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math.AP2023
Monotone iteration scheme for nonlinear PDEs in risk models
Falko Baustian, Jan Pospíšil, Vladimír Švígler
In this paper we study nonlinear partial differential equations (PDEs) that are used to model different value adjustments denoted generally as xVA. These adjustments are nowadays c…
math.AP2020
Space-Time Analyticity of Weak Solutions to Semilinear Parabolic Systems with Variable Coefficients
Falko Baustian, Peter Takáč
Analytic smooth solutions of a general, strongly parabolic semi-linear Cauchy problem of -th order in with analytic coefficients (in space and time v…