Results 41 to 50 of about 6,505 (230)

Minimal supersolutions of convex BSDEs

open access: yesThe Annals of Probability, 2013
Published in at http://dx.doi.org/10.1214/13-AOP834 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Drapeau, Samuel   +2 more
openaire   +4 more sources

Fractional Kirchhoff-Type and Method of Sub-supersolutions

open access: yesDifferential Equations and Dynamical Systems, 2023
In the present paper, we are interested in investigating the existence of positive solutions of a new class of fractional Kirchhoff via the sub and supersolutions technique. For this, we first need to investigate two results through lemmas.
openaire   +3 more sources

Unbounded supersolutions of some quasilinear parabolic equations: A dichotomy [PDF]

open access: yesNonlinear Analysis, 2016
We study unbounded (viscosity) supersolutions of the Evolutionary p-Laplace Equation in the slow diffusion case. The supersolutions fall into two widely different classes, depending on whether they are locally summable to the power p-2 or not. Also the Porous Medium Equation is studied.
Kinnunen, Juha, Lindqvist, Peter
openaire   +3 more sources

Feedback Minimum Principle: Variational Strengthening of the Concept of Extremality in Optimal Control

open access: yesИзвестия Иркутского государственного университета: Серия "Математика", 2022
Existing maximum principles of Pontryagin’s type and related optimality conditions, such as, e.g., the ones derived by F. Clarke, B. Kaskosz and S. Lojasiewicz Jr., and H.J.
V.A. Dykhta
doaj   +1 more source

Some remarks on the comparison principle in Kirchhoff equations [PDF]

open access: yes, 2018
In this paper we study the validity of the comparison principle and the sub-supersolution method for Kirchhoff type equations. We show that these principles do not work when the Kirchhoff function is increasing, contradicting some previous results.
Malcher Figueiredo, Giovany de Jesus   +1 more
core  

Equilibrium Reward for Liquidity Providers in Automated Market Makers

open access: yesMathematical Finance, EarlyView.
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 new existence result for some nonlocal problems involving Orlicz spaces and its applications

open access: yesBoundary Value Problems, 2022
This paper studies some quasilinear elliptic nonlocal equations involving Orlicz–Sobolev spaces. On the one hand, a new sub-supersolution theorem is proved via the pseudomonotone operator theory; on the other hand, using the obtained theorem, we present ...
Xiaohui Qiu, Baoqiang Yan
doaj   +1 more source

Positive solutions to superlinear second-order divergence type elliptic equations in cone-like domains [PDF]

open access: yes, 2003
We study the problem of the existence and nonexistence of positive solutions to a superlinear second-order divergence type elliptic equation with measurable coefficients $(*)$: $-\nabla\cdot a\cdot\nabla u=u^p$ in an unbounded cone--like domain $G\subset\
Agmon   +37 more
core   +4 more sources

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

open access: yesMathematical 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

Existence of viscosity solutions to abstract Cauchy problems via nonlinear semigroups

open access: yesBulletin of the London Mathematical Society, Volume 58, Issue 5, May 2026.
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

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