A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting. COMPUTATIONAL ECONOMICS, (47)3:447-472, SPRINGER, VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS, March 2016. [PUMA: Finite methods control; for Numerical differential method} Singular equations; distribution; stochastic element {Dividend partial]
UNCERTAINTY QUANTIFICATION FOR HYPERBOLIC CONSERVATION LAWS WITH FLUX COEFFICIENTS GIVEN BY SPATIOTEMPORAL RANDOM FIELDS. SIAM JOURNAL ON SCIENTIFIC COMPUTING, (38)4:A2209-A2231, SIAM PUBLICATIONS, 3600 UNIV CITY SCIENCE CENTER, PHILADELPHIA, PA 19104-2688 USA, 2016. [PUMA: hyperbolic field; field} finite Carlo quantification; Monte method; differential uncertainty random Ornstein-Uhlenbeck {stochastic volume flux equation; spatiotemporal Gaussian partial process; function;]