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:"VISCOSITY"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 217 Free 72 CC license 13
Type of publication
All
Article 254 Book / Working Paper 71 Other 5
Type of publication (narrower categories)
All
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
more ... less ...
Language
All
Undetermined 197 English 133
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
Published in...
All
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
more ... less ...
Source
All
RePEc 205 ECONIS (ZBW) 101 EconStor 16 BASE 5 Other ZBW resources 3
Showing 291 - 300 of 330
Cover Image
Some applications of impulse control in mathematical finance
Korn, Ralf - In: Mathematical Methods of Operations Research 50 (1999) 3, pp. 493-518
problems with the help of quasi-variational inequalities. Further, some viscosity solution results are presented. Copyright …
Persistent link: https://www.econbiz.de/10010950395
Saved in:
Cover Image
A mesoscopic approach to the “negative” viscosity effect in ferrofluids
Pérez-Madrid, A.; Alarcón, T.; Vilar, J.M.G.; … - In: Physica A: Statistical Mechanics and its Applications 270 (1999) 3, pp. 403-412
oscillating magnetic field, based on the formulation of a Fokker–Planck equation. The dissipated power and the viscosity of a … method we have found a non-monotonous behaviour of the viscosity as a function of the frequency of the field which has been … referred to as the “negative” viscosity effect. Moreover, we have shown that the viscosity depends on the vorticity field thus …
Persistent link: https://www.econbiz.de/10011063940
Saved in:
Cover Image
Optimal stopping in Hilbert spaces and pricing of American options
Gatarek, Dariusz; Andrzej ŚwiechRID="*"ID="*" Andrzej; … - In: Mathematical Methods of Operations Research 50 (1999) 1, pp. 135-147
problem is the unique viscosity solution of an obstacle problem for the associated parabolic partial differential equation in …
Persistent link: https://www.econbiz.de/10010999542
Saved in:
Cover Image
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
(*), Thaleia Zariphopoulou; Constantinides, George M. - In: Finance and Stochastics 3 (1999) 3, pp. 345-369
mainly from the theories of singular stochastic control and viscosity solutions of nonlinear partial differential equations. …
Persistent link: https://www.econbiz.de/10005613394
Saved in:
Cover Image
The origin of the Vogel–Fulcher law near the liquid–glass transition
Kitamura, Toyoyuki - In: Physica A: Statistical Mechanics and its Applications 262 (1999) 1, pp. 16-34
viscosity (equal to the Maxwell relaxation time multiplied by square of the phonon velocity). The relaxation times and the … sound disappears below the freezing point. The Stokes’ law between diffusion and viscosity holds at higher temperatures, but …
Persistent link: https://www.econbiz.de/10010599438
Saved in:
Cover Image
Undulation instability of lamellar phases under shear: A mechanism for onion formation?
Zilman, A.; Granek, R. - In: The European Physical Journal B - Condensed Matter and … 11 (1999) 4, pp. 593-608
Persistent link: https://www.econbiz.de/10009325117
Saved in:
Cover Image
Optimal stopping in Hilbert spaces and pricing of American options
Gatarek, Dariusz; Andrzej ŚwiechRID="*"ID="*" Andrzej; … - In: Computational Statistics 50 (1999) 1, pp. 135-147
problem is the unique viscosity solution of an obstacle problem for the associated parabolic partial differential equation in …
Persistent link: https://www.econbiz.de/10010759137
Saved in:
Cover Image
Turnpike behavior of long-term investments
Huang, Chi-fu; Zariphopoulou, Thaleia - In: Finance and Stochastics 3 (1999) 1, pp. 15-34
area of viscosity solutions. …
Persistent link: https://www.econbiz.de/10005390672
Saved in:
Cover Image
Creep at low temperatures: unzipping of dislocations, inertia, and criticality processes
Vigueras-Santiago, E.; Krokhin, A.A.; Mckrell, T.; … - In: Physica A: Statistical Mechanics and its Applications 258 (1998) 1, pp. 11-16
low viscosity of the electron liquid. In the second (slow) stage the depinning of dislocations is mostly due to thermal …
Persistent link: https://www.econbiz.de/10010872723
Saved in:
Cover Image
The linear pressure dependence of the viscosity at high densities
Gulik, P.S. van der - In: Physica A: Statistical Mechanics and its Applications 256 (1998) 1, pp. 39-56
Over the years, experimental data of the viscosity coefficient of simple dense fluids at high pressures have been … density range from vacuum to the melting transition, for constant temperature the viscosity coefficient is a linear function … value for the internal pressure. Thus, the viscosity coefficient is directly proportional to the thermal pressure, i.e. the …
Persistent link: https://www.econbiz.de/10010873594
Saved in:
  • First
  • Prev
  • 23
  • 24
  • 25
  • 26
  • 27
  • 28
  • 29
  • 30
  • 31
  • 32
  • 33
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...