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math.CA2017★ 1 cited
Radial biharmonic Hessian equations: The critical dimension
Carlos Escudero, Pedro J. Torres
This work is devoted to the study of radial solutions to the elliptic problem \begin{equation}\nonumber Δ^2 u = (-1)^k S_k[u] + λf, \qquad x \in B_1(0) \subset \mathbb{R}^N, \end{e…
math.PR2017
A simple comparison between Skorokhod & Russo-Vallois integration for insider trading
Carlos Escudero
We consider a simplified version of the problem of insider trading in a financial market. We approach it by means of anticipating stochastic calculus and compare the use of the Sko…