This paper presents recursive formulas which admit simultaneous tests of stability and evaluation of quadratic loss functions for linear discrete-time dynamical systems. The method admits a ...
The probability distribution of the number of defaults plays an important role in pricing problems of multiple-name credit derivatives. When the group size gets large, it becomes increasingly ...
In this paper we propose formulas for the distance between vertices of a generalized Sierpiński graph 𝑆(𝐺, 𝑡) in terms of the distance between vertices of the base graph 𝐺. In particular, we ...