bwmeta1.element.bwnjournal-journal-bcp, Tome 83 (2008)

Sommaire

Constrained portfolio liquidation in a limit order book model

Aurélien Alfonsi ; Antje Fruth ; Alexander Schied

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p. 9-25

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Projections of surfaces with singular boundary

Hassan Babiker

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p. 9-33

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New a priori estimates for nondiagonal strongly nonlinear parabolic systems

Arina Arkhipova

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p. 13-30

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Discrete stochastic processes, replicator and Fokker-Planck equations of coevolutionary dynamics in finite and infinite populations

Jens Christian Claussen

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p. 17-31

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A stochastic overlapping generation model with a continuum of agents

Emmanuelle Augeraud-Véron ; Delphine David

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p. 27-36

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Sequences of independent identically distributed functions in rearrangement invariant spaces

S. V. Astashkin ; F. A. Sukochev

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p. 27-37

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Radially symmetric solutions of a chemotaxis model in the plane-the supercritical case

Piotr Biler

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p. 31-42

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Ancestral processes with selection: Branching and Moran models

Ellen Baake ; Robert Bialowons

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p. 33-52

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Global structure of holomorphic webs on surfaces

Vincent Cavalier ; Daniel Lehmann

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p. 35-44

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Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment

Rafael Company ; Lucas Jódar ; Enrique Ponsoda

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p. 37-47

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Modulus of dentability in

L ¹ + L^{\infty}

Adam Bohonos ; Ryszard Płuciennik

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p. 39-51

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On the Stefan problem with a small parameter

Galina I. Bizhanova

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p. 43-63

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Reductions of locally conformal symplectic structures and de Rham cohomology tangent to a foliation

Wojciech Domitrz

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p. 45-53

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Market completion using options

Mark Davis ; Jan Obłój

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p. 49-60

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An operator characterization of

L^{p}

-spaces in a class of Orlicz spaces

Maciej Burnecki

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p. 53-55

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Repeat distributions from unequal crossovers

Michael Baake

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p. 53-70

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On singularities of Hamiltonian mappings

Takuo Fukuda ; Stanisław Janeczko

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p. 55-69

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Factoring weakly compact homomorphisms, interpolation of Banach algebras and multilinear interpolation

Fernando Cobos ; Luz M. Fernández-Cabrera

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p. 57-69

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A pension fund in the accumulation phase: a stochastic control approach

Salvatore Federico

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p. 61-83

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Numerical simulation of a viscoelastic fluid with a preconditioned Schwarz method

Luís Borges ; Adélia Sequeira

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p. 65-80

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Affinely invariant symmetry sets

Peter Giblin

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p. 71-84

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Deterministic and stochastic simulations of simple genetic circuits

Ofer Biham ; Nathalie Q. Balaban ; Adiel Loinger ; Azi Lipshtat ; Hagai B. Perets

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p. 71-82

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Weakly compact operators on Köthe-Bochner spaces with the mixed topology

Krzysztof Feledziak

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p. 71-77

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The extension of the Krein-Šmulian theorem for order-continuous Banach lattices

Antonio S. Granero ; Marcos Sánchez

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p. 79-93

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On the existence of pullback attractor for a two-dimensional shear flow with Tresca's boundary condition

Mahdi Boukrouche ; Grzegorz Łukaszewicz

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p. 81-93

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From convergence of operator semigroups to gene expression, and back again

Adam Bobrowski

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p. 83-99

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Variational sensitivity analysis of parametric Markovian market models

Norbert Hilber ; Christoph Schwab ; Christoph Winter

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p. 85-106

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Simple framed curve singularities

Victor Goryunov ; Gabor Lippner

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p. 85-100

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1D dynamics of a second-grade viscous fluid in a constricted tube

Fernando Carapau ; Adélia Sequeira

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p. 95-103

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Singularities in Muckenhoupt weighted function spaces

Dorothee D. Haroske

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p. 95-112

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Reachable sets for a class of contact sub-lorentzian metrics on ℝ³, and null non-smooth geodesics

Marek Grochowski

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p. 101-110

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Generic principles of active transport

Mauro Mobilia ; Tobias Reichenbach ; Hauke Hinsch ; Thomas Franosch ; Erwin Frey

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p. 101-120

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Global existence and convergence to steady states in a chemorepulsion system

Tomasz Cieślak ; Philippe Laurençot ; Cristian Morales-Rodrigo

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p. 105-117

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Optimal stopping with advanced information flow: selected examples

