We consider single-server and multi-server queues with deterministic reneging times motivated by the timeout mechanisms used in application servers.. A Volterra integral equation ...
The electrical activity of the heart may be modeled by a non-linear system of partial differential equations known as the bidomain model. Due to the rapid variations in the electr...
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
In this paper, a new sufficient delay dependent exponential stability condition for a class of linear time-varying systems with nonlinear delayed perturbations is derived by using...