2 papers
math.OC2025
Optimal stopping with nonlinear expectation: geometric and algorithmic solutions
Tomasz Kosmala, John Moriarty
We use the geometry of suitably generalised potentials to solve risk-sensitive Markovian optimal stopping problems. As in the linear case due to Dynkin and Yushkievich (1967), the…
math.PR2025
Weak solutions of Navier-Stokes Equation with purely discontinuous Lévy Noise
ZdzisÅaw Brzeźniak, Tomasz Kosmala, Elżbieta Motyl +1
In this paper we prove the existence of weak martingale solutions to the stochastic Navier-Stokes Equations driven by pure jump Lévy processes. Our proof consists of two parts. In…