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math.PR2012
On the Impulse Control of Jump Diffusions
Erhan Bayraktar, Thomas Emmerling, Jose-Luis Menaldi
Regularity of the impulse control problem for a non-degenerate -dimensional jump diffusion with infinite activity and finite variation jumps was recently examined by Davis, Guo,…
math.PR2008
Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility
Utpal Manna, Jose-Luis Menaldi, Sivaguru S. Sritharan
In this paper we study the stochastic Navier-Stokes equation with artificial compressibility. The main results of this work are the existence and uniqueness theorem for strong solu…