Denk, Robert; Kupper, Michael; Nendel, Max Convex monotone semigroups on lattices of continuous functions. (English) Zbl 07755531 Publ. Res. Inst. Math. Sci. 59, No. 2, 393-421 (2023). MSC: 47H20 35A02 35F21 PDFBibTeX XMLCite \textit{R. Denk} et al., Publ. Res. Inst. Math. Sci. 59, No. 2, 393--421 (2023; Zbl 07755531) Full Text: DOI arXiv
Baxter, Brad; Brummelhuis, Raymond Convergence estimates for stationary radial basis function interpolation and for semi-discrete collocation-schemes. (English) Zbl 1511.41001 J. Fourier Anal. Appl. 28, No. 3, Paper No. 53, 62 p. (2022). Reviewer: Francisco Pérez Acosta (La Laguna) MSC: 41A05 41A25 47G30 65D12 PDFBibTeX XMLCite \textit{B. Baxter} and \textit{R. Brummelhuis}, J. Fourier Anal. Appl. 28, No. 3, Paper No. 53, 62 p. (2022; Zbl 1511.41001) Full Text: DOI
Nendel, Max; Röckner, Michael Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems. (English) Zbl 1507.47109 SIAM J. Control Optim. 59, No. 6, 4400-4428 (2021). MSC: 47H20 49L25 60G20 PDFBibTeX XMLCite \textit{M. Nendel} and \textit{M. Röckner}, SIAM J. Control Optim. 59, No. 6, 4400--4428 (2021; Zbl 1507.47109) Full Text: DOI arXiv
Cass, Thomas; Crisan, Dan; Dobson, Paul; Ottobre, Michela Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes. (English) Zbl 1469.35031 Electron. J. Probab. 26, Paper No. 22, 72 p. (2021). MSC: 35B40 35B65 35K10 37H10 47D06 49J55 58J65 60H10 93E03 PDFBibTeX XMLCite \textit{T. Cass} et al., Electron. J. Probab. 26, Paper No. 22, 72 p. (2021; Zbl 1469.35031) Full Text: DOI arXiv
Feng, Chunrong; Qu, Baoyou; Zhao, Huaizhong Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations. (English) Zbl 1483.60079 J. Differ. Equations 286, 119-163 (2021). MSC: 60H10 37H10 47D07 PDFBibTeX XMLCite \textit{C. Feng} et al., J. Differ. Equations 286, 119--163 (2021; Zbl 1483.60079) Full Text: DOI arXiv
d’Avenia, Pietro; Pomponio, Alessio Oscillating solutions for nonlinear equations involving the Pucci’s extremal operators. (English) Zbl 07269746 Nonlinear Anal., Real World Appl. 55, Article ID 103118, 19 p. (2020). MSC: 47-XX 35-XX PDFBibTeX XMLCite \textit{P. d'Avenia} and \textit{A. Pomponio}, Nonlinear Anal., Real World Appl. 55, Article ID 103118, 19 p. (2020; Zbl 07269746) Full Text: DOI arXiv
Glau, Kathrin A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates. (English) Zbl 1355.60060 Finance Stoch. 20, No. 4, 1021-1059 (2016). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G51 60H30 35R09 35S10 47G30 47G20 65M60 65M06 91G80 91G60 PDFBibTeX XMLCite \textit{K. Glau}, Finance Stoch. 20, No. 4, 1021--1059 (2016; Zbl 1355.60060) Full Text: DOI arXiv
Li, Jing; Li, Lingfei; Mendoza-Arriaga, Rafael Additive subordination and its applications in finance. (English) Zbl 1372.60110 Finance Stoch. 20, No. 3, 589-634 (2016). Reviewer: Alexander Schnurr (Siegen) MSC: 60J25 60J35 60J60 60J75 91G20 91G80 47D06 47D07 PDFBibTeX XMLCite \textit{J. Li} et al., Finance Stoch. 20, No. 3, 589--634 (2016; Zbl 1372.60110) Full Text: DOI
Salinelli, E.; Serra-Capizzano, S.; Sesana, D. Eigenvalue-eigenvector structure of Schoenmakers-Coffey matrices via Toeplitz technology and applications. (English) Zbl 1330.15036 Linear Algebra Appl. 491, 138-160 (2016). MSC: 15B05 15A18 47B36 62H25 PDFBibTeX XMLCite \textit{E. Salinelli} et al., Linear Algebra Appl. 491, 138--160 (2016; Zbl 1330.15036) Full Text: DOI
