A failing eigenfunction expansion associated with an indefinite Sturm–Liouville problem

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Infinite product representation of solution of indefinite SturmLiouville problem

In this paper, we investigate infinite product representation of the solution of a Sturm- Liouville equation with an indefinite weight function which has two zeros and/or singularities in a finite interval. First, by using of the asymptotic estimates provided in [W. Eberhard, G. Freiling, K. Wilcken-Stoeber, Indefinite eigenvalue problems with several singular points and turning points, Math. N...

متن کامل

infinite product representation of solution of indefinite sturmliouville problem

in this paper, we investigate infinite product representation of the solution of a sturm-liouville equation with an indefinite weight function which has two zeros and/or singularitiesin a finite interval. first, by using of the asymptotic estimates provided in [w. eberhard, g.freiling, k. wilcken-stoeber, indefinite eigenvalue problems with several singular pointsand turning points, math. nachr...

متن کامل

Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach

This paper develops an eigenfunction expansion approach to pricing options on scalar diffusion processes. All derivative securities are unbundled into portfolios of primitive securities termed eigensecurities. Eigensecurities are eigenvectors of the pricing operator (present value operator). Pricing is then immediate by the linearity property of the pricing operator and the eigenvector property...

متن کامل

Evaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach∗

We propose an efficient method to evaluate callable and putable bonds under a wide class of interest rate models, including the popular short rate diffusion models, as well as their time changed versions with jumps. The method is based on the eigenfunction expansion of the pricing operator. Given the set of call and put dates, the callable and putable bond pricing function is the value function...

متن کامل

Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach

This paper proposes a new approach to solve finite-horizon optimal stopping problems for a class of Markov processes that includes one-dimensional diffusions, birth-death (BD) processes, and jump-diffusions and continuous-time Markov chains obtained by time changing diffusions and BD processes with Lévy subordinators. When the expectation operator has a purely discrete spectrum in the Hilbert s...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 2012

ISSN: 0022-247X

DOI: 10.1016/j.jmaa.2011.12.040