Related papers: A Nonlinear Mean Value Property for Monge-Amp\`ere
A well studied classical problem is the harmonicity of functions satisfying the restricted mean-value property (RMVP) for domains in $\mathbb{R}^n$. Recently, the author along with Biswas investigated the problem in the general setting of…
We obtain a quantitative expansion at infinity of solutions for a kind of Monge-Amp\`ere type equations that origin from mean curvature equations of Lagrangian graph $(x,Du(x))$ and refine the previous study on zero mean curvature equations…
We introduce the so-called $d$-concavity, $d \geq 0,$ and prove that the nonsymmetric Monge-Amp\`{e}re type function of matrix variable is concave in an appropriate unbounded and convex set. We prove also the comparison principle for…
The existence, multiplicity and nonexistence of nontrivial radial convex solutions of a system of two weakly coupled Monge-Ampere equations are established with asymptotic assumptions for an appropriately chosen parameter. The proof of the…
Let $1\le p\le\infty$. We show that a function $u\in C(\mathbb R^N)$ is a viscosity solution to the normalized $p$-Laplace equation $\Delta_p^n u(x)=0$ if and only if the asymptotic formula $$ u(x)=\mu_p(\ve,u)(x)+o(\ve^2) $$ holds as…
We give an analytic proof of the solution of Dirichlet Problem for continous functions satisfying a nonlinear mean value problem related to the p-laplace operator and certain stochastic games.
We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent…
The subject of robust estimation in time series is widely discussed in literature. One of the approaches is to use GM-estimation. This method incorporates a broad class of nonparametric estimators which under suitable conditions includes…
The goal of this work is to illustrate the application of the nonvariational finite element method to a specific Monge--Amp\`ere type nonlinear partial differential equation. The equation we consider is that of prescribed Gauss curvature.
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a continuous semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a set-valued…
The convexity of solutions to boundary value problems for fully nonlinear elliptic partial differential equations (such as real or complex $k$-Hessian equations) is a challenging topic. In this paper, we establish the power convexity of…
In this paper, we study the eigenvalue problem for the Monge-Amp\`ere operator on general bounded convex domains. We prove the existence, uniqueness and variational characterization of the Monge-Amp\`ere eigenvalue. The convex…
We provide an asymptotic expansion of the value function of a multidimensional utility maximization problem from consumption with small non-linear price impact. In our model cross-impacts between assets are allowed. In the limit for small…
We consider the exterior Dirichlet problem for Monge-Amp\`ere equation with prescribed asymptotic behavior. Based on earlier work by Caffarelli and the first named author, we complete the characterization of the existence and nonexistence…
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…
In this article, we report the results we obtained when investigating the numerical solution of some nonlinear eigenvalue problems for the Monge-Amp\`{e}re operator $v\rightarrow \det \mathbf{D}^2 v$. The methodology we employ relies on the…
We introduce a new class of strongly degenerate nonlinear parabolic PDEs $$((p-2)\Delta_{\infty,X}^N+\Delta_X)u(X,Y,t)+(m+p)(X\cdot\nabla_Yu(X,Y,t)-\partial_tu(X,Y,t))=0,$$ $(X,Y,t)\in\mathbb R^m\times \mathbb R^m\times \mathbb R$, $p\in…
In this article, we study the long-time asymptotic properties of a non-linear and non-local equation of diffusive type which describes the rock-paper-scissors game in an interconnected population.We fully characterize the self-similar…
In this paper, we study a certain type of noisy tug-of-war game which can be regarded as an interpretation of a certain type of boundary value problem for the normalized $p$-Laplace equation, where $1<p<2$. More precisely, we will…
The Monge-Ampere equation, plays a central role in the theory of fully non linear equations. In fact we will like to show how the Monge-Ampere equation, links in some way the ideas comming from the calculus of variations and those of the…