The Martingale Problem for Singular Drift
Comparative studies of the deformation techniques for the singular-drift problem in the complex Langevin method
... There are, however, a few issues that remain to be addressed in this deformation technique. First the validity of the extrapolation relies on the assumption that there is no phase transition in the pa- rameter region in ...
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Robust martingale selection problem and its connections to the no-arbitrage theory
... the problem as ...dual problem to the existence of arbitrage strategies in models of financial ...dual problem admits solutions; If not, we show how to construct an arbitrage strategy by convex ...
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An interface problem with singular perturbation on a subinterval
... 12. Kelley, WG, Peterson, AC: The Theory of Differential Equations. Springer, New York (2010) 13. Fabry, C, Habets, P: Upper and lower solutions for second-order boundary value problems with nonlinear boundary conditions. ...
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Pathwise uniqueness for stochastic differential equations with singular drift and nonconstant diffusion
... the problem of existence or uniqueness under weaker assumptions than Lipschitz ...unbounded drift, namely b ∈ L 2(d+1) loc (R + × R d ) and b almost everywhere ...
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FROM FOKKER-PLANCK TO SDES AND BACK VIA THE MARTINGALE PROBLEM. Contents
... Theorem 4.19 (Superposition principle). Let ν = ¯ ν tt∈[0,T ] ⊂ P(R d ) be a weakly ∗ -contin- uous solution 15 to FPE(L t ). Then, there exists η ∈ P(Γ T ) solving MP(L t ) such that for every t ∈ [0, T ], it holds (e ...
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Existence of Solutions for the -Laplacian Problem with Singular Term
... Theorem 3.2. Under assumptions (F), (A-1)–(D-1), problem 1.1 admits a sequence of solutions {u n } ∈ W 0 1,px Ω such that Iu n → ∞. Proof. Let ϕu Ω λ|u| αx /αx Fx, udx. We first show that ϕu is weakly strongly ...
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On the Cauchy problem for singular functional differential equations
... Cauchy problem; unique solvability; singular equations 1 Introduction In recent years, a lot of works have been devoted to the solvability of boundary value prob- lems for linear functional differential ...
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A singular boundary value problem for neutral equations
... berg, theorems for the existence and uniqueness of an absolutely con- tinuous solution of a singular boundary value .problem for neutral equations have been proved.. KEY WORDS AND PHRASE[r] ...
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A practical solution to the problem of empty singular thought
... §3 Classically vs. practically oriented thought about particulars This section extends Anscombe’s distinction between speculative and practical knowledge into a distinction between what I shall call ‘classical’ and ...
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Iterative methods for a singular boundary-value problem
... However, we shall try to prove that these iterative methods may be used to approximate the solution of the considered problem, if we start with a convenient initial approximation... In o[r] ...
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Singular arcs in the generalized Goddard s Problem
... Goddard problem can be formulated as a particular case of the general 3D problem described ...the singular control, so we can safely assume that 17 is nontrivial for the restriction to the 1D ...such ...
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Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging*
... literature, martingale inequalities have been emphasized to be induced by pathwise inequalities independently of any reference probability measure on the paths ...the problem of robust hedging in financial ...
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Fredholm alternative for the second-order singular Dirichlet problem
... 4 Proofs of the main results Proof of Theorem . To prove the theorem, it is sufficient to show that if problem ( ), () has no nontrivial solution, then problem (), () has at least one solution. Let a ...
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Singular Optimal Control Problem of Stochastic Switching Systems
... Control Problem of Stochastic Switching Systems Charkaz Aghayeva and Melis Alpaslan Abstract—The work is concerned with singular stochastic op- timal control problem of switching ...Along ...
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Stability of a finite-difference discretization of a singular perturbation problem
... A new higher-order finite-difference scheme is proposed for a linear singularly perturbed convection–diffusion problem in one dimen- sion. It is shown how the theory of inverse-monotone matrices, the Lorenz ...
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Dirichlet problem for elliptic equations of the second order in a singular
... 1. Introduction. I n th is p a p e r w e tr e a t t h e regularity of solu tio ns o f th e D irich let problem for elliptic equations of the second order in a domain with edges. In th e c a s e w here th e ...
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Problem drift: a risk model for complex socio-technical projects
... high drift, unacceptable drift is never ...all drift rates, why not eschew plan-driven methods altogether? Indeed, this view might be the source of the popular view that all processes should be ...
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Fredholm’s third theorem for second-order singular Dirichlet problem
... the second equality in (). We will need the next lemma in the proof of the sufficiency part of Theorem . and thus, we will suppose that Theorem . and the necessity part of Theorem . are true. Lemma . Let () hold ...
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Solvability of Inverse Eigenvalue Problem for Dense Singular Symmetric Matrices
... 1 , , n Given a list of real numbers , we determine the conditions under which will form the spectrum of a dense n × n singular symmetric matrix. Based on a solvability lemma, an algorithm to compute ...
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Approximate Solution of the Singular Perturbation Problem on Chebyshev Gauss Grid
... Received April 27, 2011; revised May 24, 2011; accepted June 5, 2011 Abstract Matrix methods, now-a-days, are playing an important role in solving the real life problems governed by ODEs and/or by PDEs. Many differential ...
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