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## Busca, Jérôme

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 Author ID: busca.jerome Published as: Busca, Jérôme; Busca, Jerome; Busca, J.
 Documents Indexed: 22 Publications since 1997
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#### Co-Authors

 4 single-authored 4 Aftalion, Amandine 3 Berestycki, Henri 3 Florent, Igor 2 Quaas, Alexander 2 Sirakov, Boyan Slavchev 1 Avellaneda, Marco 1 Barles, Guy 1 Boyer-Olson, Dash 1 Efendiev, Messoud 1 Esteban, Maria J. 1 Felmer, Patricio L. 1 Friz, Peter Karl 1 Jendoubi, Mohamed Ali 1 Manasevich, Raul F. 1 Poláčik, Peter 1 Reichel, Wolfgang 1 Véron, Laurent 1 Zelik, Sergey V.
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#### Serials

 3 Communications in Partial Differential Equations 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Electronic Journal of Differential Equations (EJDE) 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Archive for Rational Mechanics and Analysis 1 Communications on Pure and Applied Mathematics 1 Indiana University Mathematics Journal 1 Journal of Differential Equations 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Differential and Integral Equations 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Calculus of Variations and Partial Differential Equations 1 Advances in Differential Equations 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Quantitative Finance

#### Fields

 20 Partial differential equations (35-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 1 General and overarching topics; collections (00-XX) 1 Ordinary differential equations (34-XX)

