Epälineaaristen osittaisdifferentiaaliyhtälöiden ja stokastisen peliteorian väliset yhteydet
Main funder
Funder's project number: 260791
Funds granted by main funder (€)
- 407 272,00
Funding program
Project timetable
Project start date: 01/09/2012
Project end date: 31/08/2017
Summary
This project concentrates on connections between the nonlinear partial differential equations and stochastic game theory. In the linear theory, the interplay has several real-world applications such as stock market fluctuations leading to the mathematical option pricing and portfolio management. This connection has also been crucial in several breakthroughs in pure mathematics. We utilize a recently discovered nonlinear mean value approach related to a dynamic programming principle.
Principal Investigator
Other persons related to this project (JYU)
Primary responsible unit
Fields of science
Related publications and other outputs
- Equivalence between radial solutions of different parabolic gradient-diffusion equations and applications (2020) Parviainen, Mikko; et al.; A1; OA
- The tusk condition and Petrovskiĭ criterion for the normalized p-parabolic equation (2019) Björn, Anders; et al.; A1; OA
- Regularity for nonlinear stochastic games (2018) Luiro, Hannes; et al.; A1; OA
- C1,α regularity for the normalized p-Poisson problem (2017) Attouchi, Amal; et al.; A1; OA
