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We consider a class of finite Markov moment problems with arbitrary number of positive and negative branches. We show criteria for the existence and uniqueness of solutions, and we characterize in detail the non-unique solution families. Moreover, we present a constructive algorithm to solve the moment problems numerically and prove that the algorithm computes the right solution.
In this paper, we present a class of finite volume schemes for incompressible flow problems. The unknowns are collocated at the center of the control volumes, and the stability of the schemes is obtained by adding to the mass balance stabilization te
We provide existence, uniqueness and stability results for affine stochastic Volterra equations with $L^1$-kernels and jumps. Such equations arise as scaling limits of branching processes in population genetics and self-exciting Hawkes processes in m
Our purpose is to study a particular class of optimal stopping problems for Markov processes. We justify the value function convexity and we deduce that there exists a boundary function such that the smallest optimal stopping time is the first time w
Proposed initially from a practical circumstance, the traveling salesman problem caught the attention of numerous economists, computer scientists, and mathematicians. These theorists were instead intrigued by seeking a systemic way to find the optima
We prove short-time existence of phi-regular solutions to the planar anisotropic curvature flow, including the crystalline case, with an additional forcing term possibly unbounded and discontinuous in time, such as for instance a white noise. We also