Mathematics – Analysis of PDEs
Scientist
Mathematics
Analysis of PDEs
Scientist
A certain estimate of volatility through return for stochastic volatility models
A representation of solutions to a scalar conservation law in several dimensions
Arbitrage hedging strategy and one more explanation of the volatility smile
Behavior of a boundary of moving volume inside of a smooth flow of compressible liquid
Blow up of smooth highly decreasing at infinity solutions to the compressible Navier-Stokes equations
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