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1Academic Journal
المؤلفون: Xiaobing Feng, Thomas Lewis, Kellie Ward
المصدر: Electronic Journal of Differential Equations, Vol Conference, Iss 26, Pp 59-95 (2022)
مصطلحات موضوعية: fully nonlinear pdes, viscosity solutions, monge-ampere equation, hamilton-jacobi-bellman equation, narrow-stencil, generalized monotonicity, g-monotonicity, numerical operators, numerical moment, Mathematics, QA1-939
وصف الملف: electronic resource
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2Academic Journal
المؤلفون: Blanc, Pablo, Han, Jeongmin, Parviainen, Mikko, Ruosteenoja, Eero
مصطلحات موضوعية: dynamic programming principle, holder estimate, viscosity solution, eigenvalue of the Hessian, fully nonlinear PDEs, osittaisdifferentiaaliyhtälöt, estimointi, peliteoria, matemaattinen optimointi
وصف الملف: application/pdf; fulltext
Relation: Potential Analysis; Early online; 298641; Research Council of Finland; Suomen Akatemia; CONVID_151751143
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3Academic Journal
المؤلفون: Pham, Huyen, Warin, Xavier, Germain, Maximilien
المساهمون: Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Université Paris Diderot - Paris 7 (UPD7)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS), Université Paris Cité (UPCité), Laboratoire de Finance des Marchés d'Energie (FiME Lab), Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-CREST-EDF R&D (EDF R&D), EDF (EDF)-EDF (EDF), EDF (EDF), EDF R&D (EDF R&D), Optimisation, Simulation, Risque et Statistiques pour les Marchés de l’Energie (EDF R&D OSIRIS)
المصدر: ISSN: 2662-2963 ; SN Partial Differential Equations and Applications ; https://hal.science/hal-02196165 ; SN Partial Differential Equations and Applications, 2021, 2, ⟨10.1007/s42985-020-00062-8⟩.
مصطلحات موضوعية: Deep neural networks, fully nonlinear PDEs in high dimension, Neural networks, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP], [STAT.ML]Statistics [stat]/Machine Learning [stat.ML], [INFO.INFO-NE]Computer Science [cs]/Neural and Evolutionary Computing [cs.NE]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/1908.00412; hal-02196165; https://hal.science/hal-02196165; https://hal.science/hal-02196165v3/document; https://hal.science/hal-02196165v3/file/FullNonLin-rev2.pdf; ARXIV: 1908.00412
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4Academic Journal
المؤلفون: Lesniewski, Jacob
المصدر: Dissertations
مصطلحات موضوعية: Eigenvalue problems, Finite difference methods, Fully nonlinear PDEs, Numerical analysis, Optimal transport, Viscosity solutions, Applied Mathematics
وصف الملف: application/pdf
Relation: https://digitalcommons.njit.edu/dissertations/1519; https://digitalcommons.njit.edu/cgi/viewcontent.cgi?article=2595&context=dissertations
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5Academic Journal
المؤلفون: Nguwi, Jiang Yu, Penent, Guillaume, Privault, Nicolas
المساهمون: School of Physical and Mathematical Sciences
مصطلحات موضوعية: Science::Mathematics, Fully Nonlinear PDEs, Quasilinear PDEs
Relation: MOE-T2EP20120-0005; Journal of Evolution Equations; Nguwi, J. Y., Penent, G. & Privault, N. (2023). A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders. Journal of Evolution Equations, 23(1). https://dx.doi.org/10.1007/s00028-023-00873-3; https://hdl.handle.net/10356/168977; 2-s2.0-85149029410; 23
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6Report
المؤلفون: Pham, Huyen, Warin, Xavier, Germain, Maximilien
المساهمون: Laboratoire de Probabilités, Statistiques et Modélisations (LPSM (UMR_8001)), Université Paris Diderot - Paris 7 (UPD7)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS), Université de Paris (UP), Laboratoire de Finance des Marchés d'Energie (FiME Lab), Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-CREST-EDF R&D (EDF R&D), EDF (EDF)-EDF (EDF), EDF (EDF)
المصدر: https://hal.archives-ouvertes.fr/hal-02196165 ; 2020.
