Results 121 to 130 of about 1,295,553 (207)
On one-dimensional stochastic control problems: applications to investment models [PDF]
The paper provides a systematic way for finding a partial differential equation that characterize directly the optimal control, in the framework of one?dimensional stochastic control problems of Mayer, with no constraints on the controls.
Ricardo Josa-Fombellida +1 more
core
Asymptotic behavior of solutions to a degenerate quasilinear parabolic equation with a gradient term
This article concerns the asymptotic behavior of solutions to the Cauchy problem of a degenerate quasilinear parabolic equations with a gradient term.
Huilai Li +3 more
doaj
Quasilinear Parabolic Evolution Equations [PDF]
Jan Prüss, Gieri Simonett
openaire +1 more source
Credit derivatives pricing with default density term structure modelled by Lévy random fields [PDF]
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
In this paper, by means of the energy method, we first study the existence and asymptotic estimates of global solution of quasilinear parabolic equations involving -Laplacian and critical Sobolev exponent and lower energy initial value in a bounded ...
Yao Zheng-An, Tan Zhong
doaj
How close is too close for singular mean curvature flows? [PDF]
Daniels-Holgate JM, Hershkovits O.
europepmc +1 more source
Well-Posedness of the Stochastic Thin-Film Equation with an Interface Potential. [PDF]
Agresti A, Sauerbrey M.
europepmc +1 more source
ϕ-Informational Measures: Some Results and Interrelations. [PDF]
Zozor S, Bercher JF.
europepmc +1 more source
A Geometry of Hamiltonian Mechanics. [PDF]
Elgressy G, Horwitz L.
europepmc +1 more source
Nonstationary Model of Oxygen Transport in Brain Tissue. [PDF]
Kovtanyuk AE +5 more
europepmc +1 more source

