Results 21 to 30 of about 414 (34)
, 2010 In this paper we present qualitative and quantitative comparison of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of the American put option paying zero dividends.
Lauko, Martin, Sevcovic, Daniel
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Fundamental Transformations to Inhomogeneous Parabolic PDEs
Journal of Mathematics, Volume 2025, Issue 1, 2025.The present paper is devoted to inhomogeneous (1 + 1) parabolic equations. In particular, we find a mapping which transforms the equations into a target equation. We prove a necessary condition which allows for the inhomogeneity to vanish. Consequently, we provide a concise presentation on a method of integrability of these equations.
Sameerah Jamal, Guotao Wang
wiley +1 more source
The Riccati System and a Diffusion-Type Equation [PDF]
, 2011 We discuss a method of constructing solution of the initial value problem for duffusion-type equations in terms of solutions of certain Riccati and Ermakov-type systems.
Suazo, Erwin +2 more
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Replicator-mutator equations with quadratic fitness
, 2016 This work completes our previous analysis on models arising in evolutionary genetics. We consider the so-called replicator-mutator equation, when the fitness is quadratic.
Alfaro, Matthieu, Carles, Rémi
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Explicit solutions for replicator-mutator equations: extinction vs. acceleration
, 2014 We consider a class of nonlocal reaction-diffusion problems, referred to as replicator-mutator equations in evolutionary genetics. By using explicit changes of unknown function, we show that they are equivalent to the heat equation and, therefore ...
Alfaro, Matthieu, Carles, Rémi
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On the gradient estimates for evolution operators associated to Kolmogorov operators [PDF]
, 2013 We determine sufficient conditions for the occurrence of a pointwise gradient estimate for the evolution operators associated to nonautonomous second order parabolic operators with (possibly) unbounded coefficients.
Angiuli, Luciana
core
Parabolic problems with general Wentzell boundary conditions and diffusion on the boundary
, 2015 We show a result of maximal regularity in spaces of H\"older continuous function, concerning linear parabolic systems, with dynamic or Wentzell boundary conditions, with an elliptic diffusion term on the ...
Guidetti, Davide
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A local limit theorem for random walks in balanced environments
, 2013 Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory modulating ...
Stenlund, Mikko
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Regularity and geometric character of solution of a degenerate parabolic equation
, 2015 This work studies the regularity and the geometric significance of solution of the Cauchy problem for a degenerate parabolic equation $u_{t}=\Delta{}u^{m}$.
Pan, Jiaqing
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Strong convergence of solutions to nonautonomous Kolmogorov equations
, 2015 We study a class of nonautonomous, linear, parabolic equations with unbounded coefficients on $\mathbb R^{d}$ which admit an evolution system of measures.
Lorenzi, Luca +2 more
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