Piatnitski, A.; Zhizhina, E. Stochastic homogenization of convolution type operators. (English. French summary) Zbl 1433.35006 J. Math. Pures Appl. (9) 134, 36-71 (2020). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 45E10 60H25 47B25 PDFBibTeX XMLCite \textit{A. Piatnitski} and \textit{E. Zhizhina}, J. Math. Pures Appl. (9) 134, 36--71 (2020; Zbl 1433.35006) Full Text: DOI arXiv
Jeon, Junkee; Oh, Jehan \((1+2)\)-dimensional Black-Scholes equations with mixed boundary conditions. (English) Zbl 1433.35162 Commun. Pure Appl. Anal. 19, No. 2, 699-714 (2020). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35K20 91G20 35Q91 35K65 PDFBibTeX XMLCite \textit{J. Jeon} and \textit{J. Oh}, Commun. Pure Appl. Anal. 19, No. 2, 699--714 (2020; Zbl 1433.35162) Full Text: DOI
Zhao, Junyilang; Shen, Jun A new proof for the Hartman-Grobman theorem for random dynamical systems. (English) Zbl 1444.37044 Proc. Am. Math. Soc. 148, No. 1, 365-377 (2020). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 37H30 37H15 37H12 37C15 37C75 34F05 PDFBibTeX XMLCite \textit{J. Zhao} and \textit{J. Shen}, Proc. Am. Math. Soc. 148, No. 1, 365--377 (2020; Zbl 1444.37044) Full Text: DOI
Bank, Peter; Dolinsky, Yan Continuous-time duality for superreplication with transient price impact. (English) Zbl 1444.91194 Ann. Appl. Probab. 29, No. 6, 3893-3917 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91G20 PDFBibTeX XMLCite \textit{P. Bank} and \textit{Y. Dolinsky}, Ann. Appl. Probab. 29, No. 6, 3893--3917 (2019; Zbl 1444.91194) Full Text: DOI arXiv Euclid
Benoit, Antoine; Gloria, Antoine Long-time homogenization and asymptotic ballistic transport of classical waves. (English. French summary) Zbl 1437.35030 Ann. Sci. Éc. Norm. Supér. (4) 52, No. 3, 703-759 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35L15 35P05 35R60 PDFBibTeX XMLCite \textit{A. Benoit} and \textit{A. Gloria}, Ann. Sci. Éc. Norm. Supér. (4) 52, No. 3, 703--759 (2019; Zbl 1437.35030) Full Text: DOI arXiv
Hernández-Hernández, Daniel; Moreno-Franco, Harold A.; Pérez, José-luis Periodic strategies in optimal execution with multiplicative price impact. (English) Zbl 1433.91157 Math. Finance 29, No. 4, 1039-1065 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91G80 49L20 PDFBibTeX XMLCite \textit{D. Hernández-Hernández} et al., Math. Finance 29, No. 4, 1039--1065 (2019; Zbl 1433.91157) Full Text: DOI arXiv
Guasoni, Paolo; Nika, Zsolt; Rásonyi, MiklóS Trading fractional Brownian motion. (English) Zbl 1429.91290 SIAM J. Financ. Math. 10, No. 3, 769-789 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91G80 60G22 PDFBibTeX XMLCite \textit{P. Guasoni} et al., SIAM J. Financ. Math. 10, No. 3, 769--789 (2019; Zbl 1429.91290) Full Text: DOI Link
Bank, Peter; Voß, Moritz Optimal investment with transient price impact. (English) Zbl 1429.91302 SIAM J. Financ. Math. 10, No. 3, 723-768 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G15 91G10 91G80 93E20 35Q91 PDFBibTeX XMLCite \textit{P. Bank} and \textit{M. Voß}, SIAM J. Financ. Math. 10, No. 3, 723--768 (2019; Zbl 1429.91302) Full Text: DOI arXiv Link
Nadtochiy, Sergey; Zariphopoulou, Thaleia Optimal contract for a fund manager with capital injections and endogenous trading constraints. (English) Zbl 1430.91087 SIAM J. Financ. Math. 10, No. 3, 698-722 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91B41 91G80 60H15 PDFBibTeX XMLCite \textit{S. Nadtochiy} and \textit{T. Zariphopoulou}, SIAM J. Financ. Math. 10, No. 3, 698--722 (2019; Zbl 1430.91087) Full Text: DOI arXiv Link
Chen, Kexin; Chiu, Mei Choi; Wong, Hoi Ying Time-consistent mean-variance pairs-trading under regime-switching cointegration. (English) Zbl 1431.91355 SIAM J. Financ. Math. 10, No. 2, 632-665 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91G80 35Q92 PDFBibTeX XMLCite \textit{K. Chen} et al., SIAM J. Financ. Math. 10, No. 2, 632--665 (2019; Zbl 1431.91355) Full Text: DOI Link
Jeon, Junkee; Koo, Hyeng Keun; Shin, Yong Hyun Ratcheting with a bliss level of consumption. (English) Zbl 1432.91105 Optim. Lett. 13, No. 7, 1535-1556 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91G20 60G40 60G44 PDFBibTeX XMLCite \textit{J. Jeon} et al., Optim. Lett. 13, No. 7, 1535--1556 (2019; Zbl 1432.91105) Full Text: DOI
Da Prato, Giuseppe; Jentzen, Arnulf; Röckner, Michael A mild Itô formula for SPDEs. (English) Zbl 1423.35472 Trans. Am. Math. Soc. 372, No. 6, 3755-3807 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R60 60H15 PDFBibTeX XMLCite \textit{G. Da Prato} et al., Trans. Am. Math. Soc. 372, No. 6, 3755--3807 (2019; Zbl 1423.35472) Full Text: DOI arXiv
Belak, Christoph; Sass, Jörn Finite-horizon optimal investment with transaction costs: construction of the optimal strategies. (English) Zbl 1428.91016 Finance Stoch. 23, No. 4, 861-888 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 93E20 91G80 35Q91 49L25 PDFBibTeX XMLCite \textit{C. Belak} and \textit{J. Sass}, Finance Stoch. 23, No. 4, 861--888 (2019; Zbl 1428.91016) Full Text: DOI
