On changes of measure in stochastic volatility models.
This paper extends the volume filling chemotaxis model [18, 26] by taking into account the cell population interactions. The extended chemotaxis models have nonlinear diffusion and chemotactic sensitivity depending on cell population density, which is a modification of the classical Keller-Segel model in which the diffusion and chemotactic sensitivity are constants (linear). The existence and boundedness of global solutions of these models are discussed and...
We show compactness of bounded sets of weak solutions to the isentropic compressible Navier-Stokes equations in three space dimensions under the hypothesis that the adiabatic constant .
We study the conditions under which the Cauchy problem for a linear hyperbolic system of partial differential equations of the first order in two independent variables has a unique continuous solution (not necessarily Lipschitz continuous). In addition to obvious continuity assumptions on coefficients and initial data, the sufficient conditions are the bounded variation of the left eigenvectors along the characteristic curves.