Special solutions to some Kolmogorov equations arising from cubic sensor problems

Special Solutions to Some Kolmogorov Equations Arising from Cubic Sensor Problems

Martingale problems for some degenerate Kolmogorov equations

We obtain Calderón-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous nonlinear coefficients. We then derive the well-posedness of the martingale problem associated with related degenerate operators, and therefore uniqueness in law for the corresponding stochastic differential equations. Some density estimates are established as well.

Kolmogorov equations arising in finance: direct and inverse problems

Recent results about linear partial differential equations of Kolmogorov type are reviewed. They are examined in the context of financial mathematics: specifically, applications to arbitrage valuation, model calibration and estimation of stochastic processes are discussed.

Amine Gas Sweetening System Problems Arising from Amine Replacement and Solutions to Improve System Performance

This paper includes the significant on-site experience of the authors related to problems faced in amine systems with fresh amine and their possible solutions in phases#2&3 of South Pars gas                complex. The amine system was designed as a closed circuit system with the primary objective of removing H2S, CO2, and other acidic components from gaseous hydrocarbon streams. Amine plant op...

Parametrix Techniques and Martingale Problems for Some Degenerate Kolmogorov Equations

We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strong parallel between the new technique introduced by Bass and Perkins [2] to prove uniqueness of the martingale problem in the framework of non-degenerate elliptic operators and the Mc Kean and Singer [13] parametrix approach to the density expansion that has previously ...