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We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…

Optimization and Control · Mathematics 2026-03-06 Salvatore Federico , Giorgio Ferrari , Frank Riedel , Michael Röckner

The stability theory for hyperbolic initial boundary value problems relies most of the time on the Laplace transform with respect to the time variable. For technical reasons, this usually restricts the validity of stability estimates to the…

Numerical Analysis · Mathematics 2016-08-08 Jean-François Coulombel

We study boundary regularity of viscosity solutions to fully nonlinear degenerate or singular parabolic equations. The gradient-dependent degeneracy or singularity, along with the time derivative, introduces significant challenges beyond…

Analysis of PDEs · Mathematics 2025-09-24 Hyungsung Yun

We present uniqueness and existence in weighted Sobolev spaces of the equation $$ u_t=(au_{xx}+bu_x+cu)+ \xi |u|^{1+\lambda} {\dot{B}}, \quad\,\, t>0, \, x\in (0,1) $$ with initial data $u(0,\cdot)=u_0$ and zero boundary data. Here…

Probability · Mathematics 2019-05-29 Beom-seok Han , Kyeong-hun Kim

This is a continuation, and conclusion, of our study of bounded solutions $u$ of the semilinear parabolic equation $u_t=u_{xx}+f(u)$ on the real line whose initial data $u_0=u(\cdot,0)$ have finite limits $\theta^\pm$ as $x\to\pm\infty$. We…

Analysis of PDEs · Mathematics 2022-06-13 Antoine Pauthier , Peter Poláčik

We extend the Heston stochastic volatility model to a Hilbert space framework. The tensor Heston stochastic variance process is defined as a tensor product of a Hilbert-valued Ornstein-Uhlenbeck process with itself. The volatility process…

Probability · Mathematics 2017-06-13 Fred Espen Benth , Iben Cathrine Simonsen

We consider a large market model of defaultable assets in which the asset price processes are modelled as Heston-type stochastic volatility models with default upon hitting a lower boundary. We assume that both the asset prices and their…

Probability · Mathematics 2019-05-15 Ben Hambly , Nikolaos Kolliopoulos

\begin{abstract}\label{abstract} We consider a non-autonomous evolutionary problem \[ \dot{u} (t)+\A(t)u(t)=f(t), \quad u(0)=u_0 \] where the operator $\A(t):V\to V^\prime$ is associated with a form $\fra(t,.,.):V\times V \to \R$ and…

Analysis of PDEs · Mathematics 2014-05-16 Wolfgang Arendt , Dominik Dier , Hafida Laasri , El Maati Ouhabaz

In this paper, we present a problem involving fully nonlinear elliptic operators with Hamiltonian, which can present a singularity or degenerate as the gradient approaches the origin. The model studied here, allows the appearance of plateau…

Analysis of PDEs · Mathematics 2025-05-19 Rafael R. Costa , Ginaldo S. Sá

Regularization methods have been recently developed to construct stable approximate solutions to classical partial differential equations considered as final value problems. In this paper, we investigate the backward parabolic problem with…

Analysis of PDEs · Mathematics 2015-10-19 Vo Anh Khoa

We study Neural Optimal Transport in infinite-dimensional Hilbert spaces. In non-regular settings, Semi-dual Neural OT often generates spurious solutions that fail to accurately capture target distributions. We analytically characterize…

Machine Learning · Computer Science 2026-02-17 Jae-Hwan Choi , Jiwoo Yoon , Dohyun Kwon , Jaewoong Choi

In the past years, there has been a new light shed on the harmonic map problem with free boundary in view of its connection with nonlocal equations. Here we fully exploit this link, considering the harmonic map flow with free boundary…

Analysis of PDEs · Mathematics 2019-05-16 Yannick Sire , Juncheng Wei , Youquan Zheng

We discuss existence, uniqueness, and space-time H\"older regularity for solutions of the parabolic stochastic evolution equation dU(t) = (AU(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), t\in [0,\Tend], U(0) = u_0, where $A$ generates an…

Functional Analysis · Mathematics 2008-04-08 J. M. A. M. van Neerven , M. C. Veraar , L. Weis

We consider non-autonomous evolutionary problems of the form $u'(t)+A(t)u(t)=f(t)$, $u(0)=u_0,$ on $L^2([0,T];H)$, where $H$ is a Hilbert space. We do not assume that the domain of the operator $A(t)$ is constant in time $t$, but that…

Analysis of PDEs · Mathematics 2016-01-21 Dominik Dier , Rico Zacher

We obtain up to a flat boundary regularity results in parabolic H\"{o}lder spaces for viscosity solutions of fully nonlinear parabolic equations with oblique boundary conditions.

Analysis of PDEs · Mathematics 2021-01-22 Georgiana Chatzigeorgiou , Emmanouil Milakis

We prove some sharp regularity results for solutions of classical first order hyperbolic initial boundary value problems. Our two main improvements on the existing litterature are weaker regularity assumptions for the boundary data and…

Analysis of PDEs · Mathematics 2022-06-28 Corentin Audiard

In this work, we study the initial boundary value problem for a non-strictly hyperbolic $2\times2$ system of equations in the quarter plane $x>0,t>0$ which is derived from Eulerian droplet model for air particle flow for velocity and volume…

Analysis of PDEs · Mathematics 2025-07-03 Kayyunnapara Divya Joseph

The paper deals with initial-boundary value problems for linear non-autonomous first order hyperbolic systems whose solutions stabilize to zero in a finite time. We prove that problems in this class remain exponentially stable in $L^2$ as…

Analysis of PDEs · Mathematics 2025-12-10 I. Kmit , N. Lyul'ko

In this paper we consider a variation of the Merton's problem with added stochastic volatility and finite time horizon. It is known that the corresponding optimal control problem may be reduced to a linear parabolic boundary problem under…

Mathematical Finance · Quantitative Finance 2015-05-28 Elena Boguslavskaya , Dmitry Muravey

In this paper, we study the boundary H\"older regularity for solutions to the fractional Dirichlet problem in unbounded domains with boundary \begin{equation*} \begin{cases} (-\Delta)^s u(x) = g(x),&\text{in } \Omega, u(x)=0, &\text{in }…

Analysis of PDEs · Mathematics 2026-01-07 Yahong Guo , Congming Li , Yugao Ouyang