Yaozhong Hu ; Bernt Øksendal

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p. 107-116

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Bifurcations in symplectic space

G. Ishikawa ; S. Janeczko

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p. 111-124

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On the pointwise strong approximation by (C,1)(E,1) means

Włodzimierz Łenski ; Bogdan Roszak

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p. 113-117

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Information, inflation, and interest

Lane P. Hughston ; Andrea Macrina

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p. 117-138

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On boundary-driven time-dependent Oseen flows

Paul Deuring

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p. 119-132

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On the approximation of functions by matrix means in the generalized Hölder metric

Włodzimierz Łenski ; Bogdan Szal

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p. 119-129

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Drift, draft and structure: some mathematical models of evolution

Alison M. Etheridge

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p. 121-144

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Caustics and wave front propagations: applications to differential geometry

Shyuichi Izumiya ; Masatomo Takahashi

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p. 125-142

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Some remarks providing discontinuous maps on some

C_{p} (X)

spaces

S. Moll

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p. 131-133

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Multicomponent models in nuclear astrophysics

Bernard Ducomet

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p. 133-156

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Generalized gradients for locally Lipschitz integral functionals on non-

L^{p}

-type spaces of measurable functions

Hôǹg Thái Nguyêñ ; Dariusz Pączka

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p. 135-156

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Laplace transform identities for diffusions, with applications to rebates and barrier options

Hardy Hulley ; Eckhard Platen

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p. 139-157

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Singularities in drawings of singular surfaces

Alain Joets

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p. 143-156

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Linking population genetics to phylogenetics

Paul G. Higgs

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p. 145-166

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Caustics in Greek antiquity

Alain Joets

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p. 157-161

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Linear operators on non-locally convex Orlicz spaces

Marian Nowak ; Agnieszka Oelke

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p. 157-165

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Initial boundary value problems of the Degasperis-Procesi equation

Joachim Escher ; Zhaoyang Yin

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p. 157-174

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Pricing bonds and CDS in the model with rating migration induced by a Cox process

Jacek Jakubowski ; Mariusz Niewęgłowski

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p. 159-182

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Generalized PN manifolds and separation of variables

Fernand Pelletier ; Patrick Cabau

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p. 163-181

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The strong unicity constant and its applications

W. Odyniec ; M. P. Prophet

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p. 167-172

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Molecular motors and stochastic networks

Reinhard Lipowsky ; Steffen Liepelt

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p. 167-195

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Entropy and approximation numbers of embeddings between weighted Besov spaces

Iwona Piotrowska

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p. 173-185

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Criteria of local in time regularity of the Navier-Stokes equations beyond Serrin's condition

Reinhard Farwig ; Hideo Kozono ; Hermann Sohr

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p. 175-184

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Convergence of optimal strategies under proportional transaction costs

Rafał Kucharski

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p. 183-193

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Real deformations and invariants of map-germs

J. H. Rieger ; M. A. S. Ruas ; R. Wik Atique

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p. 183-199

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Non-standard applications of the Łojasiewicz-Simon theory: Stabilization to equilibria of solutions to phase-field models

Eduard Feireisl ; Hana Petzeltová

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p. 185-196

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Some results on function spaces of varying smoothness

Jan Schneider

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p. 187-195

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Risk minimizing strategies for a portfolio of interest-rate securities

Andrzej Palczewski

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p. 195-212

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On the initial-boundary value problems for a degenerate parabolic equation

Jan Goncerzewicz

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p. 197-211

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Spreading mechanisms of cooperation for the evolutionary Prisoner's Dilemma games

György Szabó

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p. 197-215

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Applications of nonnegative operators to a class of optimization problems

K. C. Sivakumar

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p. 197-202

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Surfaces which contain many circles

Nobuko Takeuchi

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p. 201-207

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On the approximation by Euler, Borel and Taylor means in enlarged Hölder classes

Bogdan Szal

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p. 203-211

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Cobordisms of fold maps of 2k+2-manifolds into

ℝ^{3 k + 2}

Tamás Terpai

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p. 209-213

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Local risk-minimization for multidimensional assets and payment streams

Martin Schweizer

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p. 213-229

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Uniform analytic-Gevrey regularity of solutions to a semilinear heat equation

Todor Gramchev ; Grzegorz Łysik

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p. 213-226

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Local means and wavelets in function spaces

Hans Triebel

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p. 215-234

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Quasi singularities

Vladimir M. Zakalyukin

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p. 215-225

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Problems with classical models of sex-ratio evolution

