Results 21 to 30 of about 11,149 (99)
Quadratic BSDEs with Singular Generators and Unbounded Terminal Conditions: Theory and Applications
MathematicsWe investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators that are singular in y. First, we establish the existence of solutions and a comparison theorem, thereby extending the existing results in the ...
Wenbo Wang, Guangyan Jia
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The Dirichlet Problem of Hessian Equation in Exterior Domains
Mathematics, 2020 In this paper, we will obtain the existence of viscosity solutions to the exterior Dirichlet problem for Hessian equations with prescribed asymptotic behavior at infinity by the Perron’s method. This extends the Ju–Bao results on Monge–Ampère equations
Hongfei Li, Limei Dai
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Prediction of Antibody Viscosity from Dilute Solution Measurements
Antibodies, 2023 The high antibody doses required to achieve a therapeutic effect often necessitate high-concentration products that can lead to challenging viscosity issues in production and delivery. Predicting antibody viscosity in early development can play a pivotal
Kamal Bhandari +5 more
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On the Gradient Method in One Portfolio Management Problem
MathematicsThis study refines the methodology for solving stochastic optimal control problems with quality criteria that include the sum of the quality functional of the classical formulation and an extremal measure. A two-level optimization solution of these kinds
Suriya Kumacheva, Vitalii Novgorodtcev
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Blow-up of solutions of Cauchy problem for nonlinear Schrödinger equation
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2013 In this work we study the effect of time finiteness of the existence of Cauchy problem for nonlinear Schrödinger equation solution. Together with the ill-posed Cauchy problem we consider its neighborhood in the space of operators, representing Cauchy ...
Vsevolod Zhanovich Sakbaev
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Energies, 2022 Polymer flooding has been proved by many scholars for use in heavy oil reservoirs. However, due to mobility control effects and injectivity, selecting the appropriate solution viscosity is essential.
Xiangji Dou +5 more
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Journal of Biological Dynamics, 2019 A simplified stochastic control model for optimization of logistic dynamics with the control-dependent carrying capacity, which is motivated by a recent algae population management problem in the river environment, is presented.
Hidekazu Yoshioka
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Optimal Control in Financial Markets for the Uncertain Volatility Model
MathematicsThis paper generalizes the well-known Black–Scholes model, specifically the uncertain volatility model. To calculate the fair price range of a payment obligation, Hamilton–Jacobi–Bellman equations are derived and transformed into nonlinear heat equations
Grigory Belyavski +3 more
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A Simple Framework for the Stochastic Volatility Uncertainty [PDF]
Sahand Communications in Mathematical AnalysisThis paper presents an uncertainty framework, in which the volatility process exists within a random interval defined by bounds modeled by a Cox-Ingersoll-Ross (CIR) process. We analyzed the worst-case and best-case scenario prices of a simple contingent
Neda Esmaeeli
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Extending infinity harmonic functions by rotation
Electronic Journal of Differential Equations, 2015 If $u(\mathbf{x}, y)$ is an infinity harmonic function, i.e., a viscosity solution to the equation $-\Delta_\infty u=0$ in $\Omega \subset \mathbb{R}^{m+1}$ then the function $v(\mathbf{x}, \mathbf{z})= u(\mathbf{x}, \|\mathbf{z}\|)$ is infinity ...
Gustaf Gripenberg
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