7 papers · 1 filter
The Kolmogorov forward equation for a distributed model of regime-switching diffusions
Alexander S. Bratus, Olga S. Rozanova
For the regime-switching diffusion process with and without advection term we propose an integro-differential equation describing the densities of states continuously distributed o…
On non-uniqueness in the option valuation problem
Ekaterina A. Ladykova, Olga S. Rozanova
It is known that the value of a call option in the case of constant elasticity processes (CEV) with the indicator exceeding the critical is determined in a non-unique way…
The simplest solutions of cold plasma equations: change in properties from a hydrodynamic to a kinetic model
Lidia V. Gargyants, Olga S. Rozanova
We consider the transition from the kinetic model of Landau cold plasma to the hydrodynamic one by constructing a "multi-speed" moment chain in the case of one spatial variable. Cl…
Linearization method and sharp thresholds for spherically symmetric multidimensional pressureless Euler-Poisson equations
Olga S. Rozanova, Marko K. Turzynsky
We show that the question about the criterion of a singularity formation for radially symmetric solutions to the Cauchy problem for a fairly wide class of equations related to the…
Criterion of singularity formation for radial solutions of the pressureless Euler-Poisson equations in exceptional dimension
Olga S. Rozanova
The spatial dimensions 1 and 4 play an exceptional role for radial solutions of the pressureless repulsive Euler-Poisson equations. Namely, for any spatial dimension except 1 and 4…
Regularizing factors for the Euler-Poisson equations
Olga S. Rozanova
he Cauchy problem for the Euler-Poisson equations without pressure is considered and the question of what additional terms added to the system can delay or completely prevent the l…
The repulsive Euler-Poisson equations with variable doping profile
Olga S. Rozanova
We prove that arbitrary smooth perturbations of the zero equilibrium state of the repulsive pressureless Euler-Poisson equations, which describe the behavior of cold plasma, blow u…