Taiwanese Journal of Mathematics, Vol. 10, No. 5 (September 2006), pp. 1329-1344 (16 pages) Consider the nonlinear matrix equation X + A* X⁻² A = I, where A is an n × n complex matrix, I the identity ...
This is a preview. Log in through your library . Abstract The Hermitian positive definite solutions of the matrix equation X — A*X⁻² A = I are studied. A theorem for existence of solutions is given ...
We propose a new, unified approach to solving jump-diffusion partial integrodifferential equations (PIDEs), which often appear in mathematical finance. Our method consists of the following steps.
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