Related papers: Chaos for generalized Black-Scholes equations
The semiclassical Einstein equations are solved to first order in $\epsilon = \hbar/M^2$ for the case of an extreme or nearly extreme Reissner-Nordstr\"{o}m black hole perturbed by the vacuum stress-energy of quantized free fields. It is…
In this article we study a mathematical model of the heat transfer in semi infinite material with a variable cross section, when the radial component of the temperature gradient can be neglected in comparison with the axial component is…
The perturbative solutions to the semiclassical Einstein field equations describing spherically-symmetric and static lukewarm black hole are constructed. The source term is composed of the (classical) stress-energy tensor of the…
This paper deals with the asymptotic behavior as $t\rightarrow T<\infty$ of all weak (energy) solutions of a class of equations with the following model representative: \begin{equation*} (|u|^{p-1}u)_t-\Delta_p(u)+b(t,x)|u|^{\lambda-1}u=0…
We develop a unified analytic treatment of the Horowitz--Polchinski string/black hole correspondence that systematically incorporates higher-derivative corrections to gravity. Working in Euclidean signature -- where the Euclidean black hole…
In this paper we study the modification of thermodynamic properties of Schwarzschild and Reissner-Nordstr\"{o}m black hole in the framework of generalized uncertainty principle with correction terms upto fourth order in momentum…
Novel global weighted parabolic Sobolev estimates, weighted mixed-norm estimates and a.e. convergence results of singular integrals for evolution equations are obtained. Our results include the classical heat equation, the harmonic…
There was proposed the method of a factorization of PDE. The method is based on reduction of complicated systems to more easy ones (for example, due to dimension decrease). This concept is proposed in general case for the arbitrary PDE…
We study the Heston model for pricing European options on stocks with stochastic volatility. This is a Black\--Scholes\--type equation whose spatial domain for the logarithmic stock price $x\in \RR$ and the variance $v\in (0,\infty)$ is the…
Einstein-Maxwell-scalar models allow for different classes of black hole solutions, depending on the non-minimal coupling function $f(\phi)$ employed, between the scalar field and the Maxwell invariant. Here, we address the linear mode…
We prove that the Cauchy problem associated with the one dimensional quadratic (fractional) heat equation: $u_t=D_x^{2\alpha} u \mp u^2,\; t\in (0,T),\; x\in \R$ or $ \T $, with $ 0<\alpha\le 1 $ is well-posed in $ H^s $ for $ s\ge…
Black-Scholes equation, after a certain coordinate transformation, is equivalent to the heat equation. On the other hand the relativistic extension of the latter, the telegraphers equation, can be derived from the Euclidean version of the…
We study the existence of nontrivial nonlocal nonnegative solutions $u(x,t)$ of the nonlinear initial value problems \[ (\partial_t -\Delta)^\alpha u\geq u^\lambda \quad \text{in } \mathbb{R}^n \times\mathbb{R},\,n\geq 1 \] \[ u=0…
In this paper, we study the fully fractional heat equation involving the master operator: $$ (\partial_t -\Delta)^{s} u(x,t) = f(x,t)\ \ \mbox{in}\ \mathbb{R}^n\times\mathbb{R} , $$ where $s\in(0,1)$ and $f(x,t) \geq 0$. First we derive…
We investigate the thermodynamic properties of static nonlinearly scalarized black holes in Einstein-scalar-Gauss-Bonnet theory with polynomial coupling functions. Based on the scalarized solutions constructed previously, we compute…
We study the polar quasinormal modes of spontaneously scalarized black holes in Einstein-Gauss-Bonnet theory. In previous works we showed that a set of nodeless solutions of the fundamental branch of the model studied in [1] are stable…
We extend the classical Bernstein inequality to a general setting including Schr{\"o}dinger operators and divergence form elliptic operators on Riemannian manifolds or domains. Moreover , we prove a new reverse inequality that can be seen…
Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to the linear (fractional) stochastic heat equation. We establish rates of convergence with respect to the uniform distance between the density of spatial averages of solution…
In this paper we study the approximation of the distribution of $X_t$ Hilbert--valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as $$ dX_t+AX_t dt = Q^{1/2} d W_t,…
We analyse in detail the thermodynamics in the canonical and grand canonical ensembles of a class of non-asymptotically flat black holes of the Einstein-(anti) Maxwell-(anti) Dilaton theory in 4D with spherical symmetry. We present the…