3 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…
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…