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11	Teoremas minimax para funcionais localmente Lipschitz e aplicações. / Minimax theorems for locally functional Lipschitz and applications. SANTOS, Jefferson Abrantes dos. 17 July 2018 (has links) Submitted by Johnny Rodrigues (johnnyrodrigues@ufcg.edu.br) on 2018-07-17T17:56:04Z No. of bitstreams: 1 JEFFERSON ABRANTES DOS SANTOS - DISSERTAÇÃO PPGMAT 2007..pdf: 851615 bytes, checksum: 3c65fe64e44e2b25e61689585f18f5bb (MD5) / Made available in DSpace on 2018-07-17T17:56:05Z (GMT). No. of bitstreams: 1 JEFFERSON ABRANTES DOS SANTOS - DISSERTAÇÃO PPGMAT 2007..pdf: 851615 bytes, checksum: 3c65fe64e44e2b25e61689585f18f5bb (MD5) Previous issue date: 2007-12 / CNPq / Capes / Neste trabalho estudamos a existência de solução não nula, via Métodos Variacionais para uma classe de problemas Elípticos onde f :R→R apresenta uma descontinuidade, do tipo salto, com seu conjunto de pontos de descontinuidade sendo um conjunto enumerável sem pontos de acumulação e Ω é um domínio limitado com fronteira suave. * Para Visualisar as equações ou formulas originalmente escritas neste resumo recomendamos o downloado do arquivo completo. / In this work we study the existence of solutions for the following class of Elliptic problems wherethefunctionf :R →RhassomediscontinuitiesandΩisaboundeddomainwith smooth boundary. The main tool used is the Variational Methods together arguments developed by Chang [9]. *To see the equations or formulas originally written in this summary we recommend downloading the complete file. Matemática. Teorema Minimax Funcionais localmente Lipschitz Gradiente generalizado Problema sublinear Crescimento subscrito Função de variação limitada Teoria da medida e integração Teoria da Análise Funcional Generalized gradient Theory of measurement and integration
12	Lévy-Type Processes under Uncertainty and Related Nonlocal Equations Hollender, Julian 17 October 2016 (has links) (PDF) The theoretical study of nonlinear expectations is the focus of attention for applications in a variety of different fields — often with the objective to model systems under incomplete information. Especially in mathematical finance, advances in the theory of sublinear expectations (also referred to as coherent risk measures) lay the theoretical foundation for modern approaches to evaluations under the presence of Knightian uncertainty. In this book, we introduce and study a large class of jump-type processes for sublinear expectations, which can be interpreted as Lévy-type processes under uncertainty in their characteristics. Moreover, we establish an existence and uniqueness theory for related nonlinear, nonlocal Hamilton-Jacobi-Bellman equations with non-dominated jump terms. Wahrscheinlichkeitstheorie Analysis Stochastische Analysis Stochastische Prozesse Risikomaße Finanzmathematik Risikomaße Sublineare Erwartungswerte Nichtlineare Erwartungswerte Lévy-typ Prozesse Nichtlokale Gleichungen HJB Gleichungen Knightian Uncertainty Probability Theory Analysis Stochastic Analysis Stochastic Processes Risk Measures Mathematical Finance Risk Measures Sublinear Expectation Nonlinear Expectation Lévy-Type Processes Nonlocal Equations HJB Equations Knightian Uncertainty ddc:510 rvk:SK 820 rvk:SK 980
13	Lévy-Type Processes under Uncertainty and Related Nonlocal Equations Hollender, Julian 12 October 2016 (has links) The theoretical study of nonlinear expectations is the focus of attention for applications in a variety of different fields — often with the objective to model systems under incomplete information. Especially in mathematical finance, advances in the theory of sublinear expectations (also referred to as coherent risk measures) lay the theoretical foundation for modern approaches to evaluations under the presence of Knightian uncertainty. In this book, we introduce and study a large class of jump-type processes for sublinear expectations, which can be interpreted as Lévy-type processes under uncertainty in their characteristics. Moreover, we establish an existence and uniqueness theory for related nonlinear, nonlocal Hamilton-Jacobi-Bellman equations with non-dominated jump terms. info:eu-repo/classification/ddc/510 ddc:510

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