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  • Search: subject:"VISCOSITY"
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Year of publication
Subject
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viscosity solutions 53 Viscosity solution 48 viscosity solution 45 Theorie 44 Theory 43 Stochastic process 38 Stochastischer Prozess 38 Viscosity 38 Mathematical programming 32 Mathematische Optimierung 32 Viscosity solutions 30 Portfolio selection 28 Portfolio-Management 26 Control theory 22 Kontrolltheorie 22 Dynamic programming 19 Viscosity Solutions 19 Asset and Liability Management 16 Benchmarked Asset Management 16 Classical Solutions 16 Dynamic Investment Management 16 Dynamische Optimierung 16 Game theory 16 Hamilton–Jacobi–Bellman Equations 16 Jump Diffusion Processes 16 Kelly Criterion 16 Lévy Processes 16 Risk Sensitive Control 16 Spieltheorie 16 Stochastic Control 16 Transaction costs 16 viscosity 13 Biodiesel 12 Hamilton-Jacobi-Bellman equation 12 Investment 11 Dividend 10 Dividende 10 stochastic control 10 Hamilton–Jacobi–Bellman equation 9 Markov chain 9
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Online availability
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Undetermined 217 Free 72 CC license 13
Type of publication
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Article 254 Book / Working Paper 71 Other 5
Type of publication (narrower categories)
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Article in journal 79 Aufsatz in Zeitschrift 79 Working Paper 32 Arbeitspapier 19 Graue Literatur 19 Non-commercial literature 19 Article 3 Aufsatz im Buch 2 Book section 2 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Thesis 1 research-article 1
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Language
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Undetermined 197 English 133
Author
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Federico, Salvatore 17 Lleo, Sébastien 17 Davis, Mark H. A. 16 Ferrari, Giorgio 13 Touzi, Nizar 12 Bouchard, Bruno 11 Gozzi, Fausto 9 Nendel, Max 8 Warin, Xavier 8 Pierre, Erwan 6 Röckner, Michael 6 Villeneuve, Stéphane 6 Buckdahn, Rainer 5 Schuhmann, Patrick 5 Soner, Halil Mete 5 Zariphopoulou, Thaleia 5 Azcue, Pablo 4 Bentahar, Imen 4 Mnif, Mohamed 4 Muhle-Karbe, Johannes 4 Muler, Nora 4 Quincampoix, Marc 4 Shibata, Hiroshi 4 Tourin, Agnès 4 Bagagiolo, Fabio 3 Ben Tahar, Imen 3 Cardaliaguet, Pierre 3 Chevalier, Etienne 3 Gassiat, Paul 3 Guéant, Olivier 3 Keller, Godfrey 3 Li, Juan 3 Ly Vath, Vathana 3 Pham, Huyên 3 Rady, Sven 3 Soner, H. Mete 3 Torrente, Maria-Laura 3 Abkar, Ali 2 Aivaliotis, Georgios 2 Alghalith, Moawia 2
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Institution
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Université Paris-Dauphine (Paris IX) 15 HAL 3 Université Paris-Dauphine 3 EconWPA 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics, University of Connecticut 1 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 1 Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) 1 London School of Economics (LSE) 1 Toulouse School of Economics (TSE) 1 UNIVERSIDAD DEL ROSARIO 1 World Scientific Publishing Co. Pte. Ltd. 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 40 Finance and Stochastics 18 Economics Papers from University Paris Dauphine 15 Risk-Sensitive Investment Management 15 Renewable Energy 14 Stochastic Processes and their Applications 11 Center for Mathematical Economics Working Papers 9 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 9 Applied Energy 8 Finance and stochastics 8 Dynamic games and applications : DGA 7 Computational Statistics 6 Mathematical Methods of Operations Research 6 Mathematics and financial economics 6 International journal of theoretical and applied finance 5 The European Physical Journal B - Condensed Matter and Complex Systems 5 Energies 4 International Journal of Theoretical and Applied Finance (IJTAF) 4 Journal of Global Optimization 4 Journal of mathematical economics 4 Mathematical methods of operations research 4 Mathematics and Computers in Simulation (MATCOM) 4 Mathematics of operations research 4 Renewable and Sustainable Energy Reviews 4 Technology audit and production reserves 4 Applied mathematical finance 3 Energy 3 European Journal of Operational Research 3 European journal of operational research : EJOR 3 Mathematical finance : an international journal of mathematics, statistics and financial theory 3 Open Access publications from Université Paris-Dauphine 3 Applied Mathematical Finance 2 CoFE Discussion Paper 2 Computational Optimization and Applications 2 Discussion paper series 2 Dynamic Games and Applications 2 Economic theory 2 IDEI working papers 2 Insurance / Mathematics & economics 2 Insurance: Mathematics and Economics 2
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Source
