Sökning: "variational inequalities"
Visar resultat 1 - 5 av 9 avhandlingar innehållade orden variational inequalities.
1. Some Applications of Variational Inequalities in Mathematical Finance and Numerics
Sammanfattning : This thesis contains two parts. The first part deals with a stochastic impulse control problem, subject to the restriction of a minimum time lapse in between interventions made by the controller. We prove existence of an optimal control and show that the value function of the control problem satisfies a system of quasi-variational inequalities. LÄS MER
2. Some special problems in elliptic and parabolic variational inequalities
Sammanfattning : This Licentiate Thesis is devoted above all to the investigation of variational inequalities. Chapter 1 deals with linear elliptic variational inequalities, where the operator is degenerated or singular, which involves the use of some weighted Sobolev spaces. LÄS MER
3. Optimal Switching Problems and Related Equations
Sammanfattning : This thesis consists of five scientific papers dealing with equations related to the optimal switching problem, mainly backward stochastic differential equations and variational inequalities. Besides the scientific papers, the thesis contains an introduction to the optimal switching problem and a brief outline of possible topics for future research. LÄS MER
4. On the pricing equations of some path-dependent options
Sammanfattning : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. LÄS MER
5. Capacities, Poincaré inequalities and gluing metric spaces
Sammanfattning : This thesis consists of an introduction, and one research paper with results related to potential theory both in the classical Euclidean setting, as well as in quite general metric spaces.The introduction contains a theoretical and historical background of some basic concepts, and their more modern generalisations to metric spaces developed in the last 30 years. LÄS MER