Li, Yueling; Xie, Longjie; Xie, Yingchao Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises. (English) Zbl 1425.34078 J. Differ. Equations 266, No. 5, 2638-2665 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34F05 60H10 60G52 35R11 PDFBibTeX XMLCite \textit{Y. Li} et al., J. Differ. Equations 266, No. 5, 2638--2665 (2019; Zbl 1425.34078) Full Text: DOI
Boroushaki, Shirin; Ghoussoub, Nassif A self-dual variational approach to stochastic partial differential equations. (English) Zbl 1433.60047 J. Funct. Anal. 276, No. 4, 1201-1243 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H15 PDFBibTeX XMLCite \textit{S. Boroushaki} and \textit{N. Ghoussoub}, J. Funct. Anal. 276, No. 4, 1201--1243 (2019; Zbl 1433.60047) Full Text: DOI arXiv
Gao, Hongwei Stochastic homogenization of certain nonconvex Hamilton-Jacobi equations. (English) Zbl 1428.35028 J. Differ. Equations 267, No. 5, 2918-2949 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35F21 35R60 35D40 PDFBibTeX XMLCite \textit{H. Gao}, J. Differ. Equations 267, No. 5, 2918--2949 (2019; Zbl 1428.35028) Full Text: DOI arXiv
Chen, Chuchu; Hong, Jialin; Ji, Lihai Mean-square convergence of a semidiscrete scheme for stochastic Maxwell equations. (English) Zbl 1422.60112 SIAM J. Numer. Anal. 57, No. 2, 728-750 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H15 35Q61 PDFBibTeX XMLCite \textit{C. Chen} et al., SIAM J. Numer. Anal. 57, No. 2, 728--750 (2019; Zbl 1422.60112) Full Text: DOI arXiv
Ma, Shuo; Kang, Yanmei Periodic averaging method for impulsive stochastic differential equations with Lévy noise. (English) Zbl 1415.34118 Appl. Math. Lett. 93, 91-97 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34K33 34K45 60H10 34K50 PDFBibTeX XMLCite \textit{S. Ma} and \textit{Y. Kang}, Appl. Math. Lett. 93, 91--97 (2019; Zbl 1415.34118) Full Text: DOI
Liu, Kai Stochastic stability of differential equations in abstract spaces. (English) Zbl 1429.35004 London Mathematical Society Lecture Note Series 453. Cambridge: Cambridge University Press (ISBN 978-1-108-70517-2/pbk; 978-1-108-65303-9/ebook). ix, 266 p. (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35-02 60-02 35R60 60H15 35K90 35B35 47D06 35K57 PDFBibTeX XMLCite \textit{K. Liu}, Stochastic stability of differential equations in abstract spaces. Cambridge: Cambridge University Press (2019; Zbl 1429.35004) Full Text: DOI
Lin, Jessica; Zlatoš, Andrej Stochastic homogenization for reaction-diffusion equations. (English) Zbl 1415.35025 Arch. Ration. Mech. Anal. 232, No. 2, 813-871 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35R60 35K57 35F21 35B40 PDFBibTeX XMLCite \textit{J. Lin} and \textit{A. Zlatoš}, Arch. Ration. Mech. Anal. 232, No. 2, 813--871 (2019; Zbl 1415.35025) Full Text: DOI arXiv
Butkovsky, Oleg; Mytnik, Leonid Regularization by noise and flows of solutions for a stochastic heat equation. (English) Zbl 1447.60091 Ann. Probab. 47, No. 1, 165-212 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H15 35R60 60H25 PDFBibTeX XMLCite \textit{O. Butkovsky} and \textit{L. Mytnik}, Ann. Probab. 47, No. 1, 165--212 (2019; Zbl 1447.60091) Full Text: DOI arXiv Euclid
Du, Kai; Liu, Jiakun On the Cauchy problem for stochastic parabolic equations in Hölder spaces. (English) Zbl 1404.35493 Trans. Am. Math. Soc. 371, No. 4, 2643-2664 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R60 60H15 35K15 PDFBibTeX XMLCite \textit{K. Du} and \textit{J. Liu}, Trans. Am. Math. Soc. 371, No. 4, 2643--2664 (2019; Zbl 1404.35493) Full Text: DOI arXiv
Kuwada, Kazumasa; Matsumura, Taro Zero noise limit of a stochastic differential equation involving a local time. (English) Zbl 1408.60045 Osaka J. Math. 55, No. 4, 777-794 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H10 60F10 34A12 60J55 PDFBibTeX XMLCite \textit{K. Kuwada} and \textit{T. Matsumura}, Osaka J. Math. 55, No. 4, 777--794 (2018; Zbl 1408.60045) Full Text: Euclid
Dirr, Nicolas; Dragoni, Federica; Mannucci, Paola; Marchi, Claudio Stochastic homogenization for functionals with anisotropic rescaling and noncoercive Hamilton-Jacobi equations. (English) Zbl 1406.35029 SIAM J. Math. Anal. 50, No. 5, 5198-5242 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35R03 49L25 35F21 35R60 PDFBibTeX XMLCite \textit{N. Dirr} et al., SIAM J. Math. Anal. 50, No. 5, 5198--5242 (2018; Zbl 1406.35029) Full Text: DOI arXiv
Yagasaki, Kazuyuki Melnikov processes and chaos in randomly perturbed dynamical systems. (English) Zbl 1393.37065 Nonlinearity 31, No. 7, 3057-3085 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 37H10 37D45 34F05 34C37 34C45 PDFBibTeX XMLCite \textit{K. Yagasaki}, Nonlinearity 31, No. 7, 3057--3085 (2018; Zbl 1393.37065) Full Text: DOI
Crisan, Dan; McMurray, Eamon Smoothing properties of McKean-Vlasov SDEs. (English) Zbl 1393.60074 Probab. Theory Relat. Fields 171, No. 1-2, 97-148 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H30 60H10 60H07 34F05 35K55 35K65 PDFBibTeX XMLCite \textit{D. Crisan} and \textit{E. McMurray}, Probab. Theory Relat. Fields 171, No. 1--2, 97--148 (2018; Zbl 1393.60074) Full Text: DOI arXiv OA License
