Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Udeani, Cyril Izuchukwu"'
This study focuses on addressing the challenges of solving analytically intractable differential equations that arise in scientific and engineering fields such as Hamilton-Jacobi-Bellman. Traditional numerical methods and neural network approaches fo
Externí odkaz:
http://arxiv.org/abs/2308.11133
The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness of a solution to the Cauchy problem for the nonlinear parabolic partia
Externí odkaz:
http://arxiv.org/abs/2308.02627
The purpose of this review paper is to present our recent results on nonlinear and nonlocal mathematical models arising from modern financial mathematics. It is based on our four papers written jointly by J. Cruz, M. Grossinho, D. Sevcovic, and C. Ud
Externí odkaz:
http://arxiv.org/abs/2207.11568
The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises in financial modeling. We employ the theory of abstract semilinear par
Externí odkaz:
http://arxiv.org/abs/2106.10498
In this paper, we investigate a fully nonlinear evolutionary Hamilton-Jacobi-Bellman (HJB) parabolic equation utilizing the monotone operator technique. We consider the HJB equation arising from portfolio optimization selection, where the goal is to
Externí odkaz:
http://arxiv.org/abs/2104.06115
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