Results 71 to 80 of about 6,505 (230)

The robust Orlicz risk with an application to the green photovoltaic power generation

Asian Journal of Control, Volume 27, Issue 4, Page 1655-1667, July 2025.
Abstract We propose a novel recursive utility for controlling stochastic processes under risk and uncertainty. Our formulation uses a robustified Orlicz risk that can evaluate risk and uncertainty simultaneously. We focus on the control problem of a photovoltaic power generation system that supplies excess electricity for the secondary purpose of ...
Hidekazu Yoshioka, Motoh Tsujimura
wiley   +1 more source

Supersolutions, monotone iterations, and stability

Journal of Differential Equations, 1976
where f: B x R + R is a continuously differentiable function which is increasing with respect to the second variable. Problems of this type arise in many applications, in particular in physics and chemical engineering (cf. [2, 8, 17, 231 for further references). In this connection positive solutions are of particular interest.
openaire   +3 more sources

Generalized Global Supersolutions with Mass Control for Systems with Taxis [PDF]

SIAM Journal on Mathematical Analysis, 2019
arXiv admin note: text overlap with arXiv:1804.05333 Changes: $v>0$ a.e.
openaire   +3 more sources

Polar Coordinates for the 3/2 Stochastic Volatility Model

Mathematical Finance, Volume 35, Issue 3, Page 708-723, July 2025.
ABSTRACT The 3/2 stochastic volatility model is a continuous positive process s with a correlated infinitesimal variance process ν$\nu $. The exact definition is provided in the Introduction immediately below. By inspecting the geometry associated with this model, we discover an explicit smooth map ψ$ \psi $ from (R+)2$({\mathbb{R}}^+)^2 $ to the ...
Paul Nekoranik
wiley   +1 more source

Ambrosetti-Prodi type results in a system of second and fourth-order ordinary differential equations

Electronic Journal of Differential Equations, 2008
In this paper, by the variational method, we study the existence, nonexistence, and multiplicity of solutions of an Ambrosetti-Prodi type problem for a system of second and fourth order ordinary differential equations.
Jing Feng, Yukun An
doaj  

Liouville theorems for a family of very degenerate elliptic non linear operators

, 2017
We prove nonexistence results of Liouville type for nonnegative viscosity solutions of some equations involving the fully nonlinear degenerate elliptic operators ${\cal P}^\pm_k$, defined respectively as the sum of the largest and the smallest $k ...
Birindelli, Isabeau, Galise, Giulio, Leoni, Fabiana   +2 more
core   +1 more source

Existence and regularity for integro‐differential free transmission problem

Bulletin of the London Mathematical Society, Volume 57, Issue 7, Page 1923-1937, July 2025.
Abstract We study an integro‐differential free transmission problem associated with the Bellman–Isaacs‐type operator that is solution‐dependent. The existence of a viscosity solution is proved by constructing solutions of suitable auxiliary problems for such a nonlocal problem.
Sun‐Sig Byun, Seunghyun Kim
wiley   +1 more source

Existence of solutions to p-Laplace equations with logarithmic nonlinearity

Electronic Journal of Differential Equations, 2009
This article concerns the the nonlinear elliptic equation $$ -hbox{div}(| abla u|^{p-2} abla u) =log u^{p-1}+lambda f(x,u) $$ in a bounded domain $Omega subset mathbb{R}^{N}$ with $Ngeq 1$ and $u=0$ on $partialOmega$.
Jing Mo, Zuodong Yang
doaj  

Nonlinear Decomposition of Doob-Meyer's Type for Continuous g-Supermartingale with Uniformly Continuous Coefficient

Journal of Applied Mathematics, 2014
We prove that a continuous g-supermartingale with uniformly continuous coeffcient g on finite or infinite horizon, is a g-supersolution of the corresponding backward stochastic differential equation. It is a new nonlinear Doob-Meyer decomposition theorem
Xuejun Shi, Long Jiang, Ronglin Ji
doaj   +1 more source

Local approximation of superharmonic and superparabolic functions in nonlinear potential theory [PDF]

, 2012
We prove that arbitrary superharmonic functions and superparabolic functions related to the $p$-Laplace and the $p$-parabolic equations are locally obtained as limits of supersolutions with desired convergence properties of the corresponding Riesz ...
Kinnunen, Juha, Lukkari, Teemu, Parviainen, Mikko   +2 more
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