Results 151 to 160 of about 3,355,987 (326)
Inverse coefficient problem for Grushin-type parabolic operators
, 2013 The approach to Lipschitz stability for uniformly parabolic equations introduced by Imanuvilov and Yamamoto in 1998 based on Carleman estimates, seems hard to apply to the case of Grushin-type operators studied in this paper.
Beauchard, Karine, Cannarsa, Piermarco
core +1 more source
Homogenization in perforated domains and interior Lipschitz estimates
Journal of Differential Equations, 2017 We establish interior Lipschitz estimates at the macroscopic scale for solutions to systems of linear elasticity with rapidly oscillating periodic coefficients and mixed boundary conditions in domains periodically perforated at a microscopic scale $\varepsilon$ by establishing $H^1$-convergence rates for such solutions.
openaire +3 more sources
Never, Ever Getting Started: On Prospect Theory Without Commitment
Mathematical Finance, EarlyView.ABSTRACT Prospect theory is arguably the most prominent alternative to expected utility theory. We study the investment or gambling behavior of a prospect theory decision maker who is aware of his time‐inconsistency but lacks commitment. For the empirically relevant prospect theory specifications, we obtain the extreme prediction that such a decision ...
Sebastian Ebert, Philipp Strack
wiley +1 more source
The Krein-von Neumann Realization of Perturbed Laplacians on Bounded Lipschitz Domains [PDF]
, 2015 Jussi Behrndt +3 more
openalex +1 more source
Regularity Results for Elliptic Equations in Lipschitz Domains
Journal of Functional Analysis, 1998 The author develops a variational argument relying on the difference quotient method to study the regularity of the solutions of the Dirichlet and Neumann problems for elliptic equations in Lipschitz domains. In the linear case, the method gives a different proof of a result by D. Jerison and C. E. Kenig about the Laplace equation.
openaire +2 more sources
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, EarlyView.ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri +2 more
wiley +1 more source
A note on quasiconformal maps with Holder-continuous dilatation
, 2013 Here we give an alternate proof of a sufficient condition due to J. Mateu, J. Orobitg, and J. Verdera for a quasiconformal map of the plane with dilatation supported in a smooth domain to be bi-Lipschitz.
Gill, James T., Rohde, Steffen
core
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
Null sets of harmonic measure on NTA domains: Lipschitz approximation revisited [PDF]
, 2010 Matthew Badger
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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 +2 more
wiley +1 more source