Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...

Chromosomal instability is a hallmark of cancer, and genes that display abnormal expression in aberrant chromosomal regions are likely to be key players in tumor progression. Identifying such driver ...

In this paper I develop a new computational method for pricing path-dependent options. Using the path integral representation of the option price, I show that in general it is possible to perform ...