مصطلحات موضوعية: Deep neural networks, fully nonlinear PDEs in high dimension, Neural networks, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP], [STAT.ML]Statistics [stat]/Machine Learning [stat.ML], [INFO.INFO-NE]Computer Science [cs]/Neural and Evolutionary Computing [cs.NE]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/1908.00412; hal-02196165; https://hal.archives-ouvertes.fr/hal-02196165; https://hal.archives-ouvertes.fr/hal-02196165v2/document; https://hal.archives-ouvertes.fr/hal-02196165v2/file/FullNonLin-PWG.pdf; ARXIV: 1908.00412
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7
المؤلفون: Huyên Pham, Maximilien Germain, Xavier Warin
المساهمون: Laboratoire de Probabilités, Statistiques et Modélisations (LPSM (UMR_8001)), Université Paris Diderot - Paris 7 (UPD7)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS), Université de Paris (UP), Laboratoire de Finance des Marchés d'Energie (FiME Lab), EDF R&D (EDF R&D), EDF (EDF)-EDF (EDF)-CREST-Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), EDF (EDF), Optimisation, Simulation, Risque et Statistiques pour les Marchés de l’Energie (EDF R&D OSIRIS), EDF (EDF)-EDF (EDF), Université Paris Diderot - Paris 7 (UPD7), Ecole Nationale de la Statistique et de l'Administration Economique (ENSAE ParisTech), Laboratoire de Probabilités et Modèles Aléatoires (LPMA), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS), Université Paris Dauphine-PSL-CREST-EDF R&D (EDF R&D), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001))
المصدر: SN Partial Differential Equations and Applications
SN Partial Differential Equations and Applications, Springer, 2021, 2, ⟨10.1007/s42985-020-00062-8⟩مصطلحات موضوعية: FOS: Computer and information sciences, Hessian matrix, Automatic differentiation, MathematicsofComputing_NUMERICALANALYSIS, fully nonlinear PDEs in high dimension, Machine Learning (stat.ML), [INFO.INFO-NE]Computer Science [cs]/Neural and Evolutionary Computing [cs.NE], 01 natural sciences, 010305 fluids & plasmas, symbols.namesake, Mathematics - Analysis of PDEs, Dimension (vector space), [STAT.ML]Statistics [stat]/Machine Learning [stat.ML], Statistics - Machine Learning, fully nonlinear PDEs in high dimension MSC Classification: 60H35, 0103 physical sciences, Deep neural networks, FOS: Mathematics, Applied mathematics, [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP], Neural and Evolutionary Computing (cs.NE), 0101 mathematics, Mathematics - Optimization and Control, Mathematics, Numerical Analysis, Partial differential equation, Artificial neural network, Applied Mathematics, Numerical analysis, Probability (math.PR), 010102 general mathematics, 65M12, Computer Science - Neural and Evolutionary Computing, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Computational Mathematics, Nonlinear system, Optimization and Control (math.OC), symbols, 65C20, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Portfolio optimization, Analysis, Mathematics - Probability, Neural networks, Analysis of PDEs (math.AP)
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8Dissertation/ Thesis
المؤلفون: Lefebvre, William
المساهمون: Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Université Paris Cité, Huyên Pham
المصدر: https://theses.hal.science/tel-04232758 ; Optimization and Control [math.OC]. Université Paris Cité, 2022. English. ⟨NNT : 2022UNIP7099⟩.
مصطلحات موضوعية: Continuous-Time mean-Variance problem, Robustified allocation, Parameter misspecification, Linear-Quadratic stochastic control, Riccati PDEs, Markowitz portfolio allocation, Fully nonlinear PDEs, Deep learning, Differential learning, Option pricing with market impact, Problème de portefeuille moyenne-Variance en temps continu, Allocation robuste, Paramètres mal spécifiés, Contrôle stochastique linéaire quadratique, EDP de Riccati, Portefeuille de Markowitz, EDP non linéaires, Apprentissage profond, Apprentissage différentiel, Valorisation d'option avec impact sur le marché, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
Relation: NNT: 2022UNIP7099
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9Academic Journal
المؤلفون: Hu, Ying, Lin, Yiqing, Soumana-Hima, Abdoulaye
المساهمون: Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), Centre de Mathématiques Appliquées de l'Ecole polytechnique (CMAP), Institut National de Recherche en Informatique et en Automatique (Inria)-École polytechnique (X), Institut Polytechnique de Paris (IP Paris)-Institut Polytechnique de Paris (IP Paris)-Centre National de la Recherche Scientifique (CNRS), Département de Mathématiques - Université de Maradi, Université Dan Dicko Dankoulodo de Maradi (UDDM), ANR-15-CE05-0024-02, Agence Nationale de la Recherche (ANR), 11701329, National Natural Science Foundation of China (NSFC), 321111, European Research Council (ERC), ANR-11-LABX-0020-01, Lebesgue Center of Mathematics (“Investissements d’avenir” Program), ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011), ANR-15-CE05-0024,CAESARS,Contrôle et simulation des systèmes électriques, interaction et robustesse(2015)
المصدر: ISSN: 0304-4149.