Krzysztof Argasiński

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p. 217-222

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Relationship between the selection pressure and the rate of mutation accumulation

Katarzyna Bońkowska ; Przemysław Biecek ; Agnieszka Łaszkiewicz ; Stanisław Cebrat

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p. 223-228

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On a constrained minimization problem arising in hemodynamics

João Janela ; Adélia Sequeira

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p. 227-241

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Thermodynamics of DNA microarrays

Enrico Carlon

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p. 229-233

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Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs

Łukasz Stettner

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p. 231-241

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Function spaces and application to fuzzy analysis

Congxin Wu

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p. 235-246

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Adaptive dynamics in logistic branching populations

Nicolas Champagnat ; Amaury Lambert

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p. 235-244

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Exponential martingales and CIR model

Wojciech Szatzschneider

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p. 243-249

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Linear flow problems in 2D exterior domains for 2D incompressible fluid flows

Paweł Konieczny

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p. 243-257

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Stochastic stability in spatial games

Jacek Miękisz

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p. 245-252

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On the H-property and rotundity of Cesàro direct sums of Banach spaces

Saard Youyen ; Suthep Suantai

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p. 247-252

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Roughness of two norms on Musielak-Orlicz function spaces

Jimin Zheng ; Lihuan Sun ; Yun'an Cui

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p. 253-263

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Spatial stochastic predator-prey models

Mauro Mobilia ; Ivan T. Georgiev ; Uwe C. Täuber

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p. 253-257

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L^{q}

-approach to weak solutions of the Oseen flow around a rotating body

Stanislav Kračmar ; Šárka Nečasová ; Patrick Penel

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p. 259-276

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Stochastic effects on biodiversity in cyclic coevolutionary dynamics

Tobias Reichenbach ; Mauro Mobilia ; Erwin Frey

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p. 259-264

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Effects of competition and predation in a three species model

Janusz Szwabiński ; Andrzej Pękalski ; Kamil Trojan

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p. 265-269

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A stochastic extension of R. Thomas regulatory network modelling

Bartek Wilczyński

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p. 271-276

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Global solutions, structure of initial data and the Navier-Stokes equations

Piotr Bogusław Mucha

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p. 277-286

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On weak solutions to the equations of non-stationary motion of heat-conducting incompressible viscous fluids: defect measure and energy equality

Joachim Naumann

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p. 287-296

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Optimal convergence results for the Brezzi-Pitkäranta approximation of the Stokes problem: Exterior domains

Serguei A. Nazarov ; Maria Specovius-Neugebauer

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p. 297-320

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The Navier-Stokes equation with inhomogeneous boundary conditions based on vorticity

Jiří Neustupa ; Patrick Penel

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p. 321-335

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Global existence and uniqueness of weak solutions to Cahn-Hilliard-Gurtin system in elastic solids

Irena Pawłow ; Wojciech M. Zajączkowski

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p. 337-368

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The Stokes system in the incompressible case-revisited

Rainer Picard

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p. 369-382

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On the existence and regularity of the solutions to the incompressible Navier-Stokes equations in presence of mass diffusion

Rodolfo Salvi

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p. 383-419

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On the spatial analyticity of solutions to the Keller-Segel equations

Okihiro Sawada

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p. 421-431

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Solutions to the equation div u = f in weighted Sobolev spaces

Katrin Schumacher

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p. 433-440

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A stability theorem of the Navier-Stokes flow past a rotating body

Yoshihiro Shibata

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p. 441-455

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On an existence theorem for the Navier-Stokes equations with free slip boundary condition in exterior domain

Rieko Shimada ; Norikazu Yamaguchi

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p. 457-470

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Maximal regularity and viscous incompressible flows with free interface

Senjo Shimizu

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p. 471-480

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On various types of viscous two-fluid flows

Jürgen Socolowsky

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p. 481-491

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Stationary solutions of the generalized Smoluchowski-Poisson equation

Robert Stańczy

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p. 493-500

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Stationary states and moving planes

Gerhard Ströhmer

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p. 501-513

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Lagrangian approximations and weak solutions of the Navier-Stokes equations

Werner Varnhorn

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p. 515-532

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A direct proof of the Caffarelli-Kohn-Nirenberg theorem

Jörg Wolf

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p. 533-552

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Chemotaxis models with a threshold cell density

Dariusz Wrzosek

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p. 553-566

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Some linear parabolic system in Besov spaces

Ewa Zadrzyńska ; Wojciech M. Zajączkowski

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p. 567-612

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