×

Found 2,007 Documents (Results 801–900)

The influence of the time step size on results of numerical modeling of the global ocean climate. (Russian, English) Zbl 1299.86004

Sib. Zh. Vychisl. Mat. 14, No. 2, 215-230 (2011); translation in Numer. Analysis Appl. 4, No. 2, 175-187 (2011).
MSC:  86A05 76M25
PDFBibTeX XMLCite
Full Text: DOI

Optimal stopping problem associated with jump-diffusion processes. (English) Zbl 1288.60052

Kohatsu-Higa, Arturo (ed.) et al., Stochastic analysis with financial applications, Hong Kong 2009. Proceedings of the workshop, Hong Kong, China, June 29 to July 3, 2009. New York, NY: Springer (ISBN 978-3-0348-0096-9/hbk; 978-3-0348-0097-6/ebook). Progress in Probability 65, 99-120 (2011).
MSC:  60G40 60J25 60J75
PDFBibTeX XMLCite
Full Text: DOI

Second order backward SDEs, fully nonlinear PDEs, and applications in finance. (English) Zbl 1231.60055

Bhatia, Rajendra (ed.) et al., Proceedings of the international congress of mathematicians (ICM 2010), Hyderabad, India, August 19–27, 2010. Vol. IV: Invited lectures. Hackensack, NJ: World Scientific; New Delhi: Hindustan Book Agency (ISBN 978-981-4324-34-2/hbk; 978-81-85931-08-3/hbk; 978-981-4324-31-1/set; 978-981-4324-35-9/ebook). 3132-3150 (2011).
MSC:  60H10 60H30
PDFBibTeX XMLCite
Full Text: Link

Variations on the \(p\)-Laplacian. (English) Zbl 1241.35109

Bonheure, Denis (ed.) et al., Nonlinear elliptic partial differential equations. Workshop in celebration of Jean-Pierre Gossez’s 65th birthday, Bruxelles, Belgium, September 2–4, 2009. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-4907-1/pbk). Contemporary Mathematics 540, 35-46 (2011).
PDFBibTeX XMLCite

Minimax and viscosity solutions in optimization problems for hereditary systems. (English. Russian original) Zbl 1231.49006

Proc. Steklov Inst. Math. 269, Suppl. 1 (2010, Suppl. 2), 214-225 (2010); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 15, No. 4 (2009).
PDFBibTeX XMLCite
Full Text: DOI

Filter Results by …

Document Type

Database

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field

Biographic Reference

all top 3

Software