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20042009
most citedCounterparty risk valuation for CDS

15 citations

Showing 2008 · math.APShow all

5 papers · 2 filters

math.AP2008

Stability and Total Variation Estimates on General Scalar Balance Laws

Rinaldo M. Colombo, Magali Mercier, Massimiliano D Rosini

Consider the general scalar balance law $\partial_t u + \Div f(t, x,u) = F(t,x,u)$ in several space dimensions. The aim of this note is to estimate the dependence of its solutions…

math.AP2008

Two Dimensional Incompressible Viscous Flow Around a Thin Obstacle Tending to a Curve

Christophe Lacave

In [Lacave, IHP, ana, to appear (2008)] the author considered the two dimensional Euler equations in the exterior of a thin obstacle shrinking to a curve and determined the limit v…

math.AP2008

Concentration-diffusion effects in viscous incompressible flows

Lorenzo Brandolese

Given a finite sequence of times , we construct an example of a smooth solution of the free nonstationnary Navier--Stokes equations in , , such that: (i…

math.AP20081 cited

On the parabolic-elliptic limit of the doubly parabolic Keller--Segel system modelling chemotaxis

Piotr Biler, Lorenzo Brandolese

We establish new convergence results, in strong topologies, for solutions of the parabolic-parabolic Keller--Segel system in the plane, to the corresponding solutions of the parabo…

math.AP2008

Far field asymptotics of solutions to convection equation with anomalous diffusion

Lorenzo Brandolese, Grzegorz Karch

The initial value problem for the conservation law is studied for and under natural polynomial growth conditions imposed…