124 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Institute of Mathematical SciencesIN7 papers
- Consejo Superior de Investigaciones CientíficasES4 papers
- University of Castilla-La ManchaES4 papers
- Basque Center for Applied MathematicsES3 papers
- IkerbasqueES3 papers
- Universidad Carlos III de MadridES3 papers
- Universidad Complutense de MadridES3 papers
- Max Planck Institute for MathematicsDE2 papers
- Max Planck Institute for Mathematics in the SciencesDE2 papers
- Universidad de BurgosES2 papers
- University of SheffieldGB2 papers
- University of the Basque CountryES2 papers
Showing 2022Show all
2 papers · 1 filter
math-ph2022★ 10 cited
The Herglotz variational principle for dissipative field theories
Jordi Gaset, Manuel Lainz, Arnau Mas +1
In the recent years, with the incorporation of contact geometry, there has been a renewed interest in the study of dissipative or non-conservative systems in physics and other area…
math.PR2022★ 2 cited
Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes
Abel Azze, Bernardo D'Auria, Eduardo García-Portugués
We study the barrier that gives the optimal time to exercise an American option written on a time-dependent Ornstein--Uhlenbeck process, a diffusion often adopted by practitioners…