3 papers
math.OC2026
Optimal Investment with Switching Preferences
Yu-Jui Huang, Liviu Ignat, Traian A. Pirvu +1
Major life events can significantly increase individuals' risk aversion over a sustained period of time, as empirical studies reveal. How such an event-triggered shift of risk pref…
math.FA2024
Open problems in one-parameter operator semigroups theory
Kodjo Raphaël Madou, Ivan Remizov, Reihaneh Vafadar
One-parameter strongly continuous semigroups of linear bounded operators on Banach spaces (also known as -semigroups) are a fundamental operator-theoretic tool used in the stu…
math.AP2022
On divergence-free (form-bounded type) drifts
Damir Kinzebulatov, Reihaneh Vafadar
We develop regularity theory for elliptic Kolmogorov operator with divergence-free drift in a large class (or, more generally, drift having singular divergence). A key step in our…