Finance Group

@article{chiarella_420,

title = {Pricing Range Notes within Wishart Affine Models},

author = {Carl Chiarella and José Da Fonseca and Martino Grasselli},

url = {http://www.sciencedirect.com/science/article/pii/S0167668714000948},

year  = {2014},

date = {2014-09-01},

journal = {Insurance Mathematics & Economics},

volume = {58},

number = {1},

pages = {193-203},

abstract = {We provide analytic pricing formulas for Fixed and Floating Range Accrual Notes within the multifactor Wishart affine framework which extends significantly the standard affine model. Using estimates for three short rate models, two of which are based on the Wishart process whilst the third one belongs to the standard affine framework, we price these structured products using the FFT methodology. Thanks to the Wishart tractability the hedge ratios are also easily computed. As the models are estimated on the same dataset, our results illustrate how the fit discrepancies (meaning differences in the likelihood functions) between models translate in terms of derivatives pricing errors, and we show that the models can produce different price evolutions for the Range Accrual Notes. The differences can be substantial and underline the importance of model risk both from a static and dynamic perspective. These results are confirmed by an analysis performed at the hedge ratios level.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{focardi_422,

title = {Can We Predict Stock Market Crashes?},

author = {Sergio Focardi and Franck Fabozzi},

url = {https://jpm.pm-research.com/content/40/5/183},

year  = {2014},

date = {2014-09-01},

journal = {Journal Of Portfolio Management},

volume = {40},

number = {5},

pages = {183-195},

abstract = {In this article, the authors suggest how to think about a new framework for the analysis of financial bubbles and a possible vector of variables able to signal when an economy enters a state of disequilibrium. The working hypothesis is that market crashes are preceded by a bubble. The authors define a bubble as an anomalous increase in asset prices with respect to the economy. An exponentially growing spread between asset prices and the economy is therefore an indicator of the probability that a bubble is in the making. However, as the authors point out, this indicator alone is not sufficient as anomalous price growth can be generated by different macroeconomic scenarios. The authors discuss different macroscenarios that can lead to bubbles and the related indicators.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{gnoatto_426,

title = {An affine multi-currency model with stochastic volatility and stochastic interest rates},

author = {Alexandro Gnoatto and Martino Grasselli},

url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2226499},

year  = {2014},

date = {2014-08-01},

journal = {Siam Journal On Financial Mathematics},

volume = {5},

pages = {493-531},

abstract = {We introduce a tractable multi-currency model with stochastic volatility and correlated stochastic interest rates that takes into account the smile in the FX market and the evolution of yield curves. The pricing of vanilla options on FX rates can be efficiently performed through the FFT methodology thanks to the affine property of the model. Our framework is also able to describe many non trivial links between FX rates and interest rates: a calibration exercise highlights the ability of the model to t simultaneously FX implied volatilities while being coherent with interest rate products.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{belkhaoui_1082,

title = {Market structure, strategic choices and bank performance: a path model},

author = {Samir Belkhaoui and Faten Lakhal and Slaheddine Hellara},

url = {https://www.emerald.com/insight/content/doi/10.1108/MF-07-2013-0183/full/html?skipTracking=true},

year  = {2014},

date = {2014-06-03},

journal = {Managerial Finance},

volume = {40},

number = {6},

pages = {538-564},

abstract = {The purpose of this paper is to develop and test a conceptual model of bank performance},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{da_fonseca_421,

title = {Estimating the Wishart Affi ne Stochastic Correlation Model using the Empirical Characteristic Function},

author = {José Da Fonseca and Martino Grasselli and Florian Ielpo},

url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1054721},

year  = {2014},

date = {2014-06-01},

journal = {Studies In Nonlinear Dynamics And Econometrics},

volume = {18},

number = {3},

pages = {253-289},

abstract = {Abstract: This paper provides the first estimation strategy for the Wishart Affine Stochastic Correlation (WASC) model. We provide elements showing that the use of empirical characteristic function-based estimates is advisable as this function is exponential affine in the WASC case. We use a GMM estimation strategy with a continuum of moment conditions based on the characteristic function. We present the estimation results obtained using a dataset of equity indexes. The WASC model captures most of the known stylized facts associated with financial markets, including leverage and asymmetric correlation effects.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{gnoatto_427,

title = {The explicit Laplace transform for the Wishart process},

author = {Alexandro Gnoatto and Martino Grasselli},

url = {https://www.cambridge.org/core/journals/journal-of-applied-probability/article/explicit-laplace-transform-for-the-wishart-process/96D33CAE7D09562034079343F66FFBCF},

