Harmonic functions, defined as twice continuously differentiable functions satisfying Laplace’s equation, have long been a subject of intense study in both pure and applied mathematics. Their ...
We consider the Heston model as an example of a parameterized parabolic partial differential equation. A space-time variational formulation is derived that allows for parameters in the coefficients ...
Vol. 43, No. 3, Varia with a Workshop on the Foundations of Partial Functions and Programming (Nov., 1995), pp. 321-338 (18 pages) An important perquisite for verification of the correctness of ...