#### Citations contained in zbMATH Open

18 Publications have been cited 478 times in 439 Documents Cited by Year
Symmetry results for semilinear elliptic systems in the whole space. Zbl 0952.35033
Busca, Jérôme; Sirakov, Boyan
2000
Existence and comparison results for fully nonlinear degenerate elliptic equations without Zeroth-order term. Zbl 0997.35023
Barles, G.; Busca, Jérôme
2001
Computing the implied volatility in stochastic volatility models. Zbl 1181.91356
Berestycki, Henri; Busca, Jérôme; Florent, Igor
2004
A Liouville-type theorem for Lane-Emden systems. Zbl 1033.35032
Busca, Jérôme; Manásevich, Raul
2002
Nonlinear eigenvalues and bifurcation problems for Pucci’s operators. Zbl 1205.35087
Busca, Jérôme; Esteban, Maria J.; Quaas, Alexander
2005
Harnack type estimates for nonlinear elliptic systems and applications. Zbl 1127.35332
Busca, Jérôme; Sirakov, Boyan
2004
Convergence to equilibrium for semilinear parabolic problems in $$\mathbb{R}^N$$. Zbl 1021.35013
Busca, J.; Jendoubi, M. A.; Poláčik, P.
2002
Approximate radial symmetry for overdetermined boundary value problems. Zbl 0951.35046
Aftalion, Amandine; Busca, Jérôme; Reichel, Wolfgang
1999
Asymptotics and calibration of local volatility models. Zbl 1405.91586
Berestycki, H.; Busca, J.; Florent, I.
2002
Radial symmetry of overdetermined boundary-value problems in exterior domains. Zbl 0911.35008
Aftalion, Amandine; Busca, Jérôme
1998
Application of large deviation methods to the pricing of index options in finance. Zbl 1053.91057
Avellaneda, Marco; Boyer-Olson, Dash; Busca, Jérôme; Friz, Peter
2003
Existence results for Bellman equations and maximum principles in unbounded domains. Zbl 0961.35021
Busca, Jérôme
1999
An inverse parabolic problem arising in finance. Zbl 1158.91369
Berestycki, Henri; Busca, Jérôme; Florent, Igor
2000
Qualitative properties of some bounded positive solutions to scalar field equations. Zbl 1151.35344
Busca, Jérôme; Felmer, Patricio
2001
Radial symmetry of overdetermined boundary value problems in exterior domains. (Symétrie radiale pour des problèmes elliptiques surdéterminés posés dans des domaines extérieurs.) Zbl 0876.35032
Aftalion, Amandine; Busca, Jérôme
1997
Classification of positive solutions of semilinear elliptic equations. Zbl 1048.35020
Busca, Jérôme; Efendiev, Messoud; Zelik, S.
2004
Symmetry and nonexistence results for Emden-Fowler equations in cones. Zbl 1056.35062
Busca, Jérôme
2001
Qualitative properties for semilinear elliptic systems with non-Lipschitz nonlinearity. Zbl 1012.35024
Busca, Jérôme; Quaas, Alexander
2002
Nonlinear eigenvalues and bifurcation problems for Pucci’s operators. Zbl 1205.35087
Busca, Jérôme; Esteban, Maria J.; Quaas, Alexander
2005
Computing the implied volatility in stochastic volatility models. Zbl 1181.91356
Berestycki, Henri; Busca, Jérôme; Florent, Igor
2004
Harnack type estimates for nonlinear elliptic systems and applications. Zbl 1127.35332
Busca, Jérôme; Sirakov, Boyan
2004
Classification of positive solutions of semilinear elliptic equations. Zbl 1048.35020
Busca, Jérôme; Efendiev, Messoud; Zelik, S.
2004
Application of large deviation methods to the pricing of index options in finance. Zbl 1053.91057
Avellaneda, Marco; Boyer-Olson, Dash; Busca, Jérôme; Friz, Peter
2003
A Liouville-type theorem for Lane-Emden systems. Zbl 1033.35032
Busca, Jérôme; Manásevich, Raul
2002
Convergence to equilibrium for semilinear parabolic problems in $$\mathbb{R}^N$$. Zbl 1021.35013
Busca, J.; Jendoubi, M. A.; Poláčik, P.
2002
Asymptotics and calibration of local volatility models. Zbl 1405.91586
Berestycki, H.; Busca, J.; Florent, I.
2002
Qualitative properties for semilinear elliptic systems with non-Lipschitz nonlinearity. Zbl 1012.35024
Busca, Jérôme; Quaas, Alexander
2002
Existence and comparison results for fully nonlinear degenerate elliptic equations without Zeroth-order term. Zbl 0997.35023
Barles, G.; Busca, Jérôme
2001
Qualitative properties of some bounded positive solutions to scalar field equations. Zbl 1151.35344
Busca, Jérôme; Felmer, Patricio
2001
Symmetry and nonexistence results for Emden-Fowler equations in cones. Zbl 1056.35062
Busca, Jérôme
2001
Symmetry results for semilinear elliptic systems in the whole space. Zbl 0952.35033
Busca, Jérôme; Sirakov, Boyan
2000
An inverse parabolic problem arising in finance. Zbl 1158.91369
Berestycki, Henri; Busca, Jérôme; Florent, Igor
2000
Approximate radial symmetry for overdetermined boundary value problems. Zbl 0951.35046
Aftalion, Amandine; Busca, Jérôme; Reichel, Wolfgang
1999
Existence results for Bellman equations and maximum principles in unbounded domains. Zbl 0961.35021
Busca, Jérôme
1999
Radial symmetry of overdetermined boundary-value problems in exterior domains. Zbl 0911.35008
Aftalion, Amandine; Busca, Jérôme
1998
Radial symmetry of overdetermined boundary value problems in exterior domains. (Symétrie radiale pour des problèmes elliptiques surdéterminés posés dans des domaines extérieurs.) Zbl 0876.35032
Aftalion, Amandine; Busca, Jérôme
1997
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#### Cited by 540 Authors

