Discrete Mathematics Days
نویسنده
چکیده
s of the talks
منابع مشابه
Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process
In this article, we propose a numerical algorithm for computing price of discrete single and double barrier option under the emph{Black-Scholes} model. In virtue of some general transformations, the partial differential equations of option pricing in different monitoring dates are converted into simple diffusion equations. The present method is fast compared to alterna...
متن کاملFINITE-TIME PASSIVITY OF DISCRETE-TIME T-S FUZZY NEURAL NETWORKS WITH TIME-VARYING DELAYS
This paper focuses on the problem of finite-time boundedness and finite-time passivity of discrete-time T-S fuzzy neural networks with time-varying delays. A suitable Lyapunov--Krasovskii functional(LKF) is established to derive sufficient condition for finite-time passivity of discrete-time T-S fuzzy neural networks. The dynamical system is transformed into a T-S fuzzy model with uncertain par...
متن کاملInvariant functions for solving multiplicative discrete and continuous ordinary differential equations
In this paper, at first the elemantary and basic concepts of multiplicative discrete and continous differentian and integration introduced. Then for these kinds of differentiation invariant functions the general solution of discrete and continous multiplicative differential equations will be given. Finaly a vast class of difference equations with variable coefficients and nonlinear difference e...
متن کاملp-adic Shearlets
The field $Q_{p}$ of $p$-adic numbers is defined as the completion of the field of the rational numbers $Q$ with respect to the $p$-adic norm $|.|_{p}$. In this paper, we study the continuous and discrete $p-$adic shearlet systems on $L^{2}(Q_{p}^{2})$. We also suggest discrete $p-$adic shearlet frames. Several examples are provided.
متن کاملAdmissibility analysis for discrete-time singular systems with time-varying delays by adopting the state-space Takagi-Sugeno fuzzy model
This paper is pertained with the problem of admissibility analysis of uncertain discrete-time nonlinear singular systems by adopting the state-space Takagi-Sugeno fuzzy model with time-delays and norm-bounded parameter uncertainties. Lyapunov Krasovskii functionals are constructed to obtain delay-dependent stability condition in terms of linear matrix inequalities, which is dependent on the low...
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تاریخ انتشار 2016