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20212025
most citedLinear and Nonlinear Partial Integro-Differential Equations arising from Finance

1 citations · 1 across the 8 of their papers we have counts for

collaborators

9 papers

math.FA2025

A hybrid scheme for fixed points of a countable family of generalized non-expansive-type maps and generalized mixed equilibrium problems

Peter U. Nwokoro, Maria A. Onyido, Markjoe O. Uba +1

Let be a nonempty closed and convex subset of a uniformly smooth and uniformly convex real Banach space with dual space . This article presents a h…

math.NA2023

Learning the solution operator of a nonlinear parabolic equation using physics informed deep operator network

Daniel Sevcovic, Cyril Izuchukwu Udeani

This study focuses on addressing the challenges of solving analytically intractable differential equations that arise in scientific and engineering fields such as Hamilton-Jacobi-B…

q-fin.MF2023

Hamilton-Jacobi-Bellman Equation Arising from Optimal Portfolio Selection Problem

Daniel Sevcovic, Cyril Izuchukwu Udeani

The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness…

math.AP2023

Asymptotic limits of the principal spectrum point of a nonlocal dispersal cooperative system and application to a two-stage structured population model

Maria A. Onyido, Rachidi B. Salako, Markjoe O. Uba +1

This work examines the limits of the principal spectrum point, , of a nonlocal dispersal cooperative system with respect to the dispersal rates. In particular, we provide prec…

q-fin.MF2022★ 1 cited

Linear and Nonlinear Partial Integro-Differential Equations arising from Finance

Jose Cruz, Maria Grossinho, Daniel Sevcovic +1

The purpose of this review paper is to present our recent results on nonlinear and nonlocal mathematical models arising from modern financial mathematics. It is based on our four p…

math.FA2021

New Method for Computing zeros of monotone maps in Lebesgue spaces with applications to integral equations, fixed points, optimization, and variational inequality problems

Abdulmalik U. Bello, Markjoe O. Uba, Michael T. Omojola +2

Let and be a bounded monotone map such that . In this paper, we introduce and study an algorithm for approximating zeros of …

math.FA2021

A hybrid scheme for fixed points of a countable family of generalized nonexpansive-type maps and finite families of variational inequality and equilibrium problems, with applications

Markjoe O. Uba, Maria A. Onyido, Cyril I. Udeani +1

Let be a nonempty closed and convex subset of a uniformly smooth and uniformly convex real Banach space with dual space . We present a novel hybrid method for finding…

q-fin.MF2021

Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing

Daniel Sevcovic, Cyril Izuchukwu Udeani

The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises…

q-fin.MF2021

Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem

Daniel Sevcovic, Cyril Izuchukwu Udeani

In this paper, we investigate a fully nonlinear evolutionary Hamilton-Jacobi-Bellman (HJB) parabolic equation utilizing the monotone operator technique. We consider the HJB equatio…