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We address the pricing of American straddle options. We use a technique due to Kim (1990) to derive an expression involving integrals for the price of such an option close to expiry. We then evaluate this expr...
data
We prove an existence result for solutions of nonlinear parabolic inequalities with
data in Orlicz spaces.
The paper deals with the existence and nonexistence of positive solutions for a class of
-Laplacian systems. We investigate the effect of the siz...
A homogeneous boundary condition is constructed for the parabolic equation
in an arbitrary cylindrical domain
...
By Karamata regular variation theory, we show the existence and exact asymptotic behaviour of the unique classical solution
near the boundary to...
The method of generalized quasilinearization for second-order boundary value problems has been extended when the forcing function is the sum of
-...
We find a second-order approximation of the boundary blowup solution of the equation
, with
-Laplacian semipositone equations
We study positive
solutions to classes of boundary value problems of the form
We study the boundary regularity of weak solutions to nonlinear obstacle problem with
-obstacle function, and obtain the
...
A boundary-value problem for a semilinear elliptic equation in a convex ring is considered. Under suitable structural conditions, any classical solution
When solving boundary value problems on infinite intervals, it is possible to use continuation principles. Some of these principles take advantage of equipping the considered function spaces with topologies of...
We study a final value problem for first-order abstract differential equation with positive self-adjoint unbounded operator coefficient. This problem is ill-posed. Perturbing the final condition, we obtain an ...
The goal of this paper is to study the existence and the multiplicity of non-trivial weak solutions for some degenerate nonlinear elliptic equations on the whole space
...
For strongly singular higher-order linear differential equations together with two-point conjugate and right-focal boundary conditions, we provide easily verifiable best possible conditions which guarantee the...
We consider the problem
,
, where
...
Unimprovable efficient sufficient conditions are established for the unique solvability of the periodic problem
for
...
We investigate the existence of multiple solutions to quasilinear elliptic problems containing Laplace like operators (
-Laplacians). We are inte...
We study the uniqueness of positive solutions of the boundary value problem
,
We treat an initial boundary value problem for a nonlinear wave equation
in the domain
-Laplacian semipositone problem
We consider the boundary value problem
in
satisfying
...
For wave equations with power nonlinearity we investigate the problem of the existence or nonexistence of global solutions of the Cauchy characteristic problem in the light cone of the future.
-Laplacian problems by variational methods
We obtain multiple positive solutions of singular
-Laplacian problems using variational methods. The techniques are applicable to other types of ...
-Laplacian systems with nonlinear boundary conditions
We study the properties of the positive principal eigenvalue and the corresponding eigenspaces of two quasilinear elliptic systems under nonlinear boundary conditions. We prove that this eigenvalue is simple, ...
We study the existence of a class of nonlinear elliptic equation with Neumann boundary condition, and obtain infinitely many nodal solutions. The study of such a problem is based on the variational methods and...
The regularized system of equations for one model of a viscoelastic medium with memory along trajectories of the field of velocities is under consideration. The case of a changing domain is studied. We investi...
We develop monotone iterative technique for a system of semilinear elliptic boundary value problems when the forcing function is the sum of Caratheodory functions which are nondecreasing and nonincreasing, res...
The monotone iterative method is used to obtain sufficient conditions which guarantee that a delay differential equation with a nonlinear boundary condition has quasisolutions, extremal solutions, or a unique ...
We study nonlinear eigenvalue problems of the type
in
, where
We prove the existence and multiplicity of solutions to a two-point boundary value problem associated to a weakly coupled system of asymmetric second-order equations. Applying a classical change of variables, ...
We derive existence results for initial and boundary value problems in lattice-ordered Banach spaces. The considered problems can be singular, functional, discontinuous, and nonlocal. Concrete examples are als...
This paper establishes necessary and sufficient condition for the regularity of a characteristic top boundary point of an arbitrary open subset of
We prove some existence theorems regarding solutions to boundary value problems for systems of second-order discrete inclusions. For a certain class of right-hand sides, we present some lemmas showing that all...
We solve boundary value problems for elliptic semilinear equations in which no asymptotic behavior is prescribed for the nonlinear term.
This study focuses on nonlocal boundary value problems for elliptic ordinary and partial differential-operator equations of arbitrary order, defined in Banach-valued function spaces. The region considered here...
nd-order Seiberg-Witten equations
It is shown that the nonhomogeneous Dirichlet and Neuman problems for the
nd-order Seiberg-Witten equation on a compact
...
We study the Riemann boundary value problem
, for analytic functions in the class of analytic functions represented by the Cauchy-type integrals ...
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