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Marco Di Francesco and Kevin Kamm
In this paper, we propose a new exogenous model to address the problem of negative interest rates that preserves the analytical tractability of the original Cox?Ingersoll?Ross (CIR) model with a perfect fit to the observed term-structure. We use the diff...
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Sergey Dukhnovskii
Pág. 59 - 64
The study of kinetic nonlinear hyperbolic partial differential equations at large times belongs to the field of mathematical physics that has been actively developing recently.The kinetic theory considers gas as a combination of a huge number of moving p...
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Kota Mori and Masaki Takahashi
This paper proposes a nonlinear control method for carrying out Minimum-time satellite attitude maneuver and antenna motion which have robustness against model uncertainty. In recent years, small Earth observation satellites have been utilized and expect...
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Ren-Cang Li and William Kahan.
Pág. 233 - 265
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Hu, Y. Zhou, X. Y.
Pág. 123 - 137
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Kohlmann, M. Tang, S.
Pág. 1696 - 1721
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Camacho, J. Cortes, J. C. Navarro, E. Posso, A. E.
Pág. 1061 - 1076
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