Pricing and Hedging Defaultable Claim

and consequently to choose the gradient computed in the left or right state, that is the solution of the Riemann problem related to the HJ equation (Figs.. Let us consider the

Abstract : Nous commen¸cons cette th` ese en donnant deux crit` eres de d´ e- tection d’intrication quantique, la Schr¨ odinger-Robertson partial transpose inequality qui peut ˆ

As Borsuk-Ulam theorem implies the Brouwer fixed point theorem we can say that the existence of a simple and envy-free fair division relies on the Borsuk-Ulam theorem.. This

ergodic attractor -, Ann. LIONS, A continuity result in the state constraints system. Ergodic problem, Discrete and Continuous Dynamical Systems, Vol. LIONS,

Question 2. LIONS, Fully nonlinear Neumann type boundary conditions for first- order Hamilton-Jacobi equations, Nonlinear Anal. Theory Methods Appl., Vol.. GARRONI,

HJB equation, gradient constraint, free boundary problem, singular control, penalty method, viscosity solutions.. ∗ This material is based upon work supported by the National

Using a notion of viscosity solution that slightly differs from the original one of Crandall and Lions (but is, we believe, easier to handle in the framework of equations with memory)

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