Some recursion relations for solutions of a class of equations
This work presents some recursion relations for solutions of a class of singular partial differential equations. The equations consist of iterated differential operators each of which involves real parameters.
On a class of partial differential equations of even order
SummaryThe general solution for a class of equations of even order is expressed as a sum of solutions of equations of second order.
A new stochastic factor model: General explicit solutions
We present a new stochastic factor model. In doing so, we provide general, explicit solutions to the portfolio optimization problem.