Benth, Fred Espen; Krühner, Paul Representation of infinite-dimensional forward price models in commodity markets. (English) Zbl 1322.60100 Commun. Math. Stat. 2, No. 1, 47-106 (2014). MSC: 60H15 60G51 60G10 91G80 47B10 47G10 46E35 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{P. Krühner}, Commun. Math. Stat. 2, No. 1, 47--106 (2014; Zbl 1322.60100) Full Text: DOI arXiv
Lorig, Matthew Pricing derivatives on multiscale diffusions: an eigenfunction expansion approach. (English) Zbl 1291.91206 Math. Finance 24, No. 2, 331-363 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91G20 91G80 62M15 47A55 PDFBibTeX XMLCite \textit{M. Lorig}, Math. Finance 24, No. 2, 331--363 (2014; Zbl 1291.91206) Full Text: DOI arXiv
Dong, Yinghui; Wang, Guojing The dependence of assets and default threshold with thinning-dependence structure. (English) Zbl 1364.49020 J. Ind. Manag. Optim. 8, No. 2, 391-410 (2012). MSC: 49K15 44A10 47D07 PDFBibTeX XMLCite \textit{Y. Dong} and \textit{G. Wang}, J. Ind. Manag. Optim. 8, No. 2, 391--410 (2012; Zbl 1364.49020) Full Text: DOI
De Cezaro, A.; Scherzer, O.; Zubelli, J. P. Convex regularization of local volatility models from option prices: convergence analysis and rates. (English) Zbl 1263.47086 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 75, No. 4, 2398-2415 (2012). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 47N10 47A52 65M32 91B24 91G80 PDFBibTeX XMLCite \textit{A. De Cezaro} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 75, No. 4, 2398--2415 (2012; Zbl 1263.47086) Full Text: DOI
Toivanen, Jari A componentwise splitting method for pricing American options under the Bates model. (English) Zbl 1201.91207 Fitzgibbon, William (ed.) et al., Applied and numerical partial differential equations. Scientific computing in simulation, optimization and control in a multidisciplinary context. Dordrecht: Springer (ISBN 978-90-481-3238-6/hbk; 978-90-481-3239-3/ebook). Computational Methods in Applied Sciences 15, 213-227 (2010). MSC: 91G20 90C33 65N06 47G20 PDFBibTeX XMLCite \textit{J. Toivanen}, Comput. Methods Appl. Sci. 15, 213--227 (2010; Zbl 1201.91207) Full Text: DOI
Herzberg, Frederik S. Perpetual Bermudan continuity corrections and a multi-dimensional Wiener-Hopf type result. (English) Zbl 1161.91014 Stochastic Anal. Appl. 27, No. 1, 176-195 (2009). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B28 47A68 60G51 60G40 PDFBibTeX XMLCite \textit{F. S. Herzberg}, Stochastic Anal. Appl. 27, No. 1, 176--195 (2009; Zbl 1161.91014) Full Text: DOI
Krämer, Romy; Richter, Matthias Ill-posedness versus ill-conditioning – an example from inverse option pricing. (English) Zbl 1152.91527 Appl. Anal. 87, No. 4, 465-477 (2008). MSC: 91G20 65J20 47H30 PDFBibTeX XMLCite \textit{R. Krämer} and \textit{M. Richter}, Appl. Anal. 87, No. 4, 465--477 (2008; Zbl 1152.91527) Full Text: DOI
Felmer, Patricio L.; Quaas, Alexander Positive radial solutions to a {\` semilinear\'} equation involving the Pucci’s operator. (English) Zbl 1070.34032 J. Differ. Equations 199, No. 2, 376-393 (2004). Reviewer: Sotiris K. Ntouyas (Ioannina) MSC: 34B15 35J60 35B05 47N20 PDFBibTeX XMLCite \textit{P. L. Felmer} and \textit{A. Quaas}, J. Differ. Equations 199, No. 2, 376--393 (2004; Zbl 1070.34032) Full Text: DOI Link