EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Evolution equation"
Narrow search

Narrow search

Year of publication
Subject
All
Evolution equation 3 Stochastic evolution equation 3 Option pricing theory 2 Optionspreistheorie 2 Stochastic process 2 Stochastic processes 2 Stochastischer Prozess 2 1-Laplace equation 1 Backward stochastic evolution equation 1 Continuum stochastic evolution equation 1 Dauer 1 Discrete stochastic evolution equations 1 Duration 1 Employee option 1 Entropy generation rate 1 Ergodic semigroup 1 Fast diffusion equation 1 Feynman-Kac representation 1 Fractional Laplace operator 1 Galerkin method 1 Game theory 1 Hamilton-Jacobi equation Stochastic evolution equation Stochastic optimal control Dynamic programming 1 Higher order nonlinearity 1 Higher-order dispersion 1 KdV-like evolution equation 1 Killing rate 1 Lagrangian evolution equation 1 Laplace transform of occupation time 1 Lévy processes 1 McKean–Vlasov 1 Non expansive map 1 Non-equilibrium systems 1 Nonlocal approximation 1 Nonlocal operator 1 Nonstandard finite difference method 1 Optimal control 1 Option pricing 1 Option trading 1 Optionsgeschäft 1 PIDEs 1
more ... less ...
Online availability
All
Undetermined 11
Type of publication
All
Article 12
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3
Language
All
Undetermined 9 English 3
Author
All
Costanza, G. 2 Glau, Kathrin 2 Al-Hussein, AbdulRahman 1 Anguelov, Roumen 1 Ciotir, Ioana 1 Eberlein, Ernst 1 Engelbrecht, J. 1 Goldys, B. 1 Gozzi, F. 1 Ilison, L. 1 Ilison, O. 1 Lubuma, Jean M.-S. 1 Lucia, Umberto 1 Rémillard, Bruno 1 Salupere, A. 1 Sciubba, Enrico 1 Sorin, Sylvain 1 Tölle, Jonas M. 1 Vaillancourt, Jean 1 Vigeral, Guillaume 1
more ... less ...
Published in...
All
Physica A: Statistical Mechanics and its Applications 3 Stochastic Processes and their Applications 3 Mathematics and Computers in Simulation (MATCOM) 2 Applied mathematical finance 1 Finance and stochastics 1 International journal of game theory : official journal of the Game Theory Society 1 Statistics & Probability Letters 1
more ... less ...
Source
All
RePEc 9 ECONIS (ZBW) 3
Showing 1 - 10 of 12
Cover Image
Sufficient conditions for optimality for stochastic evolution equations
Al-Hussein, AbdulRahman - In: Statistics & Probability Letters 83 (2013) 9, pp. 2103-2107
optimality. Our result is derived by using its so-called adjoint backward stochastic evolution equation. …
Persistent link: https://www.econbiz.de/10010678735
Saved in:
Cover Image
A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates
Glau, Kathrin - In: Finance and stochastics 20 (2016) 4, pp. 1021-1059
Persistent link: https://www.econbiz.de/10011570348
Saved in:
Cover Image
Operator approach to values of stochastic games with varying stage duration
Sorin, Sylvain; Vigeral, Guillaume - In: International journal of game theory : official journal … 45 (2016) 1/2, pp. 389-410
Persistent link: https://www.econbiz.de/10011554721
Saved in:
Cover Image
Stochastic evolution equations within the context of both the Hamiltonian and Lagrangian formalisms
Costanza, G. - In: Physica A: Statistical Mechanics and its Applications 416 (2014) C, pp. 604-610
variables, respectively. Examples are given that allow us to find the Hamilton evolution equation for the dynamical variables … and the Euler evolution equation for the Lagrangian of the system with additive noises. …
Persistent link: https://www.econbiz.de/10010939922
Saved in:
Cover Image
On signed measure valued solutions of stochastic evolution equations
Rémillard, Bruno; Vaillancourt, Jean - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 101-122
We study existence, uniqueness and mass conservation of signed measure valued solutions of a class of stochastic evolution equations with respect to the Wiener sheet, including as particular cases the stochastic versions of the regularized two-dimensional Navier–Stokes equations in vorticity...
Persistent link: https://www.econbiz.de/10010719753
Saved in:
Cover Image
Variational solutions of the pricing PIDEs for European options in Lévy models
Eberlein, Ernst; Glau, Kathrin - In: Applied mathematical finance 21 (2014) 5/6, pp. 417-450
Persistent link: https://www.econbiz.de/10010500880
Saved in:
Cover Image
From Lotka to the entropy generation approach
Lucia, Umberto; Sciubba, Enrico - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 17, pp. 3634-3639
The entropy approach to the evolution of open systems is analyzed, using Lotka’s principle as a starting point. A Lagrangian is sought after to develop an analytical method for the evaluation of the stationary states of open irreversible systems. The stationary conditions for open systems are...
Persistent link: https://www.econbiz.de/10010873023
Saved in:
Cover Image
Convergence of invariant measures for singular stochastic diffusion equations
Ciotir, Ioana; Tölle, Jonas M. - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1998-2017
It is proved that the solutions to the singular stochastic p-Laplace equation, p∈(1,2) and the solutions to the stochastic fast diffusion equation with nonlinearity parameter r∈(0,1) on a bounded open domain Λ⊂Rd with Dirichlet boundary conditions are continuous in mean, uniformly in...
Persistent link: https://www.econbiz.de/10011064911
Saved in:
Cover Image
A theorem allowing to derive deterministic evolution equations from stochastic evolution equations, II: The non-Markovian extension
Costanza, G. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 12, pp. 2267-2275
Deterministic evolution equations of classical as well as quantum mechanical models are derived from a set of non-Markovian stochastic evolution equations after an average over realization using a theorem. Examples are given, show that deterministic differential equations that contain...
Persistent link: https://www.econbiz.de/10010591447
Saved in:
Cover Image
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: approach
Goldys, B.; Gozzi, F. - In: Stochastic Processes and their Applications 116 (2006) 12, pp. 1932-1963
We study a Hamilton-Jacobi-Bellman equation related to the optimal control of a stochastic semilinear equation on a Hilbert space X. We show the existence and uniqueness of solutions to the HJB equation and prove the existence and uniqueness of feedback controls for the associated control...
Persistent link: https://www.econbiz.de/10008872980
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...