year  = {2014},

date = {2014-05-01},

journal = {Journal Of Applied Probability},

volume = {51},

number = {3},

pages = {640-656},

abstract = {We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral, which extends the original approach of Bru (1991). We compare our methodology with the alternative results given by the variation-of-constants method, the linearization of the matrix Riccati ordinary differential equation, and the Runge-Kutta algorithm. The new formula turns out to be fast and accurate.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{garcin_1656,

title = {Probability density of the empirical wavelet coefficients of a noisy chaos},

author = {Matthieu Garcin and Dominique Guégan},

url = {https://www.sciencedirect.com/science/article/abs/pii/S0167278914000542},

year  = {2014},

date = {2014-05-01},

journal = {Physica D-Nonlinear Phenomena},

volume = {276},

number = {1},

pages = {28-47},

abstract = {We are interested in the random empirical wavelet coefficients of a noisy signal when this signal is a unidimensional or multidimensional chaos. More precisely we provide an expression of the conditional probability density of such coefficients, given a discrete observation grid. The noise is assumed to be described by a symmetric alpha-stable random variable. If the noise is a dynamic noise, then we present the exact expression of the probability density of each wavelet coefficient of the noisy signal. If we face a measurement noise, then the noise has a non-linear influence and we propose two approximations. The first one relies on a Taylor expansion whereas the second one, relying on an Edgeworth expansion, improves the first general Taylor approximation if the cumulants of the noise are defined. We give some illustrations of these theoretical results for the logistic map, the tent map and a multidimensional chaos, the Hénon map, disrupted by a Gaussian or a Cauchy noise.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{carassus_743,

title = {Pricing and Hedging Basis Risk under No Good Deal Assumption},

author = {Laurence Carassus and E. Temam},

url = {https://link.springer.com/article/10.1007%2Fs10436-013-0246-1},

year  = {2014},

date = {2014-02-01},

journal = {Annals of Finance},

volume = {10},

number = {1},

pages = {127-170},

abstract = {We consider the problem of explicitly pricing and hedging an option written on a non-exchangeable asset when trading in a correlated asset is possible. This is a typical case of incomplete market where it is well known that the super-replication concept provides generally too high prices. We study several prices and in particular the instantaneous no-good-deal price (see Cochrane and Saa-Requejo in J Polit Econ 108(1):79-119, 2001) and the global one. We show numerically that the global no-good-deal price can be significantly higher that the instantaneous one. We then propose several hedging strategies and show numerically that the mean-variance hedging strategy can be efficient.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{essid_724,

title = {Les indicateurs de la RSE dans les entreprises françaises : La complexité responsable},

author = {Moez Essid and Nicolas Berland},

url = {https://archives-rfg.revuesonline.com/article.jsp?articleId=18524},

year  = {2013},

date = {2013-01-01},

journal = {Revue Française de Gestion},

volume = {39},

number = {234},

pages = {27-41},

abstract = {This paper focuses on the CSR measures as major tool to manage a corporate social performance through the study of eight French companies. Based on behavioural control theoretical framework, this paper also analyzed the different uses of these CSR measures. This analysis allows us to report a huge number of these measures within these companies. Moreover, different control mechanisms using these tools were identified. The differences can be explained by both the oldness of CSR issues' consideration and the hierarchical level where the measures are used.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{garcin_1657,

title = {Extreme values of random or chaotic discretization steps and connected networks},

author = {Matthieu Garcin and Dominique Guégan},

url = {http://m-hikari.com/ams/ams-2012/ams-117-120-2012/garcinAMS117-120-2012.pdf},

year  = {2012},

date = {2012-01-01},

volume = {6},

number = {119},

pages = {5901 - 5926},

abstract = {x},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{lakhal_1525,

title = {Ownership structure and stock market liquidity in France},

author = {Faten Lakhal and Aymen Ajina},

url = {x},

year  = {2010},

date = {2010-01-01},

journal = {Bankers, Markets & Investors},

volume = {x},

number = {104},

pages = {42-52},

abstract = {his paper examines the effects of concentrated ownership structure and shareholder's type on the French stock-market liquidity. The results show that ownership concentration negatively affects market liquidity suggesting that large shareholders are likely to exacerbate information asymmetry, widen bid-ask spreads and decrease stock market liquidity. The findings also show that the proportion of institutional investors has a positive effect on market liquidity. These investors are inclined to trade more frequently on their stocks and to shrink bid-ask spreads. These findings are in line with adverse selection and trading hypotheses and shed the light on the role of corporate governance devices to consider shareholder minority interest's protection, which leads to improved stock market liquidity levels.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{lakhal_1524,

