Results 101 to 110 of about 14,824,467 (223)

Rough PDEs for Local Stochastic Volatility Models

open access: yesMathematical Finance, Volume 35, Issue 3, Page 661-681, July 2025.
ABSTRACT In this work, we introduce a novel pricing methodology in general, possibly non‐Markovian local stochastic volatility (LSV) models. We observe that by conditioning the LSV dynamics on the Brownian motion that drives the volatility, one obtains a time‐inhomogeneous Markov process. Using tools from rough path theory, we describe how to precisely
Peter Bank   +3 more
wiley   +1 more source

Analysis of a Radiotherapy Model for Brain Tumors

open access: yesStudies in Applied Mathematics, Volume 155, Issue 1, July 2025.
ABSTRACT In this work, we focus on the analytical and numerical study of a mathematical model for brain tumors undergoing radiotherapy treatment. Under certain assumptions regarding the given data in the model, we prove the existence and uniqueness of a weak nonnegative (biologically relevant) solution.
Marina Chugunova   +3 more
wiley   +1 more source

Well-posedness characterizations for system of mixed hemivariational inequalities

open access: yesMiskolc Mathematical Notes
In this paper, we concern with the concept of well-posedness and well-posedness in generalized sense for a system of mixed hemivariational inequality (SMHVI) with perturbations.
Kartikeswar Mahalik, Chandal Nahak
doaj   +1 more source

Local Well-Posedness to the Cauchy Problem for an Equation of the Nagumo Type. [PDF]

open access: yesScientificWorldJournal, 2022
Lizarazo V, De la Cruz R, Lizarazo J.
europepmc   +1 more source

On Ocean Currents with Constant Vorticity: Explicit Solutions and an Application to the ACC

open access: yesStudies in Applied Mathematics, Volume 155, Issue 1, July 2025.
ABSTRACT We study the three‐dimensional, divergence‐free, incompressible Euler equations in the f$f$‐plane approximation for off‐equatorial oceanic flows of constant vorticity, where the fluid domain is bounded by a free surface and a flat bed. The major difference, compared to related earlier works, is that we refrain from any global restrictions on ...
Anna Geyer, Ronald Quirchmayr
wiley   +1 more source

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