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RePEc 205 ECONIS (ZBW) 101 EconStor 16 BASE 5 Other ZBW resources 3
Showing 261 - 270 of 330
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Boundary effects on the stability of thin submerged granular piles
Ogale, S.B.; Bathe, R.N.; Choudhary, R.J.; Kale, S.N.; … - In: Physica A: Statistical Mechanics and its Applications 354 (2005) C, pp. 49-58
depend on liquid viscosity, in contrast to the case of thick cells. The viscosity dependence in thin cells is attributed to … the boundary wall effects, presumably caused by the influence of viscosity on granular arching. The case of a pile formed …
Persistent link: https://www.econbiz.de/10010872765
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Sol state formation and melting of agar gels rheological study
Lahrech, Kh.; Safouane, A.; Peyrellasse, J. - In: Physica A: Statistical Mechanics and its Applications 358 (2005) 1, pp. 205-211
. Equations of the viscosity agar solutions for different concentrations, and molecular weight, are given. The thermoreversible …
Persistent link: https://www.econbiz.de/10011058033
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On the viscosity solutions of a stochastic differential utility problem
Antonelli, Fabio; Pascucci, Andrea - EconWPA - 2005
problem for degenerate nonlinear partial differential equation. We also characterize the solution in the vanishing viscosity …
Persistent link: https://www.econbiz.de/10005561697
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Momentum flux in Rayleigh–Bénard convection II
Shibata, Hiroshi - In: Physica A: Statistical Mechanics and its Applications 345 (2005) 3, pp. 448-456
We showed that the turbulent viscosity coefficient defined as the molecular viscosity coefficient diverges in the …(2004)71). In the present paper, we measure the strength of the divergence in the viscosity coefficient. The strongest point of the …
Persistent link: https://www.econbiz.de/10010588552
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A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Yuri; Klüppelberg, Claudia - In: Finance and Stochastics 8 (2004) 2, pp. 207-227
currency markets. Using an appropriate geometric formalism we show that the Bellman function is the unique viscosity solution …
Persistent link: https://www.econbiz.de/10005390704
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Recursive renormalization-group calculation for the eddy viscosity and thermal eddy diffusivity of incompressible turbulence
Cao, Yigang; Chow, W.K - In: Physica A: Statistical Mechanics and its Applications 339 (2004) 3, pp. 320-338
the effective eddy viscosity and thermal eddy diffusivity of incompressible turbulence. For different values of spatial … rescaling factor Λ, the dependence of renormalized eddy viscosity on wave number is examined at the zeroth- and the first … renormalized eddy viscosity. The Batchelor constant CB is also found insensitive to Λ in the range of 0.4⩽Λ⩽0.8, and is estimated …
Persistent link: https://www.econbiz.de/10011060639
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Miscible, vertical network model 2-D simulations of two-phase flow displacements in porous media
Stevenson, Kristen; Bromhal, Grant S.; Ferer, Martin; … - In: Physica A: Statistical Mechanics and its Applications 343 (2004) C, pp. 317-334
unstable and stable flow configurations were explored with the Darcy–Rayleigh number (G) for a number of viscosity ratios (M …
Persistent link: https://www.econbiz.de/10011062910
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Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation
Düring, Bertram; Fournié, Michel; Jüngel, Ansgar - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2004
difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based …
Persistent link: https://www.econbiz.de/10005357912
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Momentum flux in Rayleigh–Benard convection
Shibata, Hiroshi - In: Physica A: Statistical Mechanics and its Applications 333 (2004) C, pp. 71-86
momentum flux converges to 0 and we estimate the viscosity by the turbulence. We confirm that the viscosity coefficient …
Persistent link: https://www.econbiz.de/10010591215
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Properties and use of jatropha curcas oil and diesel fuel blends in compression ignition engine
Pramanik, K - In: Renewable Energy 28 (2003) 2, pp. 239-248
In the present investigation the high viscosity of the jatropha curcas oil which has been considered as a potential … the viscosity of biodiesel and jatropha oil was also studied. The performance of the engine using blends and jatropha oil … temperature were reduced due to decrease in viscosity of the vegetable oil. Acceptable thermal efficiencies of the engine were …
Persistent link: https://www.econbiz.de/10010806524
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