In this paper a limit problem for stochastic differential equations of Ito type depending on a standard Wiener process and on a random Poisson measure is investigated. It is shown that the Lipschitz ...

Boundary-domain integral equations (BDIEs) have emerged as a robust framework for the reformulation and solution of boundary value problems (BVPs) in complex settings. By incorporating integrals over ...

Grade school math students are likely familiar with teachers admonishing them not to just guess the answer to a problem. But a new proof establishes that, in fact, the right kind of guessing is ...