Results 61 to 70 of about 8,689 (223)
Contributions to Plasma Physics, Volume 65, Issue 1, January 2025.Abstract The OCP plasma model which has been the favourite plasma model of Gabor Kalman is simple but on the other side connected with some principal difficulties, and gave rise to some controversies. We discuss here the three main problems of Coulomb systems, the limit cases of the parameter ξ∼e2/ℏT$$ \xi \sim \left({e}^2/\mathrm{\hslash}\sqrt{T ...
Werner Ebeling
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On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations with gradient-dependent nonlinearities [PDF]
, 2023 Martin Hutzenthaler, Katharina Pohl
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Long‐term risk with stochastic interest rates
Mathematical Finance, Volume 35, Issue 1, Page 3-39, January 2025.Abstract In constant‐rate markets, the average stochastic discount factor growth rate coincides with the instantaneous rate. When interest rates are stochastic, this average growth rate is given by the long‐term yield of zero‐coupon bonds, which cannot serve as instantaneous discount rate.
Federico Severino
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Integration and the Feynman-Kac formula [PDF]
Studia Mathematica, 1987 A special theory of integration is introduced. The theory does not presuppose finite variation of the integration functions. Let \(K\) be a vector space of scalar-valued functions on a space \(\Omega\). A seminorm \(\gamma\) on \(K\) is said to be integrating if \(\displaystyle\lim_{n\to \infty} \gamma \left(\sum^{n}_{j=1} f_ j\right) = 0\) for any ...
openaire +2 more sources
The Journal of Finance, Volume 79, Issue 3, Page 2115-2161, June 2024.ABSTRACT We propose a model of due diligence and analyze its effect on prices, payoffs, and deal completion. In our model, if the seller accepts an offer, the winning bidder (or “acquirer”) can gather information and chooses when to complete the transaction. In equilibrium, the acquirer engages in “too much” due diligence.
BRENDAN DALEY +2 more
wiley +1 more source
Branching random walk with non‐local competition
Journal of the London Mathematical Society, Volume 109, Issue 6, June 2024.Abstract We study the Bolker–Pacala–Dieckmann–Law (BPDL) model of population dynamics in the regime of large population density. The BPDL model is a particle system in which particles reproduce, move randomly in space and compete with each other locally.
Pascal Maillard, Sarah Penington
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Selection-mutation balance models with epistatic selection
Condensed Matter Physics, 2008 We present an application of birth-and-death processes on configuration spaces to a generalized mutation-selection balance model. The model describes the aging of population as a process of accumulation of mutations in a genotype.
Yu.G.Kondratiev, T.Kuna, N.Ohlerich
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Mathematische Nachrichten, Volume 297, Issue 5, Page 1749-1771, May 2024.Abstract Landscape functions are a popular tool used to provide upper bounds for eigenvectors of Schrödinger operators on domains. We review some known results obtained in the last 10 years, unify several approaches used to achieve such bounds, and extend their scope to a large class of linear and nonlinear operators. We also use landscape functions to
Delio Mugnolo
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Stubbornness as Control in Professional Soccer Games: A BPPSDE Approach
MathematicsThis paper defines stubbornness as an optimal feedback Nash equilibrium within a dynamic setting. Stubbornness is treated as a player-specific parameter, with the team’s coach initially selecting players based on their stubbornness and making ...
Paramahansa Pramanik
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BSDE, Path-dependent PDE and Nonlinear Feynman-Kac Formula [PDF]
, 2011 In this paper, we introduce a type of path-dependent quasilinear (parabolic) partial differential equations in which the (continuous) paths on an interval [0,t] becomes the basic variables in the place of classical variables (t,x). This new type of PDE
Peng, Shige, Wang, Falei
core