Linear and Nonlinear Integral Equations: Methods and Applications

By Abdul-Majid Wazwaz. 2011

731 citations recorded by the source corpus.

Subfields: Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/b2f44c85c04c962e013987ed570e869f19f8aa4c

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In Modeling and Simulation

1. Jim Gatheral
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3. Fabrizio Lillo

Citations in the corpus

• Optimal execution with non-linear transient market impact (2014, positive): “F(vs, t) ds = λ (2.9) where F(vs, t) = { f (vs), s ≤ t v(s) f ′(vt ), s > t. †A kernel is called singular if it becomes infinite at one or more points in the range of integration, such as in Abel’s equation (Wazwaz 2011).”