We investigate the existence and nonexistence of positive solutions of a system of secondorder nonlinear ordinary differential equations, subject to integral boundary conditions. 2010 AMS Subject Classification: 34B10, 34B18.

In this paper, we use probabilistic methods of excursion theory for Lévy processes in order to value some exotic options in general exponential Lévy models. AMS 2000 Subject Classification : Primary: 60G51, 91B28, 91B70. JEL Classification: C13.

We give a complete characterization of the class of functions that are the intensional behaviours of Primitive Recursive algorithms. This class is the set of primitive recursive functions that have a null basic case of recursion. This result is obtained using the property of ultimate unarity and a geometrical approach of sequential functions on N the set of positive integers. AMS Subject Classi...

This paper contains a survey of results about linear and nonlinear partial differential equations of Kolmogorov type arising in physics and in mathematical finance. Some recent pointwise estimates proved in collaboration with S. Polidoro are also presented. Mathematics Subject Classification (2000). AMS Subject Classification: 35K57, 35K65, 35K70.

In this companion paper to “Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon”, we give an accuracy proof for the finite time optimal investment and consumption problem under fast mean-reverting stochastic volatility of a joint asymptotic expansion in a time scale parameter and the small transaction cost. AMS subject classification 91G80, 60H30. JEL su...

In this paper, we construct non-MSF wavelets in L2(R) from twointerval and three-interval wavelet sets. AMS Subject Classification: 42C15, 42C40

A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions. AMS 2000 Subject Classification: 60H10, 60H30

The object of the present paper is to study generalized φ− recurrent and generalized concircular φ− recurrent P-Sasakian manifold. AMS Mathematics Subject Classification (2010): 53B20, 53D15.

The paper examines the basic properties of linear relative widths as well as the different ways of finding their estimates. AMS Subject Classification: 41A35, 41A29

We show that all modes of convergence in Lt (in probability, almost surely, complete) for the standard kernel regression estimate are equivalent. AMS Subject Classification: Primary 62605.