When estimating derivatives of regression functions from noisy data, a number of additional problems arise compared with the estimation of the regression function itself. Linear methods, such as ...

N. K. BASU, THE NUMERICAL SOLUTION OF LINEAR DIFFERENTIAL EQUATIONS IN A SERIES OF DERIVATIVES OF CHEBYSHEV POLYNOMIALS, Bulletin mathématique de la Société des Sciences Mathématiques de la République ...

Minqiang Li, Fabio Mercurio and Serge Resnick derive an efficient closed-form approximation for the moment-generating function of the integral of a mean-reverting stochastic process, which follows a ...