Displaying 21 – 40 of 245

Showing per page

Entropic Conditions and Hedging

Samuel Njoh (2007)

ESAIM: Probability and Statistics

In many markets, especially in energy markets, electricity markets for instance, the detention of the physical asset is quite difficult. This is also the case for crude oil as treated by Davis (2000). So one can identify a good proxy which is an asset (financial or physical) (one)whose the spot price is significantly correlated with the spot price of the underlying (e.g. electicity or crude oil). Generally, the market could become incomplete. We explicit exact hedging strategies for exponential...

Epidemiological Models and Lyapunov Functions

A. Fall, A. Iggidr, G. Sallet, J. J. Tewa (2010)

Mathematical Modelling of Natural Phenomena

We give a survey of results on global stability for deterministic compartmental epidemiological models. Using Lyapunov techniques we revisit a classical result, and give a simple proof. By the same methods we also give a new result on differential susceptibility and infectivity models with mass action and an arbitrary number of compartments. These models encompass the so-called differential infectivity and staged progression models. In the two cases we prove that if the basic reproduction ratio...

Equations containing locally Henstock-Kurzweil integrable functions

Seppo Heikkilä, Guoju Ye (2012)

Applications of Mathematics

A fixed point theorem in ordered spaces and a recently proved monotone convergence theorem are applied to derive existence and comparison results for solutions of a functional integral equation of Volterra type and a functional impulsive Cauchy problem in an ordered Banach space. A novel feature is that equations contain locally Henstock-Kurzweil integrable functions.

Équations de transport dont les vitesses sont partiellement B V

Nicolas Lerner (2003/2004)

Séminaire Équations aux dérivées partielles

Nous démontrons l’unicité des solutions faibles pour une classe d’équations de transport dont les vitesses sont partiellement à variations bornées. Nous nous intéressons à des champs de vecteurs du type a 1 ( x 1 ) · x 1 + a 2 ( x 1 , x 2 ) · x 2 , a 1 B V ( x 1 N 1 ) , a 2 L x 1 1 B V ( x 2 N 2 ) , avec une borne sur la divergence de chacun des champs a 1 , a 2 . Ce modèle a été étudié récemment dans [LL] par C. Le Bris et P.-L. Lions avec une régularité W 1 , 1  ; nous montrons ici également que, dans le cas W 1 , 1 , le contrôle L de la divergence totale du champ est suffisant. Notre méthode consiste à démontrer...

Equations in differentials in the algebra of generalized stochastic processes

Nadzeya V. Bedziuk, Aleh L. Yablonski (2010)

Banach Center Publications

We consider an ordinary or stochastic nonlinear equation with generalized coefficients as an equation in differentials in the algebra of new generalized functions in the sense of [8]. Consequently, the solution of such an equation is a new generalized function. We formulate conditions under which the solution of a given equation in the algebra of new generalized functions is associated with an ordinary function or process. Moreover the class of all possible associated functions and processes is...

Equilibria and strict equilibria of multivalued maps on noninvariant sets

Pierre Cardaliaguet, Grzegorz Gabor, Marc Quincampoix (2003)

Annales Polonici Mathematici

This paper is concerned with existence of equilibrium of a set-valued map in a given compact subset of a finite-dimensional space. Previously known conditions ensuring existence of equilibrium imply that the set is either invariant or viable for the differential inclusion generated by the set-valued map. We obtain some equilibrium existence results with conditions which imply neither invariance nor viability of the given set. The problem of existence of strict equilibria is also discussed.

Equivalence and symmetries of first order differential equations

V. Tryhuk (2008)

Czechoslovak Mathematical Journal

In this article, the equivalence and symmetries of underdetermined differential equations and differential equations with deviations of the first order are considered with respect to the pseudogroup of transformations x ¯ = ϕ ( x ) , y ¯ ...

Equivalence of ill-posed dynamical systems

Tomoharu Suda (2023)

Archivum Mathematicum

The problem of topological classification is fundamental in the study of dynamical systems. However, when we consider systems without well-posedness, it is unclear how to generalize the notion of equivalence. For example, when a system has trajectories distinguished only by parametrization, we cannot apply the usual definition of equivalence based on the phase space, which presupposes the uniqueness of trajectories. In this study, we formulate a notion of “topological equivalence” using the axiomatic...

Equivalent formulation and numerical analysis of a fire confinement problem

Alberto Bressan, Tao Wang (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We consider a class of variational problems for differential inclusions, related to the control of wild fires. The area burned by the fire at time t> 0 is modelled as the reachable set for a differential inclusion x ˙ ∈F(x), starting from an initial set R0. To block the fire, a barrier can be constructed progressively in time. For each t> 0, the portion of the wall constructed within time t is described by a rectifiable set γ(t) ⊂ 2 . In this paper we show that the search for blocking strategies...

Equivariant degree of convex-valued maps applied to set-valued BVP

Zdzisław Dzedzej (2012)

Open Mathematics

An equivariant degree is defined for equivariant completely continuous multivalued vector fields with compact convex values. Then it is applied to obtain a result on existence of solutions to a second order BVP for differential inclusions carrying some symmetries.

Currently displaying 21 – 40 of 245