Results 41 to 50 of about 238 (179)
This paper investigates a class of anisotropic quasilinear elliptic equations involving convection terms and unbounded coefficients in a bounded domain.
Abdolrahman Razani, Sami Baraket
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We establish the existence, nonexistence, and multiplicity of positive solutions to semilinear elliptic systems with integral boundary conditions when positive multiparameters vary on the boundary.
Eunkyung Ko, Eun Kyoung Lee
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Dual representation of minimal supersolutions of convex BSDEs
We give a dual representation of minimal supersolutions of BSDEs with non-bounded, but integrable terminal conditions and under weak requirements on the generator which is allowed to depend on the value process of the equation. Conversely, we show that any dynamic risk measure satisfying such a dual representation stems from a BSDE.
Drapeau, S +3 more
openaire +5 more sources
Abstract In this article, we investigate the existence and multiplicity of solutions to the Robin problem −Δu=λf(u)inΩ,∂u∂ν+γu=0on∂Ω,$$\begin{equation*} {\begin{cases} -\Delta u = \lambda f(u) & \text{in } \Omega,\\ \frac{\partial u}{\partial \nu } + \gamma u=0 & \text{on } \partial \Omega, \end{cases}} \end{equation*}$$where Ω⊂RN$\Omega \subset ...
José Carmona Tapia +2 more
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Optimal consumption problem in the Vasicek model [PDF]
We consider the problem of an optimal consumption strategy on the infinite time horizon based on the hyperbolic absolute risk aversion utility when the interest rate is an Ornstein-Uhlenbeck process.
Jakub Trybuła
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Existence of viscosity solutions to abstract Cauchy problems via nonlinear semigroups
Abstract In this work, we provide conditions for nonlinear monotone semigroups on locally convex vector lattices to give rise to a generalized notion of viscosity solutions to a related nonlinear partial differential equation. The semigroup needs to satisfy a convexity estimate, so called K$K$‐convexity, with respect to another family of operators ...
Fabian Fuchs, Max Nendel
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We investigate the blowup properties of the positive solutions for a semilinear reaction-diffusion system with nonlinear nonlocal boundary condition.
Dengming Liu, Chunlai Mu
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Limits of cubic differentials and buildings
Abstract In the Labourie–Loftin parameterization of the Hitchin component of surface group representations into SL(3,R)$\mathrm{SL}(3,\mathbb {R})$, we prove an asymptotic formula for holonomy along rays in terms of local invariants of the holomorphic differential defining that ray.
John Loftin +2 more
wiley +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Pyramidal traveling fronts in the Belousov-Zhabotinskii reaction-diffusion systems in R^3
In this article, we consider a diffusion system with the Belousov-Zhabotinskii (BZ for short) chemical reaction. The existence and stability of V-shaped traveling fronts for the BZ system in $\mathbb{R}^2$ had been proved in our previous papers [30,
Luyi Ma, Hong-Tao Niu, Zhi-Cheng Wang
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