Abdelaziz Rhandi

activity

20102014

collaborators

Showing math.APShow all

4 papers · 1 filter

math.AP2014

Analitic approach to solve a degenerate parabolic PDE for the Heston model

A. Canale, R. M. Mininni, A. Rhandi

We present an analytic approach to solve a degenerate parabolic problem associated to the Heston model, which is widely used in mathematical finance to derive the price of an Europ…

math.AP2014

Schrödinger type operators with unbounded diffusion and potential terms

Anna Canale, Abdelaziz Rhandi, Cristian Tacelli

We prove that the realization $A_{p}$ in $L^{p} (R^{N}), 1 < p < \infty$ , of the Schrödinger type operator $A = (1 + ∣ x ∣^{α}) Δ - ∣ x ∣^{β}$ with domain $D(A_p)=\{u\in W^{2,p}(\mathbb{R}^N): Au\…

math.AP2012

On Schroedinger type operators with unbounded coefficients: Generation and heat kernel estimates

Luca Lorenzi, Abdelaziz Rhandi

We consider the Schrödinger type operator $A = (1 + ∣ x ∣^{α}) Δ - ∣ x ∣^{β}$ , for $α \in [0, 2]$ and $β \geq 0$ . We prove that, for any $p \in (1, \infty)$ , the minimal realization of opera…

math.AP2010

The Oseen-Navier-Stokes flow in the exterior of a rotating obstacle: The non-autonomous case

Tobias Hansel, Abdelaziz Rhandi

Consider the Navier-Stokes flow past a rotating obstacle with a general time-dependent angular velocity and a time-dependent outflow condition at infinity -- sometimes called an Os…