Giunti, Arianna; Mourrat, Jean-Christophe Quantitative homogenization of degenerate random environments. (English. French summary) Zbl 1406.35033 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 22-50 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35K65 60K37 39A14 39A50 35R60 PDFBibTeX XMLCite \textit{A. Giunti} and \textit{J.-C. Mourrat}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 22--50 (2018; Zbl 1406.35033) Full Text: DOI arXiv
Pagès, Gilles Numerical probability. An introduction with applications to finance. (English) Zbl 1418.91016 Universitext. Cham: Springer (ISBN 978-3-319-90274-6/pbk; 978-3-319-90276-0/ebook). xxi, 579 p. (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91-02 91G60 65C05 91G20 62P05 60G40 65C10 60J65 60H30 PDFBibTeX XMLCite \textit{G. Pagès}, Numerical probability. An introduction with applications to finance. Cham: Springer (2018; Zbl 1418.91016) Full Text: DOI
Zhu, Rongchan; Zhu, Xiangchan Lattice approximation to the dynamical \(\Phi_{3}^{4}\) model. (English) Zbl 1393.82014 Ann. Probab. 46, No. 1, 397-455 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 82C28 60H15 PDFBibTeX XMLCite \textit{R. Zhu} and \textit{X. Zhu}, Ann. Probab. 46, No. 1, 397--455 (2018; Zbl 1393.82014) Full Text: DOI arXiv
Armstrong, Scott; Cardaliaguet, Pierre Stochastic homogenization of quasilinear Hamilton-Jacobi equations and geometric motions. (English) Zbl 1392.35031 J. Eur. Math. Soc. (JEMS) 20, No. 4, 797-864 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35F21 60K35 PDFBibTeX XMLCite \textit{S. Armstrong} and \textit{P. Cardaliaguet}, J. Eur. Math. Soc. (JEMS) 20, No. 4, 797--864 (2018; Zbl 1392.35031) Full Text: DOI arXiv
Fukasawa, Masaaki; Stadje, Mitja Perfect hedging under endogenous permanent market impacts. (English) Zbl 1407.91249 Finance Stoch. 22, No. 2, 417-442 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 91G80 60H05 60H10 PDFBibTeX XMLCite \textit{M. Fukasawa} and \textit{M. Stadje}, Finance Stoch. 22, No. 2, 417--442 (2018; Zbl 1407.91249) Full Text: DOI arXiv
Fouetio, Aurelien; Woukeng, Jean Louis Homogenization of hyperbolic damped stochastic wave equations. (English) Zbl 1391.35035 Acta Math. Sin., Engl. Ser. 34, No. 2, 233-254 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35B40 60H15 74Q10 35L20 35R60 PDFBibTeX XMLCite \textit{A. Fouetio} and \textit{J. L. Woukeng}, Acta Math. Sin., Engl. Ser. 34, No. 2, 233--254 (2018; Zbl 1391.35035) Full Text: DOI
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter Optimal liquidation under stochastic liquidity. (English) Zbl 1391.91164 Finance Stoch. 22, No. 1, 39-68 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G80 35R35 49J40 49L20 60J60 60J50 60J55 93E20 PDFBibTeX XMLCite \textit{D. Becherer} et al., Finance Stoch. 22, No. 1, 39--68 (2018; Zbl 1391.91164) Full Text: DOI arXiv
MacLean, Leonard C.; Ziemba, William T. Problems in portfolio theory and the fundamentals of financial decision making. (English) Zbl 1422.91006 World Scientific Series in Finance 10. Hackensack, NJ: World Scientific (ISBN 978-981-4759-14-4/hbk; 978-981-4749-93-0/pbk; 978-981-4759-36-6/ebook). x, 201 p. (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91-01 91G10 91B16 60E15 91G70 PDFBibTeX XMLCite \textit{L. C. MacLean} and \textit{W. T. Ziemba}, Problems in portfolio theory and the fundamentals of financial decision making. Hackensack, NJ: World Scientific (2017; Zbl 1422.91006) Full Text: DOI Link
Chandra, Ajay; Weber, Hendrik Stochastic PDEs, regularity structures, and interacting particle systems. (English. French summary) Zbl 1421.81001 Ann. Fac. Sci. Toulouse, Math. (6) 26, No. 4, 847-909 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 81-01 35R60 81T15 82C22 PDFBibTeX XMLCite \textit{A. Chandra} and \textit{H. Weber}, Ann. Fac. Sci. Toulouse, Math. (6) 26, No. 4, 847--909 (2017; Zbl 1421.81001) Full Text: DOI arXiv
Berlyand, Leonid; Sandier, Etienne; Serfaty, Sylvia A two scale \(\Gamma \)-convergence approach for random non-convex homogenization. (English) Zbl 1391.35033 Calc. Var. Partial Differ. Equ. 56, No. 6, Paper No. 156, 35 p. (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 60H25 35A15 PDFBibTeX XMLCite \textit{L. Berlyand} et al., Calc. Var. Partial Differ. Equ. 56, No. 6, Paper No. 156, 35 p. (2017; Zbl 1391.35033) Full Text: DOI arXiv
Mourrat, Jean-Christophe; Weber, Hendrik The dynamic \({\Phi^4_3}\) model comes down from infinity. (English) Zbl 1384.81068 Commun. Math. Phys. 356, No. 3, 673-753 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 81T10 83C47 60H15 35R60 PDFBibTeX XMLCite \textit{J.-C. Mourrat} and \textit{H. Weber}, Commun. Math. Phys. 356, No. 3, 673--753 (2017; Zbl 1384.81068) Full Text: DOI arXiv OA License
Gu, Yu High order correctors and two-scale expansions in stochastic homogenization. (English) Zbl 1380.35015 Probab. Theory Relat. Fields 169, No. 3-4, 1221-1259 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35R60 35J15 PDFBibTeX XMLCite \textit{Y. Gu}, Probab. Theory Relat. Fields 169, No. 3--4, 1221--1259 (2017; Zbl 1380.35015) Full Text: DOI arXiv
