The current Thesis is devoted to comprehensive studies of comparison, or stochastic domination, theorems. It presents a combination of theoretical research and practical ideas formulated in several specific examples. Previously known results and their place it the theory of stochastic processes and stochastic differential equations is reviewed. This part of the work yielded three new theoretical results, formulated as theorems. Two of them are extensions of commonly used methods to more sophisticated processes and conditions. The third theorem is proven using previously not exploited technique. The place of all three results in the global theory is demonstrated by examining interconnections and possible distinctions between old and new theorems. Second and equally important part of the work focuses on more practical issues. Its main goal is to demonstrate where and how various theoretical findings can be applied to typical financial problems, such as option pricing, hedging, risk management and others. The example chapter summarizes the best of the obtained results in this direction. / Mathematical Finance

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In this paper we consider the question of uniqueness of positive solutions for Dirichlet problems of the form - Δ u(x)= g(λ,u(x)) in B, u(x) = 0 on ϑB, where A is the Laplace operator, B is the unit ball in RˆN, and A>0. We show that if g(λ,u)=uˆ(N+2)/(N-2) + λ, that is g has "critical growth", then large positive solutions are unique. We also prove uniqueness of large solutions when g(λ,u)=A f(u) with f(0) < 0, f "superlinear" and monotone. We use a number of methods from nonlinear functional analysis such as variational identities, Sturm comparison theorems and methods of order. We also present a regularity result on linear elliptic equation where a coefficient has critical growth.

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This thesis consists of four parts. In the first part we recall some background theory that will be used throughout the thesis. In the second part, we studied the absolute continuity of the laws of the solutions of some perturbed stochastic differential equaitons(SDEs) and perturbed reflected SDEs using Malliavin calculus. Because the extra terms in the perturbed SDEs involve the maximum of the solution itself, the Malliavin differentiability of the solutions becomes very delicate. In the third part, we studied the absolute continuity of the laws of the solutions of the parabolic stochastic partial differential equations(SPDEs) with two reflecting walls using Malliavin calculus. Our study is based on Yang and Zhang \cite{YZ1}, in which the existence and uniqueness of the solutions of such SPDEs was established. In the fourth part, we gave the existence and uniqueness of the solutions of the elliptic SPDEs with two reflecting walls and general diffusion coefficients.

In this Thesis, we analyze three variational and geometric problems, that extend classical Euclidean issues of the calculus of variations to more general classes of spaces. The results we outline are based on the articles [Ved21; MV21] and on a forthcoming joint work with Nicolussi Golo and Serra Cassano. In the first place, in Chapter 1 we provide a general introduction to metric measure spaces and some of their properties. In Chapter 2 we extend the classical Talenti’s comparison theorem for elliptic equations to the setting of RCD(K,N) spaces: in addition the the generalization of Talenti’s inequality, we will prove that the result is rigid, in the sense that equality forces the space to have a symmetric structure, and stable. Chapter 3 is devoted to the study of the Bernstein problem for intrinsic graphs in the first Heisenberg group H^1: we will show that under mild assumptions on the regularity any stationary and stable solution to the minimal surface equation needs to be intrinsically affine. Finally, in Chapter 4 we study the dimension and structure of the singular set for p-harmonic maps taking values in a Riemannian manifold.

The goal of this thesis in finance is to combine the use of advanced mathematical methods with a return to foundational economic issues. In that perspective, I study generalized rational expectations and asset pricing in Chapter 2, and a converse comparison principle for backward stochastic differential equations with jumps in Chapter 3. Since the use of stochastic methods in finance is an interesting and complex issue in itself - if only to clarify the difference between the use of mathematical models in finance and in physics or biology - I also present a philosophical reflection on the interpretation of mathematical models in finance (Chapter 4). In Chapter 5, I conclude the thesis with an essay on the history and interpretation of mathematical probability - to be read while keeping in mind the fundamental role of mathematical probability in financial models.

