A. Rhandi

activity

20102026

most citedA multispecies birth-death-immigration process and its diffusion approximation

7 citations · 20 across the 28 of their papers we have counts for

collaborators

Showing 2014 · math.APShow all

3 papers · 2 filters

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.AP2014

Kernel estimates for nonautonomous Kolmogorov equations with potential term

Markus Kunze, Luca Lorenzi, Abdelaziz Rhandi

Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion…