834 citations
- Centre de Recherche en Mathématiques de la DécisionFR674 papers
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Showing 1999Show all
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math.AP1999
Time-dependent rescalings and Lyapunov functionals for the Vlasov-Poisson and Euler-Poisson systems, and for related models of kinetic equations, fluid dynamics and quantum physics
Jean Dolbeault, Gerhard Rein
We investigate rescaling transformations for the Vlasov-Poisson and Euler-Poisson systems and derive in the plasma physics case Lyapunov functionals which can be used to analyze di…
math.OC1999★ 3 cited
Equity Allocation and Portfolio Selection in Insurance: A simplified Portfolio Model
Erik Taflin
A quadratic discrete time probabilistic model, for optimal portfolio selection in (re-)insurance is studied. For positive values of underwriting levels, the expected value of the a…