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We establish the existence and characterization of a primal and a dual facelift - discontinuity of the value function at the terminal time - for utility maximization in incomplete semimartingale-driven financial markets. Unlike in the lower- and upper-hedging problems, and somewhat unexpectedly,...
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Interval mathematics as a potential weapon against uncertainty / Hend Dawood -- Uncertainty modeling using expert … -- Construction of normal fuzzy numbers using the mathematics of partial presence / Hemanta K. Baruah -- Numerical solution of fuzzy … equations / Marek T. Malinowski -- Mathematics of probabilistic uncertainty modeling / D. Datta -- Reaction-diffusion problems …
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