Handbook of Integral Equations: Second Edition

By Andrei D. Polyanin, A. V. Manzhirov. 2008

276 citations recorded by the source corpus.

Subfields: Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/d7522b54d26c8d9e61bd60bfb889f71101f21622

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Modeling and Simulation

1. Jim Gatheral
2. Gianbiagio Curato
3. Fabrizio Lillo

Citations in the corpus

• Random periodic solutions of SPDEs via integral equations and Wiener-Sobolev compact embedding (2012, background): “Here αr(t) is the solution of integral equation (see page 324 in [26]) αr(t) = A ∫ r+2T r−2T eαr(s)ds+B, (2.”
• Optimal execution with non-linear transient market impact (2014, background): “necessary condition (2.10) is also sufficient, because the minimization cost problem could have a large number of extremal points Equation (2.10) is a weakly singular1 Urysohn equation of the first kind [42] taking the form ZT 0 G(|t−s|) F(v(s),t) ds= λ (2.11) 1A kernel is called singular if it becomes”
• Pathwise Random Periodic Solutions of Stochastic Differential Equations (2011, unknown): “Here αr(t) is the solution of integral equation (see page 324 in [22]) αr(t) = A ∫ r+2τ r−2τ eαr(s)ds+B, (2.”