Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Benedicte Alziary"'
Autor:
Benedicte Alziary, Peter Takac
Publikováno v:
Electronic Journal of Differential Equations, Vol 2018, Iss 168,, Pp 1-54 (2018)
We study the Heston model for pricing European options on stocks with stochastic volatility. This is a Black-Scholes-type equation whose spatial domain for the logarithmic stock price $x\in \mathbb{R}$ and the variance $v\in (0,\infty)$ is the h
Externí odkaz:
https://doaj.org/article/7d5a8d761ae842f9a9545ee9f644edd0
Positivity and negativity of solutions to nXn weighted systems involving the Laplace operator on R^N
Publikováno v:
Electronic Journal of Differential Equations, Vol 2012, Iss 101,, Pp 1-14 (2012)
We consider the sign of the solutions of a $n imes n$ system defined on the whole space $mathbb{R}^N$, $Ngeq 3$ and a weight function $ho$ with a positive part decreasing fast enough, $$ -Delta U = lambda ho(x) MU +F, $$ where $F$ is a vector of func
Externí odkaz:
https://doaj.org/article/d9d60ebb54664c79b76328f666878bc6
Autor:
Benedicte Alziary, Peter Takac
Publikováno v:
Electronic Journal of Differential Equations, Vol Conference, Iss 16, Pp 35-58 (2007)
We investigate the compactness of the resolvent $(mathcal{A} - lambda I)^{-1}$ of the Schrodinger operator $mathcal{A} = - Delta + q(x)ullet$ acting on the Banach space $X$,$$ X = { fin L^2(mathbb{R}^N): f / varphiin L^infty(mathbb{R}^N) } ,quad | f|
Externí odkaz:
https://doaj.org/article/ca02acf139c0427687c417f89d63cae0
Publikováno v:
Electronic Journal of Differential Equations, Vol 2004, Iss 76, Pp 1-32 (2004)
The solvability of the resonant Cauchy problem $$ - Delta_p u = lambda_1 m(|x|) |u|^{p-2} u + f(x) quadhbox{in } mathbb{R}^N ;quad uin D^{1,p}(mathbb{R}^N), $$ in the entire Euclidean space $mathbb{R}^N$ ($Ngeq 1$) is investigated as a part of the Fr
Externí odkaz:
https://doaj.org/article/1b4190d96cc8432b9527b634d0309794
Autor:
Alziary, Bénédicte, Takáč, Peter
Publikováno v:
Electronic Journal of Differential Equations
Proceedings of the 2006 International Conference in honor of Jacqueline Fleckinger
2006 International Conference in honor of Jacqueline Fleckinger, Université Toulouse 1, Toulouse, France.
2006 International Conference in honor of Jacqueline Fleckinger, Université Toulouse 1, Toulouse, France., 2006, Toulouse, France. p. 35-58
Proceedings of the 2006 International Conference in honor of Jacqueline Fleckinger
2006 International Conference in honor of Jacqueline Fleckinger, Université Toulouse 1, Toulouse, France.
2006 International Conference in honor of Jacqueline Fleckinger, Université Toulouse 1, Toulouse, France., 2006, Toulouse, France. p. 35-58
International audience
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4bbd149c01ccf2b55a88baa52923b0cb
https://hal.archives-ouvertes.fr/hal-00969336
https://hal.archives-ouvertes.fr/hal-00969336