مصطلحات موضوعية: Backward stochastic differential equations, G-Brownian motion, quadratic growth, discretization, fully nonlinear PDEs, 60H10, 60H30, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/1603.03637; ARXIV: 1603.03637
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10Academic Journal
المؤلفون: Li, Hanwu, Peng, Shige, Soumana-Hima, Abdoulaye
المساهمون: Shandong University, Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), Département de Mathématiques - Université de Maradi, Université Dan Dicko Dankoulodo de Maradi (UDDM), ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011)
المصدر: ISSN: 1674-7283.
مصطلحات موضوعية: G-expectation, reflected bacward stochastic differential equations, obstacle problems for fully nonlinear PDEs, 60H10, 60H30, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Relation: hal-01731309; https://hal.science/hal-01731309
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11
المؤلفون: Shige Peng, Hanwu Li, Abdoulaye Soumana Hima
المساهمون: Shandong University, Institut de Recherche Mathématique de Rennes (IRMAR), AGROCAMPUS OUEST, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Université de Rennes 1 (UR1), Université de Rennes (UNIV-RENNES)-Université de Rennes (UNIV-RENNES)-Université de Rennes 2 (UR2), Université de Rennes (UNIV-RENNES)-École normale supérieure - Rennes (ENS Rennes)-Centre National de la Recherche Scientifique (CNRS)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Université de Rennes (UNIV-RENNES)-Institut National des Sciences Appliquées (INSA), Département de Mathématiques - Université de Maradi, Université Dan Dicko Dan koulodo de Maradi (UDDM), Institut de Recherche Mathématique de Rennes ( IRMAR ), Université de Rennes 1 ( UR1 ), Université de Rennes ( UNIV-RENNES ) -Université de Rennes ( UNIV-RENNES ) -AGROCAMPUS OUEST-École normale supérieure - Rennes ( ENS Rennes ) -Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut National des Sciences Appliquées ( INSA ) -Université de Rennes 2 ( UR2 ), Université de Rennes ( UNIV-RENNES ) -Centre National de la Recherche Scientifique ( CNRS ), Université de Maradi, Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)
المصدر: Science China Mathematics
Science China Mathematics, Science China Press, 2018, 61 (1), pp.1-26. ⟨10.1007/s11425-017-9176-0⟩
SCIENCE CHINA-MATHEMATICS
SCIENCE CHINA-MATHEMATICS, 2018, 61 (1), pp.1-26. 〈10.1007/s11425-017-9176-0〉
Science China Mathematics, 2018, 61 (1), pp.1-26. ⟨10.1007/s11425-017-9176-0⟩مصطلحات موضوعية: G-expectation, Stochastic process, General Mathematics, 010102 general mathematics, 01 natural sciences, reflected bacward stochastic differential equations, 60H10, 60H30, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], 010104 statistics & probability, Stochastic differential equation, Mathematics::Probability, Valuation of options, obstacle problems for fully nonlinear PDEs, Obstacle problem, Applied mathematics, Uniqueness, 0101 mathematics, Martingale (probability theory), [ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR], Brownian motion, Mathematics
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12Report
المؤلفون: Soltanov, Kamal N., Sprekels, Jürgen
مصطلحات موضوعية: article, ddc:510, 35J65, 35K60, 35A05, Fully nonlinear PDEs -- strongly nonlinear elliptic and parabolic problems -- nonlinear equations in non-reflexive spaces -- existence results -- weak solutions
Relation: https://doi.org/10.20347/WIAS.PREPRINT.440; https://archive.wias-berlin.de/receive/wias_mods_00000833; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00000752/wias_preprints_440.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=1998&number=440
الاتاحة: https://doi.org/10.20347/WIAS.PREPRINT.440
https://archive.wias-berlin.de/receive/wias_mods_00000833
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00000752/wias_preprints_440.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=1998&number=440 -
13Academic Journal
المؤلفون: Guo, Wenjie, Zhang, Jianfeng, Zhuo, Jia
مصطلحات موضوعية: Monotone scheme, least square regression, Monte Carlo methods, fully nonlinear PDEs, viscosity solutions, 65C05, 49L25
وصف الملف: application/pdf
Relation: http://projecteuclid.org/euclid.aoap/1427124136; Ann. Appl. Probab. 25, no. 3 (2015), 1540-1580
