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Displaying similar documents to “Geometric constraints on the domain for a class of minimum problems”

An optimal matching problem

Ivar Ekeland (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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Given two measured spaces ( X , μ ) and ( Y , ν ) , and a third space , given two functions  and , we study the problem of finding two maps s : X Z and t : Y Z such that the images s ( μ ) and t ( ν ) coincide, and the integral X u ( x , s ( x ) ) d μ - Y v ( y , t ( y ) ) d ν is maximal. We give condition on and for which there is a unique solution.

Static Hedging of Barrier Options with a Smile: An Inverse Problem

Claude Bardos, Raphaël Douady, Andrei Fursikov (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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Let be a parabolic second order differential operator on the domain Π ¯ = 0 , T × . Given a function u ^ : R and x ^ > 0 such that the support of û is contained in ( - , - x ^ ] , we let y ^ : Π ¯ be the solution to the equation: L y ^ = 0 , y ^ | { 0 } × = u ^ . Given positive bounds 0 < x 0 < x 1 , we seek a function with support in x 0 , x 1 such that the corresponding solution satisfies: y ( t , 0 ) = y ^ ( t , 0 ) t 0 , T . We prove in this article that, under some regularity conditions on the coefficients of continuous solutions are unique and dense in the sense that y ^ | [ 0 , T ] × { 0 } can be -approximated,...