Results 101 to 110 of about 953 (219)

Credit derivatives pricing with default density term structure modelled by Lévy random fields [PDF]

open access: yes
We model the term structure of the forward default intensity and the default density by using Lévy random fields, which allow us to consider the credit derivatives with an after-default recovery payment.
Xuewei Yang, Ying Jiao, Lijun Bo
core  

Fourier method for a quasilinear parabolic equation with periodic boundary condition [PDF]

open access: yes, 2008
A multidimensional mixed problem with Neuman type periodic boundary condition is studied for the quasilinear parabolic equation ?u/?t-a2 ?2u/?x2 = f(t, x, u).
Halilov, Hüseyin, Çiftçi, İrem
core  

A Model of Porous Catalyst Accounting for Incipiently Non-isothermal Effects*

open access: yes, 1999
An approximate model accounting for incipiently non-isothermal effects is derived from a well-known model of porous catalyst for appropriate, realistic limiting values of the parameters.
Vega de Prada, José Manuel   +3 more
core   +1 more source

A Quasilinear Parabolic System with Nonlocal Boundary Condition

open access: yesBoundary Value Problems, 2011
We investigate the blow-up properties of the positive solutions to a quasilinear parabolic system with nonlocal boundary condition. We first give the criteria for finite time blowup or global existence, which shows the important influence of nonlocal ...
Mu Chunlai, Chen Botao, Mi Yongsheng
doaj  

Locally Invariant Manifolds for Quasilinear Parabolic Equations

open access: yesRocky Mountain Journal of Mathematics, 1991
The paper is concerned with the geometric study of an evolution equation of the form \(x'-Lx=f(t,\lambda,x)\), where \(L:D(L)\to X\) is the generator of a holomorphic semigroup and the nonlinearity \(f\) acts essentially from some interpolation space \(D_ L(\theta+1)\) to \(D_ L(\theta)\).
openaire   +2 more sources

Null controllability of quasilinear parabolic equations with gradient dependent coefficients

open access: yes, 2023
The aim of this paper is to study the null controllability of a class of quasilinear parabolic equations. In a first step we prove that the associated linear parabolic equations with non-constant diffusion coefficients are approximately null controllable
Cindea, Nicolae, Lacour, Geoffrey
core  

On an optimal control problem for a quasilinear parabolic equation

open access: yes, 2000
An optimal control problem governed by a quasilinear parabolic equation with additional constraints is investigated. The optimal control problem is converted to an optimization problem which is solved using a penalty function technique. The existence and
Farag, M., Farag, S.
core  

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