Search

Search Results

1. Sufficient conditions for optimality for differential inclusions of parabolic type and duality

   Sufficient conditions for optimality are derived for partial differential inclusions of parabolic type on the basis of the apparatus of locally...

   E. N. Mahmudov in Journal of Global Optimization

   Article 06 June 2007

2. Convexity theory for the term structure equation

   We study the convexity and model parameter monotonicity properties for prices of bonds and bond options when the short rate is modeled by a...

   Erik Ekström, Johan Tysk in Finance and Stochastics

   Article 09 October 2007

3. The 3D Inverse Problem of the Wave Equation for a General Multi-connected Vibrating Membrane with a Finite Number of Piecewise Smooth Boundary Conditions

   E. M. E. Zayed in Acta Mathematica Sinica

   Article 25 May 2005

4. Stefan-like problems with curvature

   We study a two-phase free boundary problem in which the speed of the free boundary depends also on its curvature. It is assumed that the free...

   I. Athanasopoulos, L. A. Caffarelli, S. Salsa in The Journal of Geometric Analysis

   Article 01 March 2003

5. Hypoelliptic non-homogeneous diffusions

   Patrick Cattiaux, Laurent Mesnager in Probability Theory and Related Fields

   Article 01 August 2002

6. Reciprocal Diffusions and Symmetries of Parabolic PDE: The Nonflat Case

   We introduce a new set of Reciprocal Characteristics for the class of reciprocal diffusions naturally associated to a general parabolic second-order...

   Michèle Thieullen in Potential Analysis

   Article 01 February 2002

7. On an area-preserving crystalline motion

   The asymptotic behavior of solutions to an area-preserving crystalline motion is investigated in this paper. In this equation, the area enclosed by...

   Shigetoshi Yazaki in Calculus of Variations and Partial Differential Equations

   Article 01 January 2002

8. Homogenization of parabolic equations an alternative approach and some corrector-type results

   We extend and complete some quite recent results by Nguetseng [Ngu1] and Allaire [All3] concerning two-scale convergence. In particular, a...

   Anders Holmbom in Applications of Mathematics

   Article 01 October 1997

9. On higher order parabolic functional differential equations

   L. Simon in Periodica Mathematica Hungarica

   Article 01 August 1995

10. An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains

    We study an invariance principle for additive functionals of nonsymmetric Markov processes with singular mean forward velocities. We generalize...

    Hirofumi Osada, Toshifumi Saitoh in Probability Theory and Related Fields

    Article 01 March 1995

11. C

    Michiel Hazewinkel in Encyclopaedia of Mathematics

    Chapter 1995
    

12. C

    X 2-DISTRIBUTION - See ‘Chi-squared’ distribution.

    A. I. Shtern, B. A. Efimov, ... F. P. Vasil’ev in Encyclopaedia of Mathematics

    Chapter 1995
    

13. C

    M. Hazewinkel in Encyclopaedia of Mathematics

    Chapter 1994
    

14. C

    Michiel Hazewinkel in Encyclopaedia of Mathematics

    Chapter 1988
    

15. The variational inequality approach to the

    Considering the one-phase Stefan problem, we present an account of some recent mathematical results within the framework of variational inequalities....

    José-Francisco Rodrigues in Acta Applicandae Mathematica

    Article 01 January 1987