Bella, Peter; Fehrman, Benjamin; Fischer, Julian; Otto, Felix Stochastic homogenization of linear elliptic equations: higher-order error estimates in weak norms via second-order correctors. (English) Zbl 1380.35011 SIAM J. Math. Anal. 49, No. 6, 4658-4703 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35R60 35J15 35J47 PDFBibTeX XMLCite \textit{P. Bella} et al., SIAM J. Math. Anal. 49, No. 6, 4658--4703 (2017; Zbl 1380.35011) Full Text: DOI arXiv
Jian, Xiongfei; Yi, Fahuai; Zhang, Jianbo Investment and consumption problem in finite time with consumption constraint. (English) Zbl 1382.35347 ESAIM, Control Optim. Calc. Var. 23, No. 4, 1601-1615 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R60 35Q91 91G10 91B70 35R35 93E20 PDFBibTeX XMLCite \textit{X. Jian} et al., ESAIM, Control Optim. Calc. Var. 23, No. 4, 1601--1615 (2017; Zbl 1382.35347) Full Text: DOI Link
Gloria, Antoine; Otto, Felix Quantitative results on the corrector equation in stochastic homogenization. (English) Zbl 1387.35032 J. Eur. Math. Soc. (JEMS) 19, No. 11, 3489-3548 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 60H25 35R60 60F99 35J15 PDFBibTeX XMLCite \textit{A. Gloria} and \textit{F. Otto}, J. Eur. Math. Soc. (JEMS) 19, No. 11, 3489--3548 (2017; Zbl 1387.35032) Full Text: DOI arXiv
Mohammed, Mogtaba Homogenization of nonlinear hyperbolic stochastic equation via Tartar’s method. (English) Zbl 1391.35039 J. Hyperbolic Differ. Equ. 14, No. 2, 323-340 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35B40 35L70 60H15 74Q10 PDFBibTeX XMLCite \textit{M. Mohammed}, J. Hyperbolic Differ. Equ. 14, No. 2, 323--340 (2017; Zbl 1391.35039) Full Text: DOI
Fischer, Julian; Otto, Felix Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. (English) Zbl 1387.35029 Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 2, 220-255 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35J15 35R60 PDFBibTeX XMLCite \textit{J. Fischer} and \textit{F. Otto}, Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 2, 220--255 (2017; Zbl 1387.35029) Full Text: DOI arXiv OA License
Chen, Pengyu; Abdelmonem, Ahmed; Li, Yongxiang Global existence and asymptotic stability of mild solutions for stochastic evolution equations with nonlocal initial conditions. (English) Zbl 1371.34086 J. Integral Equations Appl. 29, No. 2, 325-348 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34F05 47J35 60H15 34G20 34B10 PDFBibTeX XMLCite \textit{P. Chen} et al., J. Integral Equations Appl. 29, No. 2, 325--348 (2017; Zbl 1371.34086) Full Text: DOI Euclid
Robertson, Scott Pricing for large positions in contingent claims. (English) Zbl 1377.91161 Math. Finance 27, No. 3, 746-778 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 91B16 60G48 PDFBibTeX XMLCite \textit{S. Robertson}, Math. Finance 27, No. 3, 746--778 (2017; Zbl 1377.91161) Full Text: DOI arXiv
Acciaio, Beatrice; Larsson, Martin; Schachermayer, Walter The space of outcomes of semi-static trading strategies need not be closed. (English) Zbl 1416.91410 Finance Stoch. 21, No. 3, 741-751 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G99 91G20 60G44 PDFBibTeX XMLCite \textit{B. Acciaio} et al., Finance Stoch. 21, No. 3, 741--751 (2017; Zbl 1416.91410) Full Text: DOI arXiv Link
Robertson, Scott; Xing, Hao Long-term optimal investment in matrix valued factor models. (English) Zbl 1367.91169 SIAM J. Financ. Math. 8, 400-434 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 60J60 60H30 49J20 35K58 35R60 PDFBibTeX XMLCite \textit{S. Robertson} and \textit{H. Xing}, SIAM J. Financ. Math. 8, 400--434 (2017; Zbl 1367.91169) Full Text: DOI arXiv
Froyland, Gary; Koltai, Péter Estimating long-term behavior of periodically driven flows without trajectory integration. (English) Zbl 1380.37143 Nonlinearity 30, No. 5, 1948-1986 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 37M25 34F05 34L16 47D99 60J35 PDFBibTeX XMLCite \textit{G. Froyland} and \textit{P. Koltai}, Nonlinearity 30, No. 5, 1948--1986 (2017; Zbl 1380.37143) Full Text: DOI arXiv
Ben-Artzi, Jonathan; Marahrens, Daniel; Neukamm, Stefan Moment bounds on the corrector of stochastic homogenization of non-symmetric elliptic finite difference equations. (English) Zbl 1377.35015 Commun. Partial Differ. Equations 42, No. 2, 179-234 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 39A70 60H25 35R60 65N06 39A12 PDFBibTeX XMLCite \textit{J. Ben-Artzi} et al., Commun. Partial Differ. Equations 42, No. 2, 179--234 (2017; Zbl 1377.35015) Full Text: DOI arXiv
Chen, Feng; Han, Yuecai; Li, Yong; Yang, Xue Periodic solutions of Fokker-Planck equations. (English) Zbl 1372.35014 J. Differ. Equations 263, No. 1, 285-298 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B10 35Q84 60H10 35R60 35B35 PDFBibTeX XMLCite \textit{F. Chen} et al., J. Differ. Equations 263, No. 1, 285--298 (2017; Zbl 1372.35014) Full Text: DOI
