Dynamic Sheltering Problem and An Existence Theorem for Admissible Strategies

2013 ◽  
Vol 22 (2) ◽  
pp. 391-446 ◽  
Author(s):  
Tao Wang
Keyword(s):  
Existence Theorem ◽  
Admissible Strategies

Existence results of mild solutions for impulsive fractional integro-differential evolution equations with infinite delay

2014 ◽  
Vol 17 (4) ◽  
Author(s):  
Shengli Xie
Keyword(s):  
Differential Equations ◽  
Differential Evolution ◽  
Existence Theorem ◽  
Banach Spaces ◽  
Existence And Uniqueness ◽  
Evolution Equations ◽  
Infinite Delay ◽  
Mild Solutions ◽  
Existence Results ◽  
Order Case

AbstractIn this paper we prove the existence and uniqueness of mild solutions for impulsive fractional integro-differential evolution equations with infinite delay in Banach spaces. We generalize the existence theorem for integer order differential equations to the fractional order case. The results obtained here improve and generalize many known results.

Triharmonic Riemannian submersions from 3-dimensional space forms

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Tomoya Miura ◽  
Shun Maeta
Keyword(s):  
Existence Theorem ◽  
Space Form ◽  
Dimensional Space ◽  
Riemannian Submersion ◽  
Partial Answer ◽  
Riemannian Submersions ◽  
Space Forms ◽  
3 Dimensional

Abstract We show that any triharmonic Riemannian submersion from a 3-dimensional space form into a surface is harmonic. This is an affirmative partial answer to the submersion version of the generalized Chen conjecture. Moreover, a non-existence theorem for f -biharmonic Riemannian submersions is also presented.

scholarly journals Optimal Investment-Consumption Strategy under Inflation in a Markovian Regime-Switching Market

2016 ◽  
Vol 2016 ◽  
pp. 1-17 ◽  
Author(s):  
Huiling Wu
Keyword(s):  
Regime Switching ◽  
Stock Price ◽  
Optimal Investment ◽  
Investment Strategy ◽  
Power Utility ◽  
Optimal Investment Strategy ◽  
Admissible Strategies ◽  
Definition Of ◽  
Markovian Regime Switching ◽  
Optimal Investment And Consumption

This paper studies an investment-consumption problem under inflation. The consumption price level, the prices of the available assets, and the coefficient of the power utility are assumed to be sensitive to the states of underlying economy modulated by a continuous-time Markovian chain. The definition of admissible strategies and the verification theory corresponding to this stochastic control problem are presented. The analytical expression of the optimal investment strategy is derived. The existence, boundedness, and feasibility of the optimal consumption are proven. Finally, we analyze in detail by mathematical and numerical analysis how the risk aversion, the correlation coefficient between the inflation and the stock price, the inflation parameters, and the coefficient of utility affect the optimal investment and consumption strategy.

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