On Ito's formula of Föllmer and Protter
Nathalie Eisenbaum (2001)
Séminaire de probabilités de Strasbourg
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Nathalie Eisenbaum (2001)
Séminaire de probabilités de Strasbourg
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Patrizia Donato, Editha C. Jose (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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The aim of this paper is to provide the correctors associated to the homogenization of a parabolic problem describing the heat transfer. The results here complete the earlier study in [Jose, (2009) 189–222] on the asymptotic behaviour of a problem in a domain with two components separated by an -periodic interface. The physical model established in [Carslaw and Jaeger, The Clarendon Press, Oxford (1947)] prescribes on the interface the condition that the flux of...
Eisenbaum, Nathalie, Kyprianou, Andreas (2008)
Electronic Communications in Probability [electronic only]
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Bass, Richard F., Perkins, Edwin A. (2004)
Electronic Journal of Probability [electronic only]
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Akrout, K., Khodja, B. (2009)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
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Eisenbaum, Nathalie, Walsh, Alexander (2009)
Electronic Communications in Probability [electronic only]
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Ngobi, Said (2002)
International Journal of Mathematics and Mathematical Sciences
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Ibrahim, Sobhy El-Sayed (2003)
International Journal of Mathematics and Mathematical Sciences
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Bass, Richard F., Perkins, Edwin A. (2008)
Electronic Journal of Probability [electronic only]
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Lejay, Antoine (2002)
Electronic Journal of Probability [electronic only]
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Zhongxue, Lü, Hongzheng, Xie (2002)
International Journal of Mathematics and Mathematical Sciences
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Krishna M. Garg
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We present here relativized versions of some aspects of the theory of functions of bounded variation, viz. relative to a function of bounded variation, without going into relative bounded variation. A few results have been known in this direction for some time when the functions involved are continuous, but due to the complications that arise when the functions are discontinuous, no systematic attempt seems to have been made in this direction in the past.Let B denote the linear space...