Stability of an integro-differential equation

An Integro-differential Equation for Pricing CDO

where ( ) ( ) + − − − = β α ) ( ) ( ) ( t l t l t M , ( ) ( ) + − − − = ) ( ) ( ) ( t l t l t N α β ; ) (t l is the cumulative default loss at time t ; α and β denote the tranche attachment and detachment points , respectively; ) , ( s t B is the timet price of a pure discount bond maturing at times , and ) , ( s t f the instantaneous forward rate; ω is the payment interval for tranche premium ...

Stability results for set solution of fuzzy integro-differential systems

An Integro-differential Equation of Volterra Type with Sumudu Transform

In this paper a closed form solution of a fractional integro-differential equation of Volterra type involving Mittag-Leffler function has been obtained using straight forward technique of Sumudu transform. Some particular cases have also been considered.

Lipschitz Semigroup for an Integro–differential Equation for Slow Erosion

In this paper we study an integro-differential equation describing granular flow dynamics with slow erosion. This nonlinear partial differential equation is a conservation law where the flux contains an integral term. Through a generalized wave front tracking algorithm, approximate solutions are constructed and shown to converge strongly to a Lipschitz semigroup.

A Note on Solving Prandtl's Integro-Differential Equation

A simple method for solving Prandtl's integro-differential equation is proposed based on a new reproducing kernel space. Using a transformation and modifying the traditional reproducing kernel method, the singular term is removed and the analytical representation of the exact solution is obtained in the form of series in the new reproducing kernel space. Compared with known investigations, its ...