Related papers: A Singular Differential Equation Stemming from an …
We introduce two simple models of forward-backward stochastic differential equations with a singular terminal condition and we explain how and why they appear naturally as models for the valuation of CO2 emission allowances. Single phase…
We consider the problem of multiplicity and uniqueness of radial solutions of a nonlinear elliptic equation of the form \begin{eqnarray*} \begin{gathered} \Delta u +f(u)=0,\quad x\in \mathbb{R}^N, N\geq 2, \lim\limits_{|x|\to\infty}u(x)=0.…
The similarity differential equation $f'''+ff''+\beta f'(f'-1)=0$ with $\beta\textgreater{}0$ is considered. This differential equation appears in the study of mixed convection boundary-layer flows over a vertical surface embedded in a…
For the nonlinear wave equation $u_{tt} - c(u)\big(c(u) u_x\big)_x~=~0$, it is well known that solutions can develop singularities in finite time. For an open dense set of initial data, the present paper provides a detailed asymptotic…
In this note we show the existence of a residual set (in the sense of Baire) of divergence free initial data $u_0\in L^2(D)$, $D=\mathbb{R}^2$ or $\mathbb{T}^2$, for which global existence and uniqueness of weak solutions to the…
We obtain an exact necessary and sufficient condition for the existence and uniqueness of equilibrium asset prices in infinite horizon, discrete-time, arbitrage free environments. Through several applications we show how the condition…
In this paper, we present a control problem related to a semilinear differential equation with a moving singularity, i.e., the singular point depends on a parameter. The particularity of the controllability condition resides in the fact…
This paper is concerned with a discrete-time mean-field stochastic linear-quadratic optimal control problem arose from financial application. Through matrix dynamical optimization method, a group of linear feedback controls is investigated.…
This paper studies the optimal dividend problem with capital injection under the constraint that the cumulative dividend strategy is absolutely continuous. We consider an open problem of the general spectrally negative case and derive the…
In this article, we establish the existence of positive solution for the following Hadamard fractional singular boundary value problem \begin{align*}…
The present paper commences the study of higher order differential equations in composition form. Specifically, we consider the equation Lu=\Div B^*\nabla(a\Div A\nabla u)=0, where A and B are elliptic matrices with complex-valued bounded…
In this paper we are concerned with the solutions of the differential equation $f'''+ff''+g(f')=0$ on $[0,\infty)$, satisfying the boundary conditions $f(0)=\alpha$, $f'(0)=\beta\geq 0$, $f'(\infty)=\l$, and where $g$ is some given…
We study the existence and nonexistence of positive singular solutions to second-order non-divergence type elliptic inequalities with measurable coefficients. We prove the existence of a critical value $p^*$ that separates the existence…
We study radial solutions of the semilinear elliptic equation $\Delta u+f(u)=0$ under rather general growth conditions on $f$. We construct a radial singular solution and study the intersection number between the singular solution and a…
Optimal control of heterogeneous mean-field stochastic differential equations with common noise has not been addressed in the literature. In this work, we initiate the study of such models. We formulate the problem within a linear-quadratic…
Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…
We consider a family of solutions to the Painlev\'e II equation $$ u''(x)=2u^3(x)+xu(x)-\alpha \qquad \textrm{with } \a \in \mathbb{R} \cut \{0\}, $$ which have infinitely many poles on $(-\infty, 0)$. Using Deift-Zhou nonlinear steepest…
In this article, we establish the symmetric positive existence for the following Caputo fractional boundary value problem \begin{align*} {}^{C}D_{0}^{\,\mu}x(t)+f(t,x(t))&=0,\hspace{1cm}t\in(-1,\,1),\hspace{1cm}1<\mu\leq2,\\…
We consider a class of backward stochastic differential equations (BSDEs) with singular terminal condition and develop a numerical scheme to approximate their solution. To this end, we extend an asymptotic development of the BSDE solution…
We consider the differential equation $Ju'+qu=wf$ on the real interval $(a,b)$ when $J$ is a constant, invertible skew-Hermitian matrix and $q$ and $w$ are matrices whose entries are distributions of order zero with $q$ Hermitian and $w$…