Results 21 to 30 of about 88 (88)

Group Classification Of A Generalized Black-scholes-merton Equation [PDF]

, 2015
The complete group classification of a generalization of the Black-Scholes-Merton model is carried out by making use of the underlying equivalence and additional equivalence transformations.
Bozhkov Y., Dimas S.
core   +1 more source

Weak solutions to stochastic differential equations driven by fractional Brownian motion [PDF]

, 2009
summary:Existence of a weak solution to the $n$-dimensional system of stochastic differential equations driven by a fractional Brownian motion with the Hurst parameter $H\in (0,1)\setminus \{\frac 12\}$ is shown for a time-dependent but state-independent
Brzeźniak, Zdzisław, Salopek, D., Van Neerven, J. (author), J. Šnupárková, Brzezniak, Z., Šnupárková, J., Salopek, Donna, Salopek, D. (author), van Neerven, Jan, Brzezniak, Z. (author), Van Neerven, J.   +10 more
core   +1 more source

A Geometric Characterization of Steady Laminar Flow

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We study the steady states of the Euler equations on the periodic channel or annulus. We show that if these flows are laminar (layered by closed non‐contractible streamlines which foliate the domain), then they must be either parallel or circular flows.
Theodore D. Drivas, Marc Nualart
wiley   +1 more source

A Model of Strategic Sustainable Investment

Mathematical Finance, EarlyView.
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis, Caio César Graciani Rodrigues, Peter Tankov   +2 more
wiley   +1 more source

Linear algebra and projective geometry [PDF]

, 1952
Linear algebra and projective geometryGeared toward upper-level undergraduates and graduate students, this text establishes that projective geometry and linear algebra are essentially identical.
Baer, Reinhold
core  

Existence of Solutions of Semilinear Wave Equations With Time‐Dependent Propagation Speed and Time Derivative Nonlinearity

Mathematical Methods in the Applied Sciences, Volume 49, Issue 9, Page 8681-8690, June 2026.
ABSTRACT Consider wave equations with time derivative nonlinearity and time‐dependent propagation speed which are generalized versions of the wave equations in the Friedmann–Lemaître–Robertson–Walker (FLRW) spacetime, the de Sitter spacetime and the anti‐de Sitter space time.
Kimitoshi Tsutaya, Yuta Wakasugi
wiley   +1 more source

From Stability to Chaos: A Complete Classification of the Damped Klein‐Gordon Dynamics

Mathematical Methods in the Applied Sciences, Volume 49, Issue 9, Page 9696-9708, June 2026.
ABSTRACT We investigate the transition between stability and chaos in the damped Klein‐Gordon equation, a fundamental model for wave propagation and energy dissipation. Using semigroup methods and spectral criteria, we derive explicit thresholds that determine when the system exhibits asymptotic stability and when it displays strong chaotic dynamics ...
Carlos Lizama, Marina Murillo‐Arcila, Julio Puerta‐Fernández   +2 more
wiley   +1 more source

Spreading Speed for a Vector‐Borne Disease System on Non‐Coincident Straight Infinite Cylinders

Studies in Applied Mathematics, Volume 156, Issue 6, June 2026.
ABSTRACT Vector‐borne diseases remain an increasing global public health concern. In this work, we investigate the spreading speed of vector‐borne disease via a four‐component reaction–diffusion system posed on non‐coincident straight infinite cylinders, which stands for an unconventional spatial configuration.
Arnaud Ducrot, Hongliang Li, David Manceau   +2 more
wiley   +1 more source

High-gain observer design for systems of PDEs [PDF]

, 2020
Cette thèse introduit quelques extensions non-triviales de la synthèse classique des observateurs grand gain pour des systèmes nonlinéaires de dimension finie à quelques classes de systèmes de dimension infinie, ayant la forme de systèmes triangulaires ...
Kitsos, Constantinos
core  

Global weak solutions for the compressible Poisson–Nernst–Planck–Navier–Stokes system

Journal of the London Mathematical Society, Volume 113, Issue 5, May 2026.
Abstract We consider the compressible Poisson–Nernst–Planck–Navier–Stokes (PNPNS) system of equations, governing the transport of charged particles under the influence of the self‐consistent electrostatic potential, in a three‐dimensional bounded domain.
Daniel Marroquin, Dehua Wang
wiley   +1 more source