Editorial
Ehresmann Connection in the Geometry of Nonholonomic Systems
Equations of motion of nonlinear nonholonomic systems with variable masses
Errata : «Classification géométrique des structures internes des systèmes dynamiques à 2 spins»
Erratum for "Non singular Hamiltonian systems and geodesic flows on surfaces with negative curvature".
A mistake was found in the reasoning leading to a Lagrangian which we considered as equivalent from the formula for the action S(γ) below the classical mechanical problem (3) on "Non singular Hamiltonian systems and geodesic flows on surfaces with negative curvature", page 271.
Erratum : “On the geometry of subbundles and Lagrange foliations”
Erratum : “The quantum stability problem for time-periodic perturbations of the harmonic oscillator”
Espaces variationnels et mécanique
Ce travail est essentiellement consacré aux systèmes dynamiques non conservatifs, la force généralisée dépendant à la fois des paramètres de position et de vitesse . désignant l’espace-temps de configuration, l’espace fibré des vecteurs tangents, celui des directions tangentes à , on caractérise par son lagrangien homogène et le tenseur-force antisymétrique dont le produit contracté par le vecteur vitesse donne le vecteur force généralisé.Dans la première partie, on étudie l’algèbre...
Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations.
We study stochastic Hamilton-Jacobi-Bellman equations and the corresponding Hamiltonian systems driven by jump-type Lévy processes. The main objective of the present papel is to show existence, uniqueness and a (locally in time) diffeomorphism property of the solution: the solution trajectory of the system is a diffeomorphism as a function of the initial momentum. This result enables us to implement a stochastic version of the classical method of characteristics for the Hamilton-Jacobi equations....
Estimation of the amplitude of resonance in the general standard map.
Exemples de hamiltoniens non intégrables en mécanique analytique réelle
Existence of solutions for a nonlinear discrete system involving the -Laplacian
The existence of solutions for boundary value problems for a nonlinear discrete system involving the -Laplacian is investigated. The approach is based on critical point theory.
Existence results for first order Hamilton Jacobi equations
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
In this paper we investigate the expected terminal utility maximization approach for a dynamic stochastic portfolio optimization problem. We solve it numerically by solving an evolutionary Hamilton-Jacobi-Bellman equation which is transformed by means of the Riccati transformation. We examine the dependence of the results on the shape of a chosen utility function in regard to the associated risk aversion level. We define the Conditional value-at-risk deviation () based Sharpe ratio for measuring...
Explicit Solutions of Classical Generalized Toda Models.
Exponentially long time stability for non-linearizable analytic germs of .
We study the Siegel-Schröder center problem on the linearization of analytic germs of diffeomorphisms in several complex variables, in the Gevrey-, category. We introduce a new arithmetical condition of Bruno type on the linear part of the given germ, which ensures the existence of a Gevrey- formal linearization. We use this fact to prove the effective stability, i.e. stability for finite but long time, of neighborhoods of the origin, for the analytic germ.