title = {Les mécanismes de gouvernement d'entreprises et les publications volontaires des résultats en France},

author = {Faten Lakhal},

url = {https://www.cairn.info/revue-comptabilite-controle-audit-2006-2-page-69.htm?contenu=resume},

year  = {2006},

date = {2006-12-01},

journal = {Comptabilite Controle Audit},

volume = {12},

number = {2},

pages = {69-92},

abstract = {Cet article étudie les relations entre les mécanismes de gouvernement d'entreprise et la communication volontaire des résultats sur un marché où l'actionnariat est concentré. Les résultats montrent que la publication volontaire est liée à la dispersion de la structure d'actionnariat marquée par la présence d'investisseurs institutionnels étrangers, à l'existence d'une structure de dualité dans le conseil et à la distribution de stocks-options aux dirigeants. Les dirigeants français peuvent occasionnellement annoncer leurs résultats afin d'informer le marché de leurs bonnes performances. Enfin, les annonces trimestrielles sont rattachées essentiellement à la cotation sur le marché américain alors que la publication prévisionnelle est liée à la rémunération des dirigeants par stock-options.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1630,

title = {Nonlinear eigenvalues and bifurcation problems for Pucci's operators},

author = {Jérôme Busca},

url = {http://www.numdam.org/article/AIHPC_2005__22_2_187_0.pdf},

year  = {2005},

date = {2005-01-01},

volume = {22},

number = {2},

pages = {187-206},

abstract = {In this paper we extend existing results concerning generalized eigenvalues of Pucci's extremal operators. In the radial case, we also give a complete description of their spectrum, together with an equivalent of Rabinowitz's Global Bifurcation Theorem. This allows us to solve nonlinear equations involving Pucci's operators.? 2005 Elsevier SAS. All rights reserved.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1623,

title = {Computing the Implied Volatility in Stochastic Volatility Models},

author = {Jérôme Busca},

url = {http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.483.7280&rep=rep1&type=pdf},

year  = {2004},

date = {2004-01-01},

journal = {Communications On Pure And Applied Mathematics},

volume = {57},

number = {10},

pages = {1352-1373},

abstract = {The Black-Scholes model has gained wide recognition on financial markets. One of its shortcomings, however, is that it is inconsistent with most observed

option prices. Although the model can still be used very efficiently, it has been proposed to relax its assumptions, and, for instance, to consider that the volatility of

the underlying asset S is no longer a constant but rather a stochastic process. There

are two well-known approaches to achieve this goal. In the first class of models, the

volatility is assumed to depend on the variables t (time) and S, giving rise to the

so-called local volatility models. The second one, conceptually more ambitious,

considers that the volatility has a stochastic component of its own. In the latter,

the number of factors is increased by the amount of stochastic factors entering the

volatility modeling. Both models are of practical interest.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1631,

title = {Harnack type estimates for nonlinear elliptic systems and applications},

author = {Jérôme Busca},

url = {https://www.sciencedirect.com/science/article/pii/S029414490300043X},

year  = {2004},

date = {2004-01-01},

volume = {21},

number = {5},

pages = {543-590},

abstract = {In this paper we obtain a generalised maximum principle of Alexandrov-Bakelman-Pucci type for viscosity solutions of fully nonlinear cooperative elliptic systems. We also establish a Harnack estimate for such systems and give some applications. In particular, a Harnack type estimate for solutions of higher order equations is given.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1632,

title = {Classification of positive solutions of semilinear elliptic equations},

author = {Jérôme Busca},

url = {https://www.sciencedirect.com/science/article/pii/S1631073X03005351},

year  = {2004},

date = {2004-01-01},

journal = {Comptes Rendus Mathematique},

volume = {338},

number = {1},

pages = {7-11},

abstract = {We give a classification of all solutions of a general semilinear PDE in the positive quadrant of R 2. To cite this article: J. Busca et al., CR Acad. Sci. Paris, Ser. I 338 (2004).},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1626,

title = {Application of large deviation methods to the pricing of index options in finance},

author = {Jérôme Busca},

url = {https://www.sciencedirect.com/science/article/pii/S1631073X03000323},

year  = {2003},

date = {2003-01-01},

journal = {Comptes Rendus Mathematique},

volume = {336},

number = {3},

pages = {263-266},

abstract = {We develop an asymptotic formula for calculating the implied volatility of European index options based on the volatility skews of the options on the underlying stocks and on a given correlation matrix for the basket. The derivation uses the steepest-descent approximation for evaluating the multivariate probability distribution function for stock prices, which is based on large-deviation estimates of diffusion processes densities by Varadhan.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1624,

