It has previously been pointed out that the eigenfunctions of the finite integral equation with bandlimited difference kernel satisfy a certain second order linear differential equation, containing ...