Results 121 to 130 of about 1,295,553 (207)

On one-dimensional stochastic control problems: applications to investment models [PDF]

open access: yes
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

open access: yesElectronic Journal of Differential Equations, 2015
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]

open access: yes, 2016
Jan Prüss, Gieri Simonett
openaire   +1 more source

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  

Global and blowup solutions of quasilinear parabolic equation with critical Sobolev exponent and lower energy initial value

open access: yesJournal of Inequalities and Applications, 2001
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]

open access: yesCalc Var Partial Differ Equ
Daniels-Holgate JM, Hershkovits O.
europepmc   +1 more source

Nonstationary Model of Oxygen Transport in Brain Tissue. [PDF]

open access: yesComput Math Methods Med, 2020
Kovtanyuk AE   +5 more
europepmc   +1 more source

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