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Modelling of feedstuffs transport, degradation and absorption in the small in...
The purpose of this study is to represent a generic model of digestion in the small intestine. In the first part of this work, a model based on ordinary differential... -
A game interpretation of the Neumann problem for fully nonlinear parabolic an...
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A mixed singular/switching control problem for a dividend policy with reversi...
We consider a mixed stochastic control problem that arises in Mathematical Finance literature with the study of interactions between dividend policy and investment.... -
On homogenization problems for fully nonlinear equations with oscillating Dir...
We study two types of asymptotic problems whose common feature - and difficulty- is to exhibit oscillating Dirichlet boundary conditions : the main contribution of... -
The Dynamic Programming Equation for the Problem of Optimal Investment Under ...
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Shape from Shading: a well-posed problem?
Shape From Shading is known to be an ill-posed problem. Contrary to the previous work, we show here that if we model the problem in a more realistic way than it is... -
Convergence results for an inhomogeneous system arising in various high frequ...
This paper is devoted to both theoretical and numerical study of a system involving an eikonal equation of Hamilton-Jacobi type and a linear conservation law as it... -
On Linearized Formulations for Control Problems with Piecewise Deterministic ...
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Large Deviations Principle by viscosity solutions: The case of diffusions wit...
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Existence and uniqueness of traveling waves for fully overdamped Frenkel-Kont...
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Existence and Uniqueness for Integro-Differential Equations with Dominating D...
In this paper we are interested on the well-posedness of Dirichlet problems associated to integro-differential elliptic operators of order $\alpha < 1$ in a bounded... -
Large time behavior for some nonlinear degenerate parabolic equations
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Portfolio management under risk contraints - Lectures given at MITACS-PIMS-UB...
The aim of these lectures at MITACS-PIMS-UBC Summer School in Risk Man- agement and Risk Sharing is to discuss risk controlled approaches for the pricing and hedging... -
On the energy of a flow arising in shape optimization
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Optimal control of first-order Hamilton-Jacobi equations with linearly bounde...
We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of... -
On Neumann and oblique derivatives boundary conditions for nonlocal elliptic ...
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A model of optimal consumption under liquidity risk with random trading times...
We consider a portfolio/consumption choice problem in a market model with liquidity risk. The main feature is that the investor can trade and observe stock prices only... -
A stochastic target formulation for optimal switching problems in finite horizon
International audience
