scholarly journals The equation divu + 〈a,u〉 = f

2019 ◽  
Vol 22 (04) ◽  
pp. 1950035
Author(s):  
Pierre Bousquet ◽  
Gyula Csató

We study the solutions [Formula: see text] to the equation [Formula: see text] where [Formula: see text] and [Formula: see text] are given. We significantly improve the existence results of [G. Csató and B. Dacorogna, A Dirichlet problem involving the divergence operator, Ann. Inst. H. Poincaré Anal. Non Linéaire 33 (2016) 829–848], where this equation has been considered for the first time. In particular, we prove the existence of a solution under essentially sharp regularity assumptions on the coefficients. The condition that we require on the vector field [Formula: see text] is necessary and sufficient. Finally, our results cover the whole scales of Sobolev and Hölder spaces.

Author(s):  
T. Mamatov ◽  
R. Sabirova ◽  
D. Barakaev

We study mixed fractional derivative in Marchaud form of function of two variables in Hölder spaces of different orders in each variables. The main interest being in the evaluation of the latter for the mixed fractional derivative in the cases Hölder class defined by usual Hölder condition


2019 ◽  
Vol 37 (1) ◽  
pp. 134-142
Author(s):  
Alberto Bueno-Guerrero

Purpose This paper aims to study the conditions for the hedging portfolio of any contingent claim on bonds to have no bank account part. Design/methodology/approach Hedging and Malliavin calculus techniques recently developed under a stochastic string framework are applied. Findings A necessary and sufficient condition for the hedging portfolio to have no bank account part is found. This condition is applied to a barrier option, and an example of a contingent claim whose hedging portfolio has a bank account part different from zero is provided. Originality/value To the best of the authors’ knowledge, this is the first time that this issue has been addressed in the literature.


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