 17 Sirakov, Boyan Slavchev 12 Quaas, Alexander 11 Rossi, Julio Daniel 9 Poláčik, Peter 8 Jacquier, Antoine 7 Birindelli, Isabeau 7 Busca, Jérôme 6 Ciraolo, Giulio 6 Felmer, Patricio L. 6 Friz, Peter Karl 6 Laurence, Peter 6 Liu, Baiyu 6 Lu, Guozhen 6 Magnanini, Rolando 6 Ramos, Miguel 5 Bonheure, Denis 5 Chen, Zhiyou 5 Demengel, Françoise 5 Gulisashvili, Archil 5 Ikoma, Norihisa 5 Ma, Li 5 Shi, Junping 5 Villavert, John 5 Zou, Wenming 4 Armstrong, Scott N. 4 Berestycki, Henri 4 Bhattacharya, Tilak 4 Chen, Zhijie 4 Forde, Martin 4 Galise, Giulio 4 Ishii, Hitoshi 4 Lin, Chang-Shou 4 Mohammed, Ahmed 4 Pagliarani, Stefano 4 Pascucci, Andrea 4 SenGupta, Indranil 4 Souplet, Philippe 4 Tang, Yong-Li 4 Wang, Jun 4 Wang, Peiyong 4 Wei, Juncheng 4 Zhang, Zhitao 3 Bayer, Christian 3 Benrhouma, Mohamed 3 Bozhkov, Yuri Dimitrov 3 Brock, Friedemann 3 Byeon, Jaeyoung 3 Capuzzo Dolcetta, Italo 3 Charro, Fernando 3 Chern, Jann-Long 3 Dai, Guowei 3 Duong, Anh Tuan 3 Ercole, Grey 3 Figueroa-López, José E. 3 Ibrahim, Hassan 3 Jeanjean, Louis 3 Juutinen, Petri 3 Karachalios, Nikos I. 3 Kawohl, Bernd 3 Leoni, Fabiana 3 Montefusco, Eugenio 3 Moreira dos Santos, Ederson 3 Nitsch, Carlo 3 Ouyang, Cheng 3 Pacella, Filomena 3 Pellacci, Benedetta 3 Pereira, Gilberto A. 3 Pérez-Llanos, Mayte 3 Pirjol, Dan 3 Poggesi, Giorgio 3 Sakaguchi, Shigeru 3 Sicbaldi, Pieralberto 3 Squassina, Marco 3 Tavares, Hugo 3 Trombetti, Cristina 3 Vitolo, Antonio 3 Yan, Xiaodong 3 Yang, Jianfu 3 Zhang, Yajing 3 Zhao, Fukun 3 Zhou, Yuan 3 Zhu, Jiuyi 3 Zhu, Lingjiong 3 Zographopoulos, Nikolaos B. 2 Agostiniani, Virginia 2 Alves, Claudianor Oliveira 2 Ambrosio, Vincenzo 2 Amster, Pablo 2 Arthur, Frank 2 Bardi, Martino 2 Barron, Emmanuel Nicholas 2 Belloni, Marino 2 Blanc, Pablo 2 Brandolini, Barbara 2 Camilli, Fabio 2 Carioli, Andrea 2 Castéras, Jean-baptiste 2 Chill, Ralph 2 Cho, Sungwon 2 Cont, Rama ...and 440 more Authors
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#### Cited in 123 Serials