Güneysu, B.; Matte, O.; Møller, J. S. Stochastic differential equations for models of non-relativistic matter interacting with quantized radiation fields. (English) Zbl 1367.60068 Probab. Theory Relat. Fields 167, No. 3-4, 817-915 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H10 60H25 60H30 47B80 47D08 81V10 PDFBibTeX XMLCite \textit{B. Güneysu} et al., Probab. Theory Relat. Fields 167, No. 3--4, 817--915 (2017; Zbl 1367.60068) Full Text: DOI arXiv
Corchon, Luis C. Trade and growth: a simple model with not-so-simple implications. (English) Zbl 1365.37065 J. Dyn. Games 4, No. 2, 175-190 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 37N40 91B02 91B60 91B62 PDFBibTeX XMLCite \textit{L. C. Corchon}, J. Dyn. Games 4, No. 2, 175--190 (2017; Zbl 1365.37065) Full Text: DOI
Fotso Tachago, Joel; Nnang, Hubert Stochastic-periodic homogenization of Maxwell’s equations with linear and periodic conductivity. (English) Zbl 1367.35024 Acta Math. Sin., Engl. Ser. 33, No. 1, 117-152 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35B40 35Q61 35J25 PDFBibTeX XMLCite \textit{J. Fotso Tachago} and \textit{H. Nnang}, Acta Math. Sin., Engl. Ser. 33, No. 1, 117--152 (2017; Zbl 1367.35024) Full Text: DOI arXiv
Tokarev, Vladislav Vasil’evich Financial and engineering design of multi-purpose technical systems. (Финансово-инженерное проектирование многоцелевых технических систем.) (Russian) Zbl 1367.91005 Moscow: Fizmatlit (ISBN 978-5-9221-1707-4/hbk). 228 p. (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91-02 91G80 49N90 91A40 PDFBibTeX XMLCite \textit{V. V. Tokarev}, Финансово-инженерное проектирование многоцелевых технических систем (Russian). Moscow: Fizmatlit (2017; Zbl 1367.91005)
Xu, Yong; Pei, Bin; Wu, Jiang-Lun Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion. (English) Zbl 1365.34102 Stoch. Dyn. 17, No. 2, Article ID 1750013, 16 p. (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34F05 34C29 60H10 PDFBibTeX XMLCite \textit{Y. Xu} et al., Stoch. Dyn. 17, No. 2, Article ID 1750013, 16 p. (2017; Zbl 1365.34102) Full Text: DOI
Schachermayer, Walter Asymptotic theory of transaction costs. (English) Zbl 1422.91008 Zurich Lectures in Advanced Mathematics. Zürich: European Mathematical Society (EMS) (ISBN 978-3-03719-173-6/pbk; 978-3-03719-673-1/ebook). x, 150 p. (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91-01 91G10 60G44 60G22 PDFBibTeX XMLCite \textit{W. Schachermayer}, Asymptotic theory of transaction costs. Zürich: European Mathematical Society (EMS) (2017; Zbl 1422.91008) Full Text: DOI
Guasoni, Paolo; Muhle-Karbe, Johannes; Xing, Hao Robust portfolios and weak incentives in long-run investments. (English) Zbl 1414.91339 Math. Finance 27, No. 1, 3-37 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{P. Guasoni} et al., Math. Finance 27, No. 1, 3--37 (2017; Zbl 1414.91339) Full Text: DOI arXiv Link
Bank, Peter; Soner, H. Mete; Voß, Moritz Hedging with temporary price impact. (English) Zbl 1409.91226 Math. Financ. Econ. 11, No. 2, 215-239 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 91G10 91G80 93E20 60H30 PDFBibTeX XMLCite \textit{P. Bank} et al., Math. Financ. Econ. 11, No. 2, 215--239 (2017; Zbl 1409.91226) Full Text: DOI arXiv
Hajej, A. Stochastic homogenization of a front propagation problem with unbounded velocity. (English) Zbl 1364.35031 J. Differ. Equations 262, No. 7, 3805-3836 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35F21 35D40 49L25 93E20 78A48 60K35 PDFBibTeX XMLCite \textit{A. Hajej}, J. Differ. Equations 262, No. 7, 3805--3836 (2017; Zbl 1364.35031) Full Text: DOI
Vîlcu, Alina-Daniela; Vîlcu, Gabriel-Eduard A survey on the geometry of production models in economics. (English) Zbl 1364.91079 Arab J. Math. Sci. 23, No. 1, 18-31 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B38 53A07 91B02 PDFBibTeX XMLCite \textit{A.-D. Vîlcu} and \textit{G.-E. Vîlcu}, Arab J. Math. Sci. 23, No. 1, 18--31 (2017; Zbl 1364.91079) Full Text: DOI OA License
Schwarz, Daniel C. Market completion with derivative securities. (English) Zbl 1377.91162 Finance Stoch. 21, No. 1, 263-284 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 60G44 60H05 60H10 PDFBibTeX XMLCite \textit{D. C. Schwarz}, Finance Stoch. 21, No. 1, 263--284 (2017; Zbl 1377.91162) Full Text: DOI arXiv OA License
Rosestolato, M.; Święch, A. Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance. (English) Zbl 1362.35327 J. Differ. Equations 262, No. 3, 1897-1930 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R15 35D40 49L25 60H15 91G80 PDFBibTeX XMLCite \textit{M. Rosestolato} and \textit{A. Święch}, J. Differ. Equations 262, No. 3, 1897--1930 (2017; Zbl 1362.35327) Full Text: DOI arXiv
Flandoli, Franco; Issoglio, Elena; Russo, Francesco Multidimensional stochastic differential equations with distributional drift. (English) Zbl 1355.60074 Trans. Am. Math. Soc. 369, No. 3, 1665-1688 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H10 60H15 60H30 35K10 PDFBibTeX XMLCite \textit{F. Flandoli} et al., Trans. Am. Math. Soc. 369, No. 3, 1665--1688 (2017; Zbl 1355.60074) Full Text: DOI arXiv Link
