Results 61 to 70 of about 186 (147)

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

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

On the isoperimetric Riemannian Penrose inequality

Communications on Pure and Applied Mathematics, Volume 78, Issue 5, Page 1042-1085, May 2025.
Abstract We prove that the Riemannian Penrose inequality holds for asymptotically flat 3‐manifolds with nonnegative scalar curvature and connected horizon boundary, provided the optimal decay assumptions are met, which result in the ADM$\operatorname{ADM}$ mass being a well‐defined geometric invariant.
Luca Benatti, Mattia Fogagnolo, Lorenzo Mazzieri   +2 more
wiley   +1 more source

Optimal Sub- or Supersolutions in Reaction-Diffusion Problems

Journal of Differential Equations, 2002
The author considers the semilinear parabolic problem \[ \begin{aligned} & {{\partial u}\over{\partial t}} = \Delta u + f(u) \quad\text{in}\quad \Omega\times(0,T), \\& {{\partial u}\over{\partial n}} + g(u) = 0 \quad\text{on}\quad \partial\Omega\times(0,T), \\ & u(x,0) = u_0(x),\end{aligned}\tag \(*\) \] where \(\Omega\) is a sufficiently smooth ...
openaire   +1 more source

The Exterior Problem of Parabolic Hessian Quotient Equations

Mathematics
In this paper, we investigate the exterior problem of parabolic Hessian quotient equations. By utilizing Perron’s method, we establish the existence of viscosity solutions that exhibit generalized asymptotic behavior at infinity.
Huawei Zhao, Limei Dai
doaj   +1 more source

Fite-Wintner-Leighton-Type Oscillation Criteria for Second-Order Differential Equations with Nonlinear Damping

Abstract and Applied Analysis, 2013
Some new oscillation criteria for a general class of second-order differential equations with nonlinear damping are shown. Except some general structural assumptions on the coefficients and nonlinear terms, we additionally assume only one sufficient ...
Mervan Pašić
doaj   +1 more source

On a sub-supersolution method for the prescribed mean curvature problem [PDF]

Czechoslovak Mathematical Journal, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

An Agmon-Allegretto-Piepenbrink principle for Schrödinger operators. [PDF]

Rev R Acad Cienc Exactas Fis Nat A Mat, 2022
Buccheri S, Orsina L, Ponce AC.
europepmc   +1 more source

Existence of super-solutions of a discrete equation of Wolff type

Miskolc Mathematical Notes
In this paper, we are concerned with the Wolff-type equation ui= ∫ 0∞(∑j∈ℤn,|j−i|0fori∈ℤn,n≥1min ⁡ {β,p}>0γ ...
Hong Huang, Tiantian Zhou
doaj   +1 more source

An optimal control model with cost effectiveness analysis of Maize streak virus disease in maize plant. [PDF]

Infect Dis Model, 2021
Alemneh HT, Kassa AS, Godana AA.
europepmc   +1 more source