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14Academic Journal
المؤلفون: Lewis, Thomas Lee
المصدر: Doctoral Dissertations
مصطلحات موضوعية: numerical PDEs, fully nonlinear PDEs, discontinuous Galerkin methods, finite difference methods, Numerical Analysis and Computation
وصف الملف: application/pdf
Relation: https://trace.tennessee.edu/utk_graddiss/2446; https://trace.tennessee.edu/context/utk_graddiss/article/3074/viewcontent/tlewisorig.pdf
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15Academic Journal
المؤلفون: Brenner, Susanne C., Gudi, Thirupathi, Neilan, Michael, Sung, Li Yeng
المصدر: Faculty Publications
مصطلحات موضوعية: Convergence analysis, Finite element method, Fully nonlinear PDEs, Monge-Ampère equation
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16
المؤلفون: Pietro Baldi, Massimiliano Berti, Riccardo Montalto
المساهمون: Baldi, Pietro, Berti, Massimiliano, R., Montalto
المصدر: Rendiconti Lincei-Matematica e Applicazioni
مصطلحات موضوعية: Constant coefficients, General Mathematics, 01 natural sciences, Nash-Moser theory, symbols.namesake, Operator (computer programming), Settore MAT/05 - Analisi Matematica, 0103 physical sciences, 0101 mathematics, KAM for PDEs, 010306 general physics, Korteweg–de Vries equation, Eigenvalues and eigenvectors, Mathematics, Discrete mathematics, Partial differential equation, KdV, quasi-linear and fully nonlinear PDEs, quasi-periodic solutions, 010102 general mathematics, Mathematical analysis, quasi-linear and fully nonlinear PDE, Differential operator, Nonlinear system, symbols, KAM for PDE, Hamiltonian (quantum mechanics), quasi-periodic solution
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17
المؤلفون: Jia Zhuo, Jianfeng Zhang, Wenjie Guo
المصدر: Ann. Appl. Probab. 25, no. 3 (2015), 1540-1580
مصطلحات موضوعية: Statistics and Probability, Hessian matrix, 65C05, viscosity solutions, Diagonal, Monotone scheme, fully nonlinear PDEs, symbols.namesake, Dimension (vector space), FOS: Mathematics, Applied mathematics, Mathematics - Numerical Analysis, Special case, Mathematics, 49L25, Probability (math.PR), least square regression, Monte Carlo methods, Numerical Analysis (math.NA), Constraint (information theory), Nonlinear system, Monotone polygon, symbols, Statistics, Probability and Uncertainty, Mathematics - Probability, Generator (mathematics)
وصف الملف: application/pdf
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18Academic Journal
المؤلفون: Pietro Baldi, Massimiliano Berti, Riccardo Montalto
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: KdV, KAM for PDEs, quasi-linear PDEs, fully nonlinear PDEs, Nash-Moser theory, quasiperiodic solutions, small divisors. Contents
وصف الملف: application/pdf
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19
المؤلفون: Citti, Giovanna, Manfredini, Maria, Morbidelli, Daniele, Polidoro, Sergio, Uguzzoni, Francesco
المساهمون: Citti, Giovanna, Manfredini, Maria, Morbidelli, Daniele, Uguzzoni, Francesco, POLIDORO, Sergio
مصطلحات موضوعية: Partial Differential Equations, Variational methods, Fully nonlinear PDEs, Regularity theory, Existence, uniqueness and multiplicity of solutions, Unique continuation, Fundamental solution, Sobolev spaces, A priori gradient estimates, BV functions, Carnot groups, Ornstein-Uhlenbeck operators, Lusin theorem, Harmonic maps, Moser-Trudinger-Adams inequality, Hardy inequality, Monge-Ampere equations, Geometric optics, Free boundary problems, Potential theory, Subelliptic PDEs, Poincaré and Sobolev inequalities
وصف الملف: STAMPA
Relation: info:eu-repo/semantics/altIdentifier/isbn/9783319026664; info:eu-repo/semantics/altIdentifier/isbn/9783319026657; firstpage:1; lastpage:373; serie:SPRINGER INDAM SERIES; http://hdl.handle.net/11380/1075007; http://www.springer.com/gp/book/9783319026657
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20
المؤلفون: Annalisa Buffa
المصدر: ResearcherID
مصطلحات موضوعية: Image smoothing, Mean curvature, Applied Mathematics, Mathematical analysis, Regular polygon, Existence theorem, Dirichlet distribution, Image (mathematics), symbols.namesake, Viscosity solutions, symbols, Fully-nonlinear PDEs, Applied mathematics, Uniqueness, Differential (infinitesimal), Viscosity solution, Barriers, Mathematics