Riedel, S.; Scheutzow, M. Rough differential equations with unbounded drift term. (English) Zbl 1357.34096 J. Differ. Equations 262, No. 1, 283-312 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34F05 60H10 PDFBibTeX XMLCite \textit{S. Riedel} and \textit{M. Scheutzow}, J. Differ. Equations 262, No. 1, 283--312 (2017; Zbl 1357.34096) Full Text: DOI arXiv
Nika, Z.; Szabados, T. Strong approximation of Black-Scholes theory based on simple random walks. (English) Zbl 1374.91120 Stud. Sci. Math. Hung. 53, No. 1, 93-129 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 60G50 60F15 60H30 PDFBibTeX XMLCite \textit{Z. Nika} and \textit{T. Szabados}, Stud. Sci. Math. Hung. 53, No. 1, 93--129 (2016; Zbl 1374.91120) Full Text: DOI arXiv
Bal, Guillaume; Jing, Wenjia Fluctuations in the homogenization of semilinear equations with random potentials. (English) Zbl 1361.35020 Commun. Partial Differ. Equations 41, No. 12, 1839-1859 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35J61 60F05 35R60 PDFBibTeX XMLCite \textit{G. Bal} and \textit{W. Jing}, Commun. Partial Differ. Equations 41, No. 12, 1839--1859 (2016; Zbl 1361.35020) Full Text: DOI arXiv
Nie, Tianyang; Rutkowski, Marek A BSDE approach to fair bilateral pricing under endogenous collateralization. (English) Zbl 1380.91133 Finance Stoch. 20, No. 4, 855-900 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 60H10 60H30 PDFBibTeX XMLCite \textit{T. Nie} and \textit{M. Rutkowski}, Finance Stoch. 20, No. 4, 855--900 (2016; Zbl 1380.91133) Full Text: DOI arXiv
Bashkirtseva, Irina; Ryashko, Lev Sensitivity analysis of stochastically forced quasiperiodic self-oscillations. (English) Zbl 1353.34052 Electron. J. Differ. Equ. 2016, Paper No. 240, 12 p. (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34C45 34C46 34F05 34D10 PDFBibTeX XMLCite \textit{I. Bashkirtseva} and \textit{L. Ryashko}, Electron. J. Differ. Equ. 2016, Paper No. 240, 12 p. (2016; Zbl 1353.34052) Full Text: EMIS
Govindan, T. E. Yosida approximations of stochastic differential equations in infinite dimensions and applications. (English) Zbl 1377.60004 Probability Theory and Stochastic Modelling 79. Cham: Springer (ISBN 978-3-319-45682-9/hbk; 978-3-319-45684-3/ebook). xix, 407 p. (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60-02 60H10 60H15 60H20 60H30 60H25 93D09 93D20 93E15 93E20 37L55 PDFBibTeX XMLCite \textit{T. E. Govindan}, Yosida approximations of stochastic differential equations in infinite dimensions and applications. Cham: Springer (2016; Zbl 1377.60004) Full Text: DOI Link
Lv, Guangying; Duan, Jinqiao; Gao, Hongjun; Wu, Jiang-Lun On a stochastic nonlocal conservation law in a bounded domain. (English) Zbl 1345.35132 Bull. Sci. Math. 140, No. 6, 718-746 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R11 35R60 60H15 60H40 35K20 PDFBibTeX XMLCite \textit{G. Lv} et al., Bull. Sci. Math. 140, No. 6, 718--746 (2016; Zbl 1345.35132) Full Text: DOI Link
Qu, Simeng; Wang, Jane-Ling; Wang, Xiao Optimal estimation for the functional Cox model. (English) Zbl 1345.62028 Ann. Stat. 44, No. 4, 1708-1738 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62C20 62N01 62N02 62G05 PDFBibTeX XMLCite \textit{S. Qu} et al., Ann. Stat. 44, No. 4, 1708--1738 (2016; Zbl 1345.62028) Full Text: DOI arXiv Euclid
Fouque, Jean-Pierre; Lorig, Matthew; Sircar, Ronnie Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration. (English) Zbl 1369.91180 Finance Stoch. 20, No. 3, 543-588 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 60H30 35Q91 91B70 PDFBibTeX XMLCite \textit{J.-P. Fouque} et al., Finance Stoch. 20, No. 3, 543--588 (2016; Zbl 1369.91180) Full Text: DOI arXiv
Yang, Guidong; Xu, Wei; Wang, Liang; Hao, Mengli A procedure for predicting responses of vibroimpact systems under random excitations. (English) Zbl 1353.34068 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 23, No. 4, 269-285 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34F05 34A36 PDFBibTeX XMLCite \textit{G. Yang} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 23, No. 4, 269--285 (2016; Zbl 1353.34068) Full Text: Link
Da Prato, G.; Flandoli, F.; Röckner, M.; Veretennikov, A. Yu. Strong uniqueness for SDEs in Hilbert spaces with nonregular drift. (English) Zbl 1347.60077 Ann. Probab. 44, No. 3, 1985-2023 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H15 60H10 60J25 35R60 31C25 PDFBibTeX XMLCite \textit{G. Da Prato} et al., Ann. Probab. 44, No. 3, 1985--2023 (2016; Zbl 1347.60077) Full Text: DOI arXiv Euclid
Schöneborn, Torsten Adaptive basket liquidation. (English) Zbl 1376.91156 Finance Stoch. 20, No. 2, 455-493 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 93C20 35K65 PDFBibTeX XMLCite \textit{T. Schöneborn}, Finance Stoch. 20, No. 2, 455--493 (2016; Zbl 1376.91156) Full Text: DOI
Mastinsek, Miklavz On robustness of the Black-Scholes partial differential equation model. (English) Zbl 1390.91306 Int. J. Theor. Appl. Finance 19, No. 2, Article ID 1650013, 11 p. (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 35Q91 35K10 35R60 60H15 PDFBibTeX XMLCite \textit{M. Mastinsek}, Int. J. Theor. Appl. Finance 19, No. 2, Article ID 1650013, 11 p. (2016; Zbl 1390.91306) Full Text: DOI
