Bénédicte Alziary

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations
S\(\vec{\text{e}}\)MA Journal
2023-09-29Paper
The Heston stochastic volatility model has a boundary trace at zero volatility
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
2023-01-30Paper
The Heston stochastic volatility model has a boundary trace at zero volatility
(available as arXiv preprint)
2020-04-01Paper
Sign of the solution to a non-cooperative system2018-11-13Paper
Sign of the solution to a non-cooperative system
(available as arXiv preprint)
2018-11-13Paper
Semi-linear cooperative elliptic systems involving Schrödinger operators: groundstate positivity or negativity2018-11-13Paper
Semi-linear cooperative elliptic systems involving Schrödinger operators: groundstate positivity or negativity
(available as arXiv preprint)
2018-11-13Paper
Analytic solutions and complete markets for the Heston model with stochastic volatility2018-10-31Paper
Blow up of the solutions to a linear elliptic system involving Schrödinger operators
(available as arXiv preprint)
2018-05-24Paper
On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets2017-11-13Paper
Positivity and negativity of solutions to \(n\times n\) weighted systems involving the Laplace operator on \(\mathbb R^N\)2012-10-25Paper
Intrinsic ultracontractivity of a Schrödinger semigroup in \(\mathbb R^N\)
Journal of Functional Analysis
2009-06-30Paper
Principal eigenvalue and maximum principle for some elliptic systems defined on general domains with refined Dirichlet boundary condition
Communications in Mathematical Analysis
2009-06-22Paper
Compactness for a Schrödinger operator in the ground-state space over \(\mathbb{R}^N\)2008-03-07Paper
Systems of Schrödinger equations: positivity and negativity2007-06-08Paper
Ground-state positivity, negativity, and compactness for a Schrödinger operator in \(\mathbb R^N\)
Journal of Functional Analysis
2007-05-10Paper
scientific article; zbMATH DE number 2226241 (Why is no real title available?)2005-11-08Paper
scientific article; zbMATH DE number 2100317 (Why is no real title available?)2004-09-13Paper
scientific article; zbMATH DE number 2052970 (Why is no real title available?)2004-03-08Paper
Eigenfunctions and Hardy inequalities for a magnetic Schrödinger operator in ℝ2
Mathematical Methods in the Applied Sciences
2003-10-29Paper
scientific article; zbMATH DE number 1786008 (Why is no real title available?)2002-08-21Paper
Positivity and negativity of solutions to a Schrödinger equation in \(\mathbb{R}^N\).
Positivity
2002-01-07Paper
An extension of maximum and anti-maximum principles to a Schrödinger equation in \(\mathbb{R}^2\)
Journal of Differential Equations
2000-10-30Paper
scientific article; zbMATH DE number 1405511 (Why is no real title available?)2000-06-26Paper
scientific article; zbMATH DE number 1210002 (Why is no real title available?)1998-12-08Paper
A pointwise lower bound for positive solutions of a Schrödinger equation in \(\mathbb{R}^ N\)
Journal of Differential Equations
1997-04-27Paper
A GRID REFINEMENT METHOD FOR DETERMINISTIC CONTROL AND DIFFERENTIAL GAMES
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1995-05-01Paper


Research outcomes over time


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