Results 31 to 40 of about 165 (118)
The Error Estimation in Finite Element Methods for Elliptic Equations with Low Regularity [PDF]
, 2020 This dissertation contains two parts: one part is about the error estimate for the finite element approximation to elliptic PDEs with discontinuous Dirichlet boundary data, the other is about the error estimate of the DG method for elliptic equations ...
Yang, Jing
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Nonlinear parabolic stochastic evolution equations in critical spaces [PDF]
, 2021 In this thesis we develop a new approach to nonlinear stochastic partial differential equations (SPDEs) with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases of ...
AGRESTI, ANTONIO
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity [PDF]
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation with random data, where the random coefficient is parametrized by means of a countable sequence of terms in
Tempone, Raúl +3 more
core +1 more source
Smooth bifurcation for a Signorini problem on a rectangle [PDF]
, 2012 summary:We study a parameter depending semilinear elliptic PDE on a rectangle with Signorini boundary conditions on a part of one edge and mixed (zero Dirichlet and Neumann) boundary conditions on the rest of the boundary.
Eisner, Jan, Kučera, Milan, Recke, Lutz
core +1 more source
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
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
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
Inverse problems for semilinear elliptic PDE with a general nonlinearity a(x,u)$a(x,u)$
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This article studies the inverse problem of recovering a nonlinearity in an elliptic equation Δu+a(x,u)=0$\Delta u + a(x,u) = 0$ from boundary measurements of solutions. Previous results based on first‐order linearization achieve this under a sign condition on ∂ua(x,u)$\partial _u a(x,u)$, and results based on higher order linearization ...
David Johansson +2 more
wiley +1 more source
Interpolation and duality of generalized grand Morrey spaces on quasi-metric measure spaces [PDF]
, 2017 summary:Let $\theta \in (0,1)$, $\lambda \in [0,1)$ and $p,p_0,p_1\in (1,\infty ]$ be such that ${(1-\theta )}/{p_{0}}+{\theta }/{p_{1}}={1}/{p}$, and let $\varphi , \varphi _0, \varphi _1 $ be some admissible functions such that $\varphi , \varphi _0 ...
Yuan, Wen, Liu, Yi
core +1 more source