Related papers: Coupling Levy measures and comparison principles f…

We establish a superposition principle in disjoint variables for the inhomogeneous infinity-Laplace equation. We show that the sum of viscosity solutions of the inhomogeneous infinity-Laplace equation in separate domains is a viscosity…

In this paper we prove the equivalence between some known notions of solutions to the eikonal equation and more general analogs of the Hamilton-Jacobi equations in complete and rectifiably connected metric spaces. The notions considered are…

We propose a model for the coupling of flow and transport equations with porous membrane-type conditions on part of the boundary. The governing equations consist of the incompressible Navier--Stokes equations coupled with an…

The trapping of excitations in systems coupled to an environment allows to study the quantum to classical crossover by different means. We show how to combine the phenomenological description by a non-hermitian Liouville-von Neumann…

We consider viscosity solutions of a class of nonlinear degenerate elliptic equations on bounded domains. We prove comparison principles and a priori supremum bounds for the solutions. We also address the eigenvalue problem and, in many…

We propose a spectral viscosity method (SVM) to approximate the incompressible Euler equations driven by a multiplicative noise. We show that SVM solution converges to a dissipative measure-valued martingale solution. These solutions are…

We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous L\'evy process. Under stochastic conditions on the coefficients, we prove the existence and uniqueness of a solution.…

A covariant formulation of the virtual power principle based on Lie derivatives is proposed. The Lie covariant approach does not require an inner product and the Cauchy deformation tensor to start, but, at first order in a Galilean…

For a converging sequence of exponential L\'evy models, we give conditions under which the associated sequence of option prices converges. We also study the behaviour of the prices when no such convergence holds. We then consider two…

In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous…

We consider new performance measures for vibrational systems based on the $H_2$ norm of linear time invariant systems. New measures will be used as an optimization criterion for the optimal damping of vibrational systems. We consider both…

A method is developed to estimate the parameters of a Levy copula of a discretely observed bivariate compound Poisson process without knowledge of common shocks. The method is tested in a small sample simulation study. Also, the method is…

We analyze a semi-explicit time discretization scheme of first order for poro\-elasticity with nonlinear permeability provided that the elasticity model and the flow equation are only weakly coupled. The approach leads to a decoupling of…

The problem is addressed of defining the values of functions, whose variables tend to infinity, from the knowledge of these functions at asymptotically small variables close to zero. For this purpose, the extrapolation by means of different…

By using the mirror coupling for solutions of SDEs driven by pure jump L\'evy processes, we extend some transportation and concentration inequalities, which were previously known only in the case where the coefficients in the equation…

Pairwise comparisons are an important tool of modern (multiple criteria) decision making. Since human judgments are often inconsistent, many studies focused on the ways how to express and measure this inconsistency, and several…

Calibrating a L\'evy process usually requires characterizing its jump distribution. Traditionally this problem can be solved with nonparametric estimation using the empirical characteristic functions (ECF), assuming certain regularity, and…

The L\'evy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas, for example in economics it is used to model financial market…

An initial-and boundary-value problem for the Kelvin-Voigt system, modeling a mixture of n incompressible and viscoelastic fluids, with non-constant density, is investigated in this work. The existence of global-in-time weak solutions is…

We show that Markov couplings can be used to improve the accuracy of Markov chain Monte Carlo calculations in some situations where the steady-state probability distribution is not explicitly known. The technique generalizes the notion of…