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  • Search: subject:"Non-smooth functionals"
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Approximation 1 Critical exponents 1 Local time 1 Non-smooth functionals 1 Non-smooth functionals of one-dimensional diffusions 1 Occupation time 1 Orlicz-Sobolev 1 Quasilinear equations 1
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Alves, Claudianor 1 Gonçalves, José 1 Kohatsu-Higa, A. 1 Makhlouf, A. 1 Ngo, H.L. 1 Santos, Jefferson 1
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Journal of Global Optimization 1 Stochastic Processes and their Applications 1
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RePEc 2
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Strongly nonlinear multivalued elliptic equations on a bounded domain
Alves, Claudianor; Gonçalves, José; Santos, Jefferson - In: Journal of Global Optimization 58 (2014) 3, pp. 565-593
In this work we study the existence of nontrivial solution for the following class of multivalued quasilinear problems <Equation ID="Equ51"> <EquationSource Format="TEX">$$\begin{aligned} \displaystyle -\text{ div } ( \phi (|\nabla u|) \nabla u) - b(u)u \in \lambda \partial F(x,u)\;\text{ in }\;\Omega , \quad u=0\; \text{ on }\;\partial \Omega...</equationsource></equation>
Persistent link: https://www.econbiz.de/10010994120
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Approximations of non-smooth integral type functionals of one dimensional diffusion processes
Kohatsu-Higa, A.; Makhlouf, A.; Ngo, H.L. - In: Stochastic Processes and their Applications 124 (2014) 5, pp. 1881-1909
In this article, we obtain the weak and strong rates of convergence of time integrals of non-smooth functions of a one dimensional diffusion process. We propose the use of the exact simulation scheme to simulate the process at discretization points. In particular, we also present the rates of...
Persistent link: https://www.econbiz.de/10010753659
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