Klimsiak, Tomasz Right Markov processes and systems of semilinear equations with measure data. (English) Zbl 1336.35375 Potential Anal. 44, No. 2, 373-399 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R60 35R06 60J40 60J45 PDFBibTeX XMLCite \textit{T. Klimsiak}, Potential Anal. 44, No. 2, 373--399 (2016; Zbl 1336.35375) Full Text: DOI arXiv OA License
Le Bris, Claude; Legoll, Frédéric; Minvielle, William Special quasirandom structures: a selection approach for stochastic homogenization. (English) Zbl 1334.35450 Monte Carlo Methods Appl. 22, No. 1, 25-54 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R60 35B27 65C05 65C30 60H35 PDFBibTeX XMLCite \textit{C. Le Bris} et al., Monte Carlo Methods Appl. 22, No. 1, 25--54 (2016; Zbl 1334.35450) Full Text: DOI arXiv
Jing, Wenjia Limiting distribution of elliptic homogenization error with periodic diffusion and random potential. (English) Zbl 1335.35313 Anal. PDE 9, No. 1, 193-228 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R60 60F25 60B12 35B27 PDFBibTeX XMLCite \textit{W. Jing}, Anal. PDE 9, No. 1, 193--228 (2016; Zbl 1335.35313) Full Text: DOI arXiv
Vasicek, Oldrich Alfons [Merton, Robert C.] Finance, economics, and mathematics. With a foreword by Robert C. Merton. (English) Zbl 1403.91008 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-12220-3/hbk; 1-119-18622-6/ebook). xii, 354 p. (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91-02 91G30 91G40 91G20 91G10 91B50 PDFBibTeX XMLCite \textit{O. A. Vasicek}, Finance, economics, and mathematics. With a foreword by Robert C. Merton. Hoboken, NJ: John Wiley \& Sons (2016; Zbl 1403.91008) Full Text: DOI
O, Hyong-Chol; Jo, Jong-Jun; Kim, Ji-Sok General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs. (English) Zbl 1341.35167 J. Differ. Equations 260, No. 4, 3151-3172 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35Q91 35C15 35K15 91G20 35B45 PDFBibTeX XMLCite \textit{H.-C. O} et al., J. Differ. Equations 260, No. 4, 3151--3172 (2016; Zbl 1341.35167) Full Text: DOI arXiv
Armstrong, Scott; Daniel, Jean-Paul Calderón-Zygmund estimates for stochastic homogenization. (English) Zbl 1330.35024 J. Funct. Anal. 270, No. 1, 312-329 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35J62 35R60 35B65 PDFBibTeX XMLCite \textit{S. Armstrong} and \textit{J.-P. Daniel}, J. Funct. Anal. 270, No. 1, 312--329 (2016; Zbl 1330.35024) Full Text: DOI arXiv
Feldman, William M.; Kim, Inwon C.; Souganidis, Panagiotis E. Quantitative homogenization of elliptic partial differential equations with random oscillatory boundary data. (English. French summary) Zbl 1418.35025 J. Math. Pures Appl. (9) 103, No. 4, 958-1002 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35B40 35R60 35J60 PDFBibTeX XMLCite \textit{W. M. Feldman} et al., J. Math. Pures Appl. (9) 103, No. 4, 958--1002 (2015; Zbl 1418.35025) Full Text: DOI arXiv
Liu, Weiguo; Luo, Jiaowan Neutral stochastic differential equations driven by Brownian motion and fractional Brownian motion in a Hilbert space. (English) Zbl 1363.60086 Publ. Math. Debr. 87, No. 1-2, 235-253 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H15 35B35 35R60 PDFBibTeX XMLCite \textit{W. Liu} and \textit{J. Luo}, Publ. Math. Debr. 87, No. 1--2, 235--253 (2015; Zbl 1363.60086) Full Text: DOI
Ruan, Dehao; Luo, Jiaowan Fixed points and exponential stability of stochastic functional partial differential equations driven by fractional Brownian motion. (English) Zbl 1363.34273 Publ. Math. Debr. 86, No. 3-4, 285-293 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34K50 34K30 34K20 60H10 PDFBibTeX XMLCite \textit{D. Ruan} and \textit{J. Luo}, Publ. Math. Debr. 86, No. 3--4, 285--293 (2015; Zbl 1363.34273) Full Text: DOI
Bahlali, Khaled; Hakassou, Antoine; Ouknine, Youssef A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients. (English) Zbl 1342.60086 Stochastics 87, No. 5, 806-847 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H10 60J60 60F10 PDFBibTeX XMLCite \textit{K. Bahlali} et al., Stochastics 87, No. 5, 806--847 (2015; Zbl 1342.60086) Full Text: DOI arXiv
Gubinelli, Massimiliano; Perkowski, Nicolas Lectures on singular stochastic PDEs. (English) Zbl 1337.60005 Ensaios Matemáticos 29. Rio de Janeiro: Sociedade Brasileira de Matemática (SBM) (ISBN 978-85-8337-079-6/pbk). 89 p. (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60-02 60H15 60H30 60J60 60K37 35R60 42B37 46E35 PDFBibTeX XMLCite \textit{M. Gubinelli} and \textit{N. Perkowski}, Lectures on singular stochastic PDEs. Rio de Janeiro: Sociedade Brasileira de Matemática (SBM) (2015; Zbl 1337.60005) Full Text: arXiv
Haba, Fatma; Jacquier, Antoine Asymptotic arbitrage in the Heston model. (English) Zbl 1339.91117 Int. J. Theor. Appl. Finance 18, No. 8, Article ID 1550055, 18 p. (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 60H10 60F10 91B70 PDFBibTeX XMLCite \textit{F. Haba} and \textit{A. Jacquier}, Int. J. Theor. Appl. Finance 18, No. 8, Article ID 1550055, 18 p. (2015; Zbl 1339.91117) Full Text: DOI arXiv
