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SIAMCO
2002
13 years 9 months ago
2002
Abstract. We consider feasible sets given by conic constraints, where the cone defining the constraints is convex with nonempty interior. We study the case where the feasible set i...
FS
2010
13 years 8 months ago
2010
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
SIAMAM
2010
13 years 8 months ago
2010
Abstract. We present a mathematical model for a study of the mechanical properties of endovascular stents in their expanded state. The model is based on the theory of slender curve...
MMAS
2010
Springer
13 years 4 months ago
2010
Springer
We propose a method for efficient solution of elliptic problems with multiscale features and randomly perturbed coefficients. We use the multiscale finite element method (MsFEM) as...
QUESTA
2011
13 years 22 days ago
2011
: This paper studies the asymptotic behavior of the steady-state waiting time, W∞, of the M/G/1 queue with subexponenential processing times for different combinations of traffi...