Equilibrium Reward for Liquidity Providers in Automated Market Makers
ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
A priori bounds for the generalised parabolic Anderson model
Abstract We show a priori bounds for solutions to (∂t−Δ)u=σ(u)ξ$(\partial _t - \Delta) u = \sigma (u) \xi$ in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume σ∈Cb2(R)$\sigma \in C_b^2 (\mathbb {R})$ and that ξ$\xi$ is of negative Hölder regularity of order −1−κ$- 1 - \kappa$ where κ<κ¯$\kappa <
Ajay Chandra +2 more
wiley +1 more source
Viscosity solutions of Eikonal equations on topological networks [PDF]
In this paper we introduce a notion of viscosity solutions for Eikonal equations defined on topological networks. Existence of a solution for the Dirichlet problem is obtained via representation formulas involving a distance function associated to the ...
Camilli, F., Schieborn, D.
core
Free boundary problems for Tumor Growth: a Viscosity solutions approach [PDF]
The mathematical modeling of tumor growth leads to singular stiff pressure law limits for porous medium equations with a source term. Such asymptotic problems give rise to free boundaries, which, in the absence of active motion, are generalized Hele-Shaw
Alt +14 more
core +6 more sources
Existence of viscosity solutions to abstract Cauchy problems via nonlinear semigroups
Abstract In this work, we provide conditions for nonlinear monotone semigroups on locally convex vector lattices to give rise to a generalized notion of viscosity solutions to a related nonlinear partial differential equation. The semigroup needs to satisfy a convexity estimate, so called K$K$‐convexity, with respect to another family of operators ...
Fabian Fuchs, Max Nendel
wiley +1 more source
Location of solutions for quasi-linear elliptic equations with general gradient dependence
Existence and location of solutions to a Dirichlet problem driven by $(p,q)$-Laplacian and containing a (convection) term fully depending on the solution and its gradient are established through the method of subsolution-supersolution.
Dumitru Motreanu, Elisabetta Tornatore
doaj +1 more source
Qualitative properties of bounded subsolutions of nonlinear PDEs [PDF]
29 pages.
Bianchi D., Pigola S., Setti A. G.
openaire +5 more sources
Quasibounded solutions to the complex Monge–Ampère equation
Abstract We study the Dirichlet problem for the complex Monge–Ampère operator on B‐regular domains in Cn$\mathbb {C}^n$, allowing boundary data that is singular or unbounded. We extend the concept of pluri‐quasibounded functions on the domain to functions on the boundary, defined by the existence of plurisuperharmonic majorants that dominate their ...
Mårten Nilsson
wiley +1 more source
Large time behavior of solutions of viscous Hamilton-Jacobi Equations with superquadratic Hamiltonian [PDF]
We study the long-time behavior of the unique viscosity solution $u$ of the viscous Hamilton-Jacobi Equation $u_t-\Delta u + |Du|^m = f\hbox{in }\Omega\times (0,+\infty)$ with inhomogeneous Dirichlet boundary conditions, where $\Omega$ is a bounded ...
Tchamba, Thierry Wilfried Tabet
core +3 more sources
Convexity of average operators for subsolutions to subelliptic equations [PDF]
We study convexity properties of the average integral operators naturally associated with divergence-form second-order subelliptic operators ℒ with nonnegative characteristic form. When ℒ is the classical Laplace operator, these average operators are the usual average integrals over Euclidean spheres.
BONFIGLIOLI, ANDREA +2 more
openaire +2 more sources