DeVille, Lee; Lerman, Eugene Modular dynamical systems on networks. (English) Zbl 1360.37108 J. Eur. Math. Soc. (JEMS) 17, No. 12, 2977-3013 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 37E25 37C10 37N99 PDFBibTeX XMLCite \textit{L. DeVille} and \textit{E. Lerman}, J. Eur. Math. Soc. (JEMS) 17, No. 12, 2977--3013 (2015; Zbl 1360.37108) Full Text: DOI arXiv
Hosoya, Yuhki A theory for estimating consumer’s preference from demand. (English) Zbl 1330.91122 Kusuoka, Shigeo (ed.) et al., Advances in mathematical economics. Vol. 19. Tokyo: Springer (ISBN 978-4-431-55488-2/hbk; 978-4-431-56410-2/pbk; 978-4-431-55489-9/ebook). Advances in Mathematical Economics 19, 33-55 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B42 91B16 91B08 62P20 PDFBibTeX XMLCite \textit{Y. Hosoya}, Adv. Math. Econ. 19, 33--55 (2015; Zbl 1330.91122) Full Text: DOI
Erbar, Matthias; Maas, Jan; Renger, Michiel From large deviations to Wasserstein gradient flows in multiple dimensions. (English) Zbl 1333.35294 Electron. Commun. Probab. 20, Paper No. 89, 12 p. (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35Q84 35A15 46N55 60F10 PDFBibTeX XMLCite \textit{M. Erbar} et al., Electron. Commun. Probab. 20, Paper No. 89, 12 p. (2015; Zbl 1333.35294) Full Text: DOI arXiv
Zhang, Xinhong; Wang, Ke Asymptotic behavior of non-autonomous stochastic Gilpin-Ayala competition model with jumps. (English) Zbl 1333.34083 Appl. Anal. 94, No. 12, 2588-2604 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34C60 34F05 92D25 60H10 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{K. Wang}, Appl. Anal. 94, No. 12, 2588--2604 (2015; Zbl 1333.34083) Full Text: DOI
Armstrong, Scott N.; Tran, Hung V.; Yu, Yifeng Stochastic homogenization of a nonconvex Hamilton-Jacobi equation. (English) Zbl 1329.35042 Calc. Var. Partial Differ. Equ. 54, No. 2, 1507-1524 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35R60 35F21 PDFBibTeX XMLCite \textit{S. N. Armstrong} et al., Calc. Var. Partial Differ. Equ. 54, No. 2, 1507--1524 (2015; Zbl 1329.35042) Full Text: DOI arXiv
Lin, Jessica; Smart, Charles K. Algebraic error estimates for the stochastic homogenization of uniformly parabolic equations. (English) Zbl 1325.35296 Anal. PDE 8, No. 6, 1497-1539 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R60 35B27 35K55 35K10 PDFBibTeX XMLCite \textit{J. Lin} and \textit{C. K. Smart}, Anal. PDE 8, No. 6, 1497--1539 (2015; Zbl 1325.35296) Full Text: DOI arXiv
Ikebe, Yoshiko T.; Sekiguchi, Yosuke; Shioura, Akiyoshi; Tamura, Akihisa Stability and competitive equilibria in multi-unit trading networks with discrete concave utility functions. (English) Zbl 1330.91130 Japan J. Ind. Appl. Math. 32, No. 2, 373-410 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B50 91B16 91B68 PDFBibTeX XMLCite \textit{Y. T. Ikebe} et al., Japan J. Ind. Appl. Math. 32, No. 2, 373--410 (2015; Zbl 1330.91130) Full Text: DOI
Bogachev, V. I.; Da Prato, G.; Röckner, M.; Shaposhnikov, S. V. On the uniqueness of solutions to continuity equations. (English) Zbl 1333.35312 J. Differ. Equations 259, No. 8, 3854-3873 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R06 35A02 35R60 PDFBibTeX XMLCite \textit{V. I. Bogachev} et al., J. Differ. Equations 259, No. 8, 3854--3873 (2015; Zbl 1333.35312) Full Text: DOI arXiv
Lorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea Analytical expansions for parabolic equations. (English) Zbl 1332.35140 SIAM J. Appl. Math. 75, No. 2, 468-491 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35K15 74G10 91G20 PDFBibTeX XMLCite \textit{M. Lorig} et al., SIAM J. Appl. Math. 75, No. 2, 468--491 (2015; Zbl 1332.35140) Full Text: DOI arXiv
Mohammed, Mogtaba; Sango, Mamadou Homogenization of linear hyperbolic stochastic partial differential equation with rapidly oscillating coefficients: the two scale convergence method. (English) Zbl 1329.35048 Asymptotic Anal. 91, No. 3-4, 341-371 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35B27 35R60 60H15 35K20 PDFBibTeX XMLCite \textit{M. Mohammed} and \textit{M. Sango}, Asymptotic Anal. 91, No. 3--4, 341--371 (2015; Zbl 1329.35048) Full Text: DOI
Jourdain, Benjamin; Reygner, Julien Capital distribution and portfolio performance in the mean-field Atlas model. (English) Zbl 1319.91145 Ann. Finance 11, No. 2, 151-198 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 60H10 PDFBibTeX XMLCite \textit{B. Jourdain} and \textit{J. Reygner}, Ann. Finance 11, No. 2, 151--198 (2015; Zbl 1319.91145) Full Text: DOI arXiv Link
Klimsiak, Tomasz; Rozkosz, Andrzej Obstacle problem for semilinear parabolic equations with measure data. (English) Zbl 1322.35074 J. Evol. Equ. 15, No. 2, 457-491 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35K58 60H30 60J60 35R06 PDFBibTeX XMLCite \textit{T. Klimsiak} and \textit{A. Rozkosz}, J. Evol. Equ. 15, No. 2, 457--491 (2015; Zbl 1322.35074) Full Text: DOI arXiv OA License