 37 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 34 Journal of Differential Equations 28 Journal of Mathematical Analysis and Applications 21 Calculus of Variations and Partial Differential Equations 13 Discrete and Continuous Dynamical Systems 12 NoDEA. Nonlinear Differential Equations and Applications 10 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 10 Communications in Partial Differential Equations 10 International Journal of Theoretical and Applied Finance 10 Communications on Pure and Applied Analysis 9 Advances in Mathematics 8 Archive for Rational Mechanics and Analysis 8 Transactions of the American Mathematical Society 8 Quantitative Finance 7 Journal of Functional Analysis 7 Journal de Mathématiques Pures et Appliquées. Neuvième Série 7 Finance and Stochastics 7 Mathematical Finance 7 SIAM Journal on Financial Mathematics 6 Communications on Pure and Applied Mathematics 6 Annali di Matematica Pura ed Applicata. Serie Quarta 5 Journal of Dynamics and Differential Equations 5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 5 Journal of the European Mathematical Society (JEMS) 5 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Proceedings of the American Mathematical Society 4 Stochastic Processes and their Applications 4 Communications in Contemporary Mathematics 3 Communications in Mathematical Physics 3 Journal d’Analyse Mathématique 3 Journal of Mathematical Physics 3 Mathematische Annalen 3 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 3 SIAM Journal on Mathematical Analysis 3 Applied Mathematical Finance 3 Nonlinear Analysis. Real World Applications 3 Boundary Value Problems 3 Complex Variables and Elliptic Equations 2 Nonlinearity 2 ZAMP. Zeitschrift für angewandte Mathematik und Physik 2 Applied Mathematics and Optimization 2 Indiana University Mathematics Journal 2 Journal of Applied Probability 2 Journal of Econometrics 2 Manuscripta Mathematica 2 Mathematische Nachrichten 2 Pacific Journal of Mathematics 2 Applied Mathematics Letters 2 Journal of the American Mathematical Society 2 The Annals of Applied Probability 2 Topological Methods in Nonlinear Analysis 2 Bernoulli 2 Advanced Nonlinear Studies 2 Mediterranean Journal of Mathematics 2 Science China. Mathematics 2 Annals of Finance 2 Advances in Nonlinear Analysis 1 Advances in Applied Probability 1 Applicable Analysis 1 Computers & Mathematics with Applications 1 Journal of Mathematical Biology 1 Mathematical Methods in the Applied Sciences 1 Mathematics of Computation 1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV 1 Applied Mathematics and Computation 1 Glasgow Mathematical Journal 1 Journal of Computational and Applied Mathematics 1 Journal für die Reine und Angewandte Mathematik 1 Numerische Mathematik 1 Proceedings of the Edinburgh Mathematical Society. Series II 1 Tokyo Journal of Mathematics 1 Rendiconti di Matematica e delle sue Applicazioni. Serie VII 1 Zeitschrift für Analysis und ihre Anwendungen 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Acta Mathematicae Applicatae Sinica. English Series 1 Revista Matemática Iberoamericana 1 International Journal of Mathematics 1 Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni 1 The Journal of Geometric Analysis 1 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 1 European Journal of Operational Research 1 International Journal of Computer Mathematics 1 Bulletin of the American Mathematical Society. New Series 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Potential Analysis 1 Electronic Journal of Differential Equations (EJDE) 1 Journal of Convex Analysis 1 Bulletin des Sciences Mathématiques 1 Opuscula Mathematica 1 European Journal of Control 1 Abstract and Applied Analysis 1 Fractional Calculus & Applied Analysis 1 Revista Matemática Complutense 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Discrete Dynamics in Nature and Society 1 Analysis (München) 1 Probability in the Engineering and Informational Sciences 1 Annales Henri Poincaré ...and 23 more Serials
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#### Cited in 34 Fields

 355 Partial differential equations (35-XX) 88 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 57 Probability theory and stochastic processes (60-XX) 40 Calculus of variations and optimal control; optimization (49-XX) 19 Global analysis, analysis on manifolds (58-XX) 16 Differential geometry (53-XX) 13 Potential theory (31-XX) 13 Operator theory (47-XX) 12 Numerical analysis (65-XX) 8 Ordinary differential equations (34-XX) 8 Quantum theory (81-XX) 7 Real functions (26-XX) 7 Approximations and expansions (41-XX) 6 Integral equations (45-XX) 5 Statistics (62-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Functional analysis (46-XX) 4 Fluid mechanics (76-XX) 4 Optics, electromagnetic theory (78-XX) 4 Biology and other natural sciences (92-XX) 4 Systems theory; control (93-XX) 3 Difference and functional equations (39-XX) 3 Convex and discrete geometry (52-XX) 2 Measure and integration (28-XX) 2 Functions of a complex variable (30-XX) 2 General topology (54-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Mechanics of particles and systems (70-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) 1 Operations research, mathematical programming (90-XX)