Zobrazeno 1 - 10
of 124
pro vyhledávání: '"Pop Camelia"'
In this note, we give a brief overview of obstacle problems for nonlocal operators, focusing on the applications to financial mathematics. The class of nonlocal operators that we consider can be viewed as infinitesimal generators of non-Gaussian asse
Externí odkaz:
http://arxiv.org/abs/1807.10910
We prove existence, uniqueness, and regularity of viscosity solutions to the stationary and evolution obstacle problems defined by a class of nonlocal operators that are not stable-like and may have supercritical drift. We give sufficient conditions
Externí odkaz:
http://arxiv.org/abs/1709.10384
Autor:
Epstein, Charles L., Pop, Camelia A.
We provide a detailed description of the structure of the transition probabilities and of the hitting distributions of boundary components of a manifold with corners for a degenerate strong Markov process arising in population genetics. The Markov pr
Externí odkaz:
http://arxiv.org/abs/1608.02119
Autor:
Epstein, Charles L., Pop, Camelia A.
We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy homogeneous Diri
Externí odkaz:
http://arxiv.org/abs/1608.02044
We establish the $C^{1+\gamma}$-H\"older regularity of the regular free boundary in the stationary obstacle problem defined by the fractional Laplace operator with drift in the subcritical regime. Our method of the proof consists in proving a new mon
Externí odkaz:
http://arxiv.org/abs/1509.06228
Autor:
Epstein, Charles L., Pop, Camelia A.
We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators. Our main results is a stochastic representation of weak soluti
Externí odkaz:
http://arxiv.org/abs/1406.4759
Autor:
Pop, Camelia A.
Motivated by applications to proving regularity of solutions to degenerate parabolic equations arising in population genetics, we study existence, uniqueness and the strong Markov property of weak solutions to a class of degenerate stochastic differe
Externí odkaz:
http://arxiv.org/abs/1406.0745
Autor:
Pop, Camelia A.
Kimura diffusions serve as a stochastic model for the evolution of gene frequencies in population genetics. Their infinitesimal generator is an elliptic differential operator whose second-order coefficients matrix degenerates on the boundary of the d
Externí odkaz:
http://arxiv.org/abs/1406.0742
Autor:
Petrosyan, Arshak, Pop, Camelia A.
We prove existence, uniqueness and optimal regularity of solutions to the stationary obstacle problem defined by the fractional Laplacian operator with drift, in the subcritical regime. We localize our problem by considering a suitable extension oper
Externí odkaz:
http://arxiv.org/abs/1403.5015
Autor:
Epstein, Charles L., Pop, Camelia A.
We consider the linear stationary equation defined by the fractional Laplacian with drift. In the supercritical case, that is the case when the dominant term is given by the drift instead of the diffusion component, we prove local regularity of solut
Externí odkaz:
http://arxiv.org/abs/1309.5892