A general class of phase transition models with weighted interface energy
E. Acerbi, G. Bouchitté (2008)
Annales de l'I.H.P. Analyse non linéaire
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Displaying similar documents to “Constructing a relativistic heat flow by transport time steps”
A general class of phase transition models with weighted interface energy
Measure-valued solutions and well-posedness of multi-dimensional conservation laws in a bounded domain.
Kondo, C.I., LeFloch, P.G. (2001)
Portugaliae Mathematica. Nova Série
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On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance
Mokhtar Hafayed, Petr Veverka, Syed Abbas (2014)
Applications of Mathematics
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We establish necessary and sufficient conditions of near-optimality for nonlinear systems governed by forward-backward stochastic differential equations with controlled jump processes (FBSDEJs in short). The set of controls under consideration is necessarily convex. The proof of our result is based on Ekeland's variational principle and continuity in some sense of the state and adjoint processes with respect to the control variable. We prove that under an additional hypothesis, the near-maximum...
The space : minimal connection and optimal lifting
Radu Ignat (2005)
Annales de l'I.H.P. Analyse non linéaire
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Optimal control for absolutely continuous stochastic processes and the mass transportation problem.
Mikami, Toshio (2002)
Electronic Communications in Probability [electronic only]
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On a variational approach to truncated problems of moments
C.-G. Ambrozie (2013)
Mathematica Bohemica
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We characterize the existence of the solutions of the truncated moments problem in several real variables on unbounded supports by the existence of the maximum of certain concave Lagrangian functions. A natural regularity assumption on the support is required.