Support of a Marcus equation in dimension 1.
Simon, Thomas (2000)
Electronic Communications in Probability [electronic only]
Similarity:
Displaying similar documents to “Small diffusion and fast dying out asymptotics for superprocesses as non-Hamiltonian quasiclassics for evolution equations.”
Support of a Marcus equation in dimension 1.
A partial solution for Feynman's problem – a new derivation of the Weyl equation.
Inoue, Atsushi (2000)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Hierarchically interacting Fleming-Viot processes with selection and mutation: Multiple space time scale analysis and quasi-equilibria.
Dawson, Donald A., Greven, Andreas (1999)
Electronic Journal of Probability [electronic only]
Similarity:
A microscopic model for the Burgers equation and longest increasing subsequences.
Seppäläinen, Timo (1996)
Electronic Journal of Probability [electronic only]
Similarity:
Identity surfaces.
Tutschke, W. (2000)
Zeitschrift für Analysis und ihre Anwendungen
Similarity:
A 2-dimensional SDE whose solutions are not unique.
Swart, Jan M. (2001)
Electronic Communications in Probability [electronic only]
Similarity:
Superprocess approximating for a spatially homogeneous branching walk.
Kaj, I., Sagitov, S. (1997)
Electronic Communications in Probability [electronic only]
Similarity:
On some improperly posed problem for a degenerate nonlinear parabolic equation.
Hayasida, K. (2000)
Zeitschrift für Analysis und ihre Anwendungen
Similarity:
On general solutions of linear differential equations.
Adamović, Dušan D., Kečkić, Jovan D. (1987)
Publications de l'Institut Mathématique. Nouvelle Série
Similarity:
Linear stochastic parabolic equations, degenerating on the boundary of a domain.
Lototsky, Sergey V. (2001)
Electronic Journal of Probability [electronic only]
Similarity:
An extended generator and Schrödinger equations.
Getoor, R.K. (1999)
Electronic Journal of Probability [electronic only]
Similarity:
Variational analysis for the Black and Scholes equation with stochastic volatility
Yves Achdou, Nicoletta Tchou (2002)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
Similarity:
We propose a variational analysis for a Black and Scholes equation with stochastic volatility. This equation gives the price of a European option as a function of the time, of the price of the underlying asset and of the volatility when the volatility is a function of a mean reverting Orstein-Uhlenbeck process, possibly correlated with the underlying asset. The variational analysis involves weighted Sobolev spaces. It enables to prove qualitative properties of the solution, namely a...
Wave packets techniques
Nicolas Lerner (1996-1997)
Séminaire Équations aux dérivées partielles
Similarity: