In the setting of affine' jump-diffusion state processes, this paper provides an analytical treatment of a class of transforms, including various Laplace and Fourier transforms as special cases, that ...
This is a 2D orthogonal elliptic mesh (grid) generator which works by solving the Winslow partial differential equations (Elliptic PDEs). It is capable of modifying the meshes with stretching ...
Theory & Biosystems, Max Planck Institute of Colloids and Interfaces, 14424 Potsdam, Germany ...
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