The thesis focuses on the qualitative analysis of a general class of SEIRS models in periodic and non-periodic environments. The classical SEIRS model, with standard incidence function, is, first of all, extended to incorporate multiple infectious stages. Using Lyapunov function theory and LaSalle's Invariance Principle, the disease-free equilibrium (DFE) of the resulting SEIⁿRS model is shown to be globally-asymptotically stable whenever the associated reproduction number is less than unity. Furthermore, this model has a unique endemic equilibrium point (EEP), which is shown (using a non-linear Lyapunov function of Goh-Volterra type) to be globally-asymptotically stable for a special case. The SEIⁿRS model is further extended to incorporate arbitrary number of latent stages. A notable feature of the resulting SE^mIⁿRS model is that it uses gamma distribution assumptions for the average waiting times in the latent (m) and infectious (n) stages. Like in the case of the SEIⁿRS model, the SE^mIⁿRS model also has a globally-asymptotically stable DFE when its associated reproduction threshold is less than unity, and it has a unique EEP (which is globally-stable for a special case) when the threshold exceeds unity. The SE^mIⁿRS model is further extended to incorporate the effect of periodicity on the disease transmission dynamics. The resulting non-autonomous SE^mIⁿRS model is shown to have a globally-stable disease-free solution when the associated reproduction ratio is less than unity. Furthermore, the non-autonomous model has at least one positive (non-trivial) periodic solution when the reproduction ratio exceeds unity. It is shown (using persistence theory) that, for the non-autonomous model, the disease will always persist in the population whenever the reproduction ratio is greater than unity. One of the main mathematical contributions of this thesis is that it shows that adding multiple latent and infectious stages, gamma distribution assumptions (for the average waiting times in these stages) and periodicity to the classical SEIRS model (with standard incidence) does not alter the main qualitative dynamics (pertaining to the persistence or elimination of the disease from the population) of the SEIRS model.

The thesis focuses on the qualitative analysis of a general class of SEIRS models in periodic and non-periodic environments. The classical SEIRS model, with standard incidence function, is, first of all, extended to incorporate multiple infectious stages. Using Lyapunov function theory and LaSalle's Invariance Principle, the disease-free equilibrium (DFE) of the resulting SEIⁿRS model is shown to be globally-asymptotically stable whenever the associated reproduction number is less than unity. Furthermore, this model has a unique endemic equilibrium point (EEP), which is shown (using a non-linear Lyapunov function of Goh-Volterra type) to be globally-asymptotically stable for a special case. The SEIⁿRS model is further extended to incorporate arbitrary number of latent stages. A notable feature of the resulting SE^mIⁿRS model is that it uses gamma distribution assumptions for the average waiting times in the latent (m) and infectious (n) stages. Like in the case of the SEIⁿRS model, the SE^mIⁿRS model also has a globally-asymptotically stable DFE when its associated reproduction threshold is less than unity, and it has a unique EEP (which is globally-stable for a special case) when the threshold exceeds unity. The SE^mIⁿRS model is further extended to incorporate the effect of periodicity on the disease transmission dynamics. The resulting non-autonomous SE^mIⁿRS model is shown to have a globally-stable disease-free solution when the associated reproduction ratio is less than unity. Furthermore, the non-autonomous model has at least one positive (non-trivial) periodic solution when the reproduction ratio exceeds unity. It is shown (using persistence theory) that, for the non-autonomous model, the disease will always persist in the population whenever the reproduction ratio is greater than unity. One of the main mathematical contributions of this thesis is that it shows that adding multiple latent and infectious stages, gamma distribution assumptions (for the average waiting times in these stages) and periodicity to the classical SEIRS model (with standard incidence) does not alter the main qualitative dynamics (pertaining to the persistence or elimination of the disease from the population) of the SEIRS model.

IN THIS dissertation, we use the Laplacian comparison theorem to prove the comparison of volume Bishop-Gromov s theorem, which assures that if the Ricci curvatures of a complete Riemannian manifold are larger than or equal to (n - 1)k, the volume of a ball with center in p and radius R is smaller than or equal to the volume of a geodesic ball with radius R in the space form of sectional constant curvature k, for all p 2 M and R > 0, where k 2 R. Moreover, equality occurs if all sectional curvature throughout geodesics connecting p and x, for plans which contain the radial vector, is constant and equal to k. / Fundação de Amparo a Pesquisa do Estado de Alagoas / NESTA DISSERTAÇÃO, usamos o teorema de comparação do Laplaciano para demonstrar o teorema de comparação de volume de Bishop-Gromov, o qual assegura que, se as curvaturas de Ricci de uma variedade Riemanniana completa são maiores ou iguais a (n&#56256;&#56320;1)k, k uma constante real, então, para todo p 2 M e para todo R > 0, o volume de uma bola centrada em p e de raio R é menor ou igual que o volume de uma bola geodésica de raio R na forma espacial de curvatura seccional constante k. Ademais, a igualdade ocorre se toda curvatura seccional ao longo de geodésicas ligando p e x, para planos contendo o vetor radial for constante e igual a k.