Convergence results are presented for rank-type difference equations, whose evolution rule is defined at each step as the kth largest of p univariate difference equations. If t...
In this note, we prove the periodic homogenization for a family of nonlinear nonlocal "elliptic" equations with oscillatory coefficients. Such equations include, but are ...
In this short note, a direct proof of L2 convergence of an Euler–Maruyama approximation of a Zakai equation driven by a square integrable martingale is shown. The order of conve...
Abstract. Solutions of the optimal control and H-control problems for nonlinear affine systems can be found by solving Hamilton-Jacobi equations. However, these first order nonline...