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Forward-backward SDE games and stochastic control under model uncertainty
We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such problems as (zero-sum) stochastic differential games of... -
On the Relation Between Inward Pointing Velocity Conditions
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Mathematical and numerical analysis of dehydratation of gypsum plasterboards ...
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An analysis of a phase-field model for isothermal binary alloy solidification...
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Bistable traveling wave passing an obstacle: perturbation results
Une nouvelle version de cet article a été déposée le 14/10/2013 sous le titre "Robustness for a Liouville type theorem in exterior domains" Référence hal-00872837 -
A Positive MUSCL Scheme for Triangulations
In this paper, we link together and extend some results that have previously been given about positive schemes in the approximation of compressible flows. We mainly... -
The surjectivity of the combinatorial Laplacian on infinite graphs
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MAXIMUM PRINCIPLE AND SYMMETRY FOR MINIMAL HYPERSURFACES IN H^n x R
The aim of this work is to study how the asymptotic boundary of a minimal hypersurface in H^n x R determines the behavior of the hypersurface at fi nite points, in... -
UNIFORM A PRIORI ESTIMATES FOR A CLASS OF HORIZONTAL MINIMAL EQUATIONS.
In the product space H^n × R; we obtain uniform a priori C^0 horizontal length estimates, uniform a priori C^1 boundary gradient estimates, as well as uniform modulus... -
Monotone corrections for generic cell-centered Finite Volume approximations o...
We present a nonlinear technique to correct a general Finite Volume scheme for anisotropic diffusion problems, which provides a discrete maximum principle. We point... -
Singular elliptic problems with convection term in anisotropic media
We are concerned with singular elliptic problems of the form $-\Delta u\pm p(d(x))g(u)=\la f(x,u)+\mu |\nabla u|^a$ in $\Omega,$ where $\Omega$ is a smooth bounded... -
Market viability and martingale measures under partial information
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Sign-Preserving Property for Some Fourth-Order Elliptic Operators in One Dime...
For a class of one-dimensional linear elliptic fourth-order equations with homogeneous Dirichlet boundary conditions it is shown that a non-positive and non-vanishing... -
Some numerical aspects of the conservative PSM scheme in a 4D drift-kinetic c...
The purpose of this work is simulation of magnetised plasmas in the ITER project framework. In this context, kinetic Vlasov-Poisson like models are used to simulate... -
Detection and Location of Moving Point Sources in Contaminant Transport Model...
We are interested in an inverse problem of recovering the position of a pollutant or contaminant source in a stream water. Advection, dispersive transport and the... -
On the control of hybrid nonlinear systems
This dissertation concerns the development of reduced complexity controllers for<br />hybrid switched systems. A diverse number of applications from automotive... -
Monotonicity of Prices in Heston Model
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Eigenvalue and Dirichlet problem for fully-nonlinear operators in non smooth ...
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Singular phenomena in nonlinear elliptic problems. From blow-up boundary solu...
In this survey we report on some recent results related to various singular phenomena arising in the study of some classes of nonlinear elliptic equations. We... -
Homogenization of convex functionals which are weakly coercive and not equi-b...
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