Results 71 to 80 of about 86,831,735 (183)
On the viscosity solutions of a stochastic differential utility problem [PDF]
We prove existence, uniqueness and gradient estimates of stochastic differential utility as a solution of the Cauchy problem for degenerate nonlinear partial differential equation.
Andrea Pascucci, Fabio Antonelli
core
MathematicsThis study theoretically investigates the temperature and velocity spatial distributions in the flow of a copper–water nanofluid induced by a rotating rigid disk in a porous medium. Unlike previous work on similar systems, we assume that the disk surface
Naif Abdulaziz M. Alkuhayli +1 more
doaj +1 more source
Medial Axis Aware Learning of Signed Distance Functions
Computer Graphics Forum, EarlyView.Abstract We propose a novel variational method to compute a highly accurate global signed distance function (SDF) to a given point cloud. To this end, the jump set of the gradient of the SDF, which coincides with the medial axis of the surface, is explicitly taken into account through a higher‐order variational formulation that enforces linear growth ...
Samuel Weidemaier +2 more
wiley +1 more source
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications [PDF]
, 2008 This paper deals with a class of backward stochastic differential equations with Poisson jumps and with random terminal times. We prove the existence and uniqueness result of adapted solution for such a BSDE under the assumption of non-Lipschitzian ...
Mao, Xuerong +2 more
core +2 more sources
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical 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
Large liquidity expansion of super-hedging costs. [PDF]
We consider a financial market with liquidity cost as in Cetin, Jarrow and Protter [3] where the supply function S"(s; ) depends on a parameter " 0 with S0(s; ) = s corresponding to the perfect liquid situation.
Possamai, Dylan +2 more
core
Market Making With Fads, Informed, and Uninformed Traders
Mathematical Finance, EarlyView.ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Using a multiscale computational model of left ventricular electromechanics, we investigated how sarcomere dynamics influence the end‐systolic pressure‐volume (ESPV) relationship in ejecting beats compared to isovolumetric beats.
Francesco Regazzoni +2 more
wiley +1 more source
Applied Research, Volume 5, Issue 5, October 2026.UniNS is a hybrid neuro‐symbolic framework that simulates nanoscale swarms in tumor microenvironments by coupling mesoscopic hydrodynamics with structure‐regularized causal discovery. It reduces biochemical prediction errors by 27.3% and dynamically prevents spurious correlations, offering a scalable, thermodynamically consistent testbed for precision ...
Xinyuan Chen +3 more
wiley +1 more source
Representation Formula for Viscosity Solutions to a class of Nonlinear Parabolic PDEs
, 2021 We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDEs given as a sup--envelope function. This is done through a dynamic programming principle derived from Denis, Hu, Peng (2010). The formula can be seen as a nonlinear extension of the Feynman--Kac formula and is based on the backward stochastic ...
openaire +2 more sources