Oscillation and fixed points of derivatives of solutions of some linear differential equations

MATEMATIKA

Benharrat Bela¨ıdi¹  Abdallah El Farissi¹ 

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关键词: Black-Scholes equations;    Multi-dimensional;    Reducing dimension;    Options;    Foreign currency strike price;    Basket option;    Foreign currency option;    Zero coupon bond derivative.;   

DOI  :  10.11113/matematika.v30.n.707

学科分类：社会科学、人文和艺术（综合）

来源: Universiti Teknologi Malaysia * Fakulti Sains

【 摘 要 】

In this paper, we investigate the relationship between solutions and theirderivatives of the differential equation f(k) + Af = 0 for k > 2 and meromorphicfunctions of infinite iterated p-order, where A is a meromorphic function of finiteiterated p-order Pp (A) = P. We also study the oscillation theory of derivatives of thenonhomogeneous differential equation f(k) + Af = F for k > 2.Keywords: linear differential equations, meromorphic solutions, iterated p-order, iterated exponent of convergence of the sequence of distinct zeros.2010 Mathematics Subject Classification: 34M10, 30D35.

【 授权许可】

Unknown