Generalized wavelets design using Kernel methods. Application to signal processing
Francesc Aràndiga Llaudes , Dionisio F. Yáñez Avendaño
págs. 1-15
Zhao-Nian Pu, Mu-Zheng Zhu
págs. 16-27
Jiang Qian, Roger C.E. Tan
págs. 28-38
V. L. Makarov, N.O. Rossokhata, D.V. Dragunov
págs. 39-57
A comonotonicity-based valuation method for guaranteed annuity options
Xiaoming Liu, Rogemar Mamon, Huan Gao
págs. 58-69
A modified dimensional split preconditioner for generalized saddle point problems
Yang Cao, Lin-Quan Yao, Mei-Qun Jiang
págs. 70-82
Haotao Cai
págs. 83-95
A lattice method for option pricing with two underlying assets in the regime-switching model
R.H. Liu, J.L. Zhao
págs. 96-106
Ruyun Chen
págs. 107-121
Two types of predator�prey models with harvesting: Non-smooth and non-continuous
Yunfei Lv, Rong Yuan, Yongzhen Pei
págs. 122-142
A. Lotfi, S. A. Yousefi, Mehdi Dehghan
págs. 143-160
Wansheng Wang
págs. 161-174
Bo Yu, Dong-Hui Li, Ning Dong
págs. 175-189
Construction of quintic Powell�Sabin spline quasi-interpolants based on blossoming
M. Lamnii, H. Mraoui, A. Tijini
págs. 190-209
Qiaohua Liu, Fudao Zhang
págs. 210-216
págs. 217-228
The complete flux scheme�Error analysis and application to plasma simulation
L. Liu, J. van Dijk, J.H.M. ten Thije Boonkkamp, D.B. Mihailova, J.J.A.M. van der Mullen
págs. 229-243
págs. 244-255
J. Ruiz Ramírez, Jorge Eduardo Macías Díaz
págs. 256-269
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