Related papers: On the continuity of optimal stopping surfaces for…
In this paper, we consider multistopping problems for finite discrete time sequences $X_1,...,X_n$. $m$-stops are allowed and the aim is to maximize the expected value of the best of these $m$ stops. The random variables are neither assumed…
In recent years, several numerical methods for solving the unique continuation problem for the wave equation in a homogeneous medium with given data on the lateral boundary of the space-time cylinder have been proposed. This problem enjoys…
We develop a min-max theory for certain complete minimal hypersurfaces in hyperbolic space. In particular, we show that given two strictly stable minimal hypersurfaces that are both asymptotic to the same ideal boundary, there is a new one…
We derive a change of variable formula for $C^1$ functions $U:\R_+\times\R^m\to\R$ whose second order spatial derivatives may explode and not be integrable in the neighbourhood of a surface $b:\R_+\times\R^{m-1}\to \R$ that splits the state…
We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…
We study the long time existence theory for a non local flow associated to a free boundary problem for a trapped non liquid drop. The drop has free boundary components on two horizontal plates and its free energy is anisotropic and axially…
We develop methods to solve general optimal stopping problems with opportunities to stop that arrive randomly. Such problems occur naturally in applications with market frictions. Pivotal to our approach is that our methods operate on…
We study the dynamics of piecewise affine surface homeomorphisms from the point of view of their entropy. Under the assumption of positive topological entropy, we establish the existence of finitely many ergodic and invariant probability…
We study an infinite horizon optimal stopping problem which arises naturally in the optimal timing of a firm/project sale or in the valuation of natural resources: the functional to be maximised is a sum of a discounted running reward and a…
In this paper, we establish some local and global solutions for the two phase incompressible inhomogeneous flows with moving interfaces in $L_p-L_q$ maximal regularity class. Compared with previous results obtained by V.A.Solonnikov and by…
In this paper, we introduce a modification of the free boundary problem related to optimal stopping problems for diffusion processes. This modification allows the application of this PDE method in cases where the usual regularity…
We study a stochastic optimal control problem for jump-diffusion systems whose drift coefficient is piecewise Lipschitz continuous and exhibits threshold-induced discontinuities. Such dynamics naturally arise in applications with…
A finite horizon optimal stopping problem for an infinite dimensional diffusion $X$ is analyzed by means of variational techniques. The diffusion is driven by a SDE on a Hilbert space $\mathcal{H}$ with a non-linear diffusion coefficient…
We study certain obstacle type problems involving standard and nonlocal minimal surfaces. We obtain optimal regularity of the solution and a characterization of the free boundary.
We introduce topological methods for quantifying spatially heterogeneous dynamics, and use these tools to analyze particle-tracking data for a quasi-two-dimensional granular system of air-fluidized beads on approach to jamming. In…
We describe a variational approach to solving optimal stopping problems for diffusion processes, as an alternative to the traditional approach based on the solution of the free-boundary problem. We study smooth pasting conditions from a…
The 2d Boussinesq equations model large scale atmospheric and oceanic flows. Whether its solutions develop a singularity in finite-time remains a classical open problem in mathematical fluid dynamics. In this work, blowup from smooth…
In this article, we study the classical finite-horizon optimal stopping problem for multidimensional diffusions through an approach that differs from what is typically found in the literature. More specifically, we first prove a key…
In this paper, we propose a new framework for solving a general dynamic optimal stopping problem without time consistency. A sophisticated solution is proposed and is well-defined for any time setting with general flows of objectives. A…
In this paper, we study the stability of marginally outer trapped surfaces (MOTS), foliating horizons of the form $r=X(\tau)$, embedded in locally rotationally symmetric class II perfect fluid spacetimes. An upper bound on the area of…