Closed convex sets for which the barrier cone has a nonempty interior, as well as proper extended-values real functionals for which the domain of their Fenchel conjugate is nonempty, are mathematical objects currently encountered in various areas of optimization theory and variational analysis (see for instance the class of well-behaved functions introduced by Auslender and Crouzeix in [5]). Th...

we derive closed formulas for the prices of european options andtheir sensitivities when the underlying asset follows a double-exponentialjump diffusion model, as considered by s. kou in 2002. this author hasderived the option price by making use of double series where each termrequires the computation of a sequence of special functions, such thatthe implementation remains difficult for a large...

In this paper, an adaptive fuzzy tracking control approach is proposed for a class of single-inputsingle-output (SISO) nonlinear systems in which the unknown continuous functions may be nonlinearlyparameterized. During the controller design procedure, the fuzzy logic systems (FLS) in Mamdani type are applied to approximate the unknown continuous functions, and then, based on the minimal learnin...

Finding closed form solutions of differential equations has a long history in computer algebra. For example, the Risch algorithm (1969) decides if the equation y′ = f can be solved in terms of elementary functions. These are functions that can be written in terms of exp and log, where “in terms of” allows for field operations, composition, and algebraic extensions. More generally, functions are...

Recently, functions over the reals that extend elementarily computable functions over the integers have been proved to correspond to the smallest class of real functions containing some basic functions and closed by composition and linear integration. We extend this result to all computable functions: functions over the reals that extend total recursive functions over the integers are proved to...