Scientific Reports
The preprint collection of the Department of Mathematics.
Full-text generally not available for preprints prior to may 2006.
Found 868 products
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QDD89 - 03/15/2011
Barucci, E.; Marazzina, D.
Optimal Investment, Stochastic Labor Income and Retirement | Abstract | | We address the optimal consumption-investment-retirement problem considering stochastic labor income. We study the Merton problem assuming that the agent has to take four different decisions: the retirement date which is irreversible; the labor and the consumption rate and the portfolio decision before retirement. After retirement the agent only chooses the portfolio and the consumption rate. We confirm some classical results and we show that labor, portfolio and retirement decisions interact in a complex way depending on the spanning opportunities. |
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QDD88 - 02/04/2011
Corsaro, S.; Marazzina, D.; Marino, Z.
Wavelet techniques for option pricing on advanced architectures | Abstract | | This work focuses on the development of a parallel pricing algorithm for Asian options based on the Discrete Wavelet Transform. Following the approach proposed in Fusai, et al. (2009), the pricing process requires the solution of a set of independent Fredholm integral equations of the second kind. Within this evaluation framework, our aim is to develop a robust parallel pricing algorithm based on wavelet techniques for the pricing problem of discrete monitoring arithmetic Asian options. In particular, the Discrete Wavelet Transform is applied in order to approximate the kernels of the integral equations. We discuss both the accuracy of the method and its scalability properties. |
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QDD87 - 02/03/2011
Berchio, E.; Farina, A; Ferrero, A.; Gazzola, F.
Existence and stability of entire solutions to a semilinear fourth order elliptic problem | Abstract | | For a semilinear biharmonic equation with exponential nonlinearity, we study the existence and the asymptotic behavior of entire solutions. Furthermore, their stability and stability outside a compact set of R^n (n>1) is discussed in any space dimension n. |
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QDD86 - 02/02/2011
Berchio, E.; Ferrero, A.; Gazzola, F.; Karageorgis, P.
Qualitative behavior of global solutions to some nonlinear fourth order differential equations | Abstract | | We study global solutions to a fourth order semilinear ordinary differential equation. We determine sufficient conditions on the nonlinearity that ensure global continuation of the solutions. Furthermore, we discuss their qualitative behaviors such as oscillations and boundedness. |
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QDD85 - 02/01/2011
Biscari, P.; Minisini, S.; Pierotti, D.; Verzini, G.; Zunino, P.
Analysis of an evolution problem for controlled drug release | Abstract | | We consider a reaction-diffusion system arising from a model of controlled drug release.
We derive a single nonlinear evolution equation,
which is proved to be uniquely solvable in the classical sense and equivalent to the original system of two coupled PDE’s.
We discuss numerical approximation techniques which have been applied to obtain numerical simulations of the solutions. |
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QDD84 - 01/28/2011
Bramanti, M.; Zhu, M.
Local real analysis in locally homogeneous spaces | Abstract | | We introduce the concept of locally homogeneous space, and prove in this context L^p and Holder estimates for singular and fractional integrals, as well as L^p estimates on the commutator of a singular or fractional integral with a BMO or VMO function. These results are motivated by local a-priori estimates for subelliptic equations. |
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QDD83 - 12/20/2010
Carriero, M.; Leaci, A.; Tomarelli, F.
Free Gradient Discontinuity and Image Painting | Abstract | | We introduce and study a formulation of inpainting problem for 2-dimensional images which are locally damaged. This formulation is based on the regularization of the solution of a second order variational problem with Dirichlet boundary condition. A variational approximation algorithm is proposed. |
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QDD82 - 11/30/2010
Carriero, M.; Leaci A.; Tomarelli F.
About Poincaré inequalities for functions lacking summability | Abstract | | We present in a unified context several Poincaré type inequalities involving median: the list includes also inequalities which hold true for functions lacking summability properties. |
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