3 papers
math.AP2023
Restriction of viscosity solutions of the Hamilton-Jacobi equation to a submanifold M of \mathbb{R}^{d}
Othmane Islah
We show in this article in what sense viscosity solutions of the Hamilton-Jacobi equation can be restricted to a submanifold M of \mathbb{R}^{d}. We treat in this article the case…
math.DS2023
Kolmogorov-Arnold-Moser Theorem
Othmane Islah
This article is about the proof of the celebrated KAM theorem as sketched out in \cite{KOL} Kolmogorov's original presentation to the ICM. The proof presented here has been detaile…
q-fin.RM2019
Revising SA-CCR
Mourad Berrahoui, Othmane Islah, Chris Kenyon
From SA-CCR to RSA-CCR: making SA-CCR self-consistent and appropriately risk-sensitive by cashflow decomposition in a 3-Factor Gaussian Market Model