title = {Asymptotics and calibration in local volatility models},

author = {Jérôme Busca},

url = {http://www.fiquam.polytechnique.fr/finance/lyon/bbf.pdf},

year  = {2002},

date = {2002-01-01},

journal = {Quantitative Finance},

volume = {2},

number = {1},

pages = {61-69},

abstract = {We derive a direct link between local and implied volatilities in the form of a

quasilinear degenerate parabolic partial differential equation. Using this

equation we establish closed-form asymptotic formulae for the implied

volatility near expiry as well as for deep in- and out-of-the-money options.

This in turn leads us to propose a new formulation near expiry of the

calibration problem for the local volatility model, which we show to be well

posed.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1627,

title = {Reconstructing volatility},

author = {Jérôme Busca},

url = {https://www.math.nyu.edu/~avellane/Avellaneda.pdf},

year  = {2002},

date = {2002-01-01},

journal = {Risk Magazine},

volume = {Oct 2002},

number = {1},

pages = {91-95},

abstract = {Options on stock baskets have become a mainstay of the equity derivatives business, but pricing

and hedging of such products is highly sensitive to implied volatility and correlation assumptions.

Here, Marco Avellaneda, Dash Boyer-Olson, Jérôme Busca and Peter Friz address this vital

problem, presenting a new approach to basket option valuation from underlying volatilities using

the method of steepest descents and most-likely price configurations},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1634,

title = {A Liouville-type theorem for Lane-Emden systems},

author = {Jérôme Busca},

url = {https://www.jstor.org/stable/24902114},

year  = {2002},

date = {2002-01-01},

journal = {Indiana University Mathematics Journal},

volume = {51},

number = {1},

pages = {37-51},

abstract = {We provide a partial positive answer to a well-known conjecture about the nonexistence of positive solutions to Lane-Emden systems below the critical Sobolev hyperbola. Our proof is based on a monotonicity argument for suitable transformed functions. It relies on a special form of the Alexandrov-Serrin moving planes method, as well as some refined forms of the Maximum Principle for elliptic systems that we develop here. It is our hope that our method will shed some new light on this delicate problem.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1636,

title = {Qualitative properties of some bounded positive solutions to scalar field equations},

author = {Jérôme Busca},

url = {https://link.springer.com/article/10.1007/PL00009928},

year  = {2001},

date = {2001-01-01},

journal = {Calculus Of Variations And Partial Differential Equations},

volume = {13},

number = {2},

pages = {191-211},

abstract = {Nonlinear scalar field equations serve as model in different areas of Applied Mathematics and their study has attracted the attention of numerous authors throughout the years. If nowadays existence as well as qualitative properties of ?ground-state? solutions of such equations are well understood, the full structure of the solutions set, whose study is relevant in many situations, is still a wide open and challenging problem. To be more specific, let us consider one of the simplest model cases

? u? u+ u 3= 0 in R2.(1.1)},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1642,

title = {Symmetry and nonexistence results for Emden-Fowler equations in cones},

author = {Jérôme Busca},

url = {https://projecteuclid.org/journals/differential-and-integral-equations/volume-14/issue-8/Symmetry-and-nonexistence-results-for-Emden-Fowler-equations-in-cones/die/1356123171.full},

year  = {2001},

date = {2001-01-01},

volume = {14},

number = {8},

pages = {897-912},

abstract = {The purpose of this paper is to state some qualitative properties of the solutions to the Emden-Fowler equation 

?

u

+

r

?

u

p

=

0

 in a cone with Dirichlet boundary conditions. Namely one can show that every solution has the same symmetry as the cone in some sense; furthermore it is possible to extend the nonexistence results for regular solutions to this equation already stated by C. Bandle and M. Essen in [2]. For this one needs to establish some asymptotics for the solutions as 

r

?

0

 or 

r

?

?

, relying on methods used by Veron in [25] for similar equations, but in different geometries, and then use a special form of the moving-planes method on a sphere in the spirit of [22].},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1643,

title = {First moments of energy and convergence to equilibrium},

author = {Jérôme Busca},

url = {https://ejde.math.txstate.edu/conf-proc/06/b3/busca.pdf},

year  = {2001},

date = {2001-01-01},

journal = {Electronic Journal Of Differential Equations},

volume = {6},

number = {1},

pages = {45-53},

abstract = {A basic question is to establish convergence to equilibrium for globally

defined solutions to evolution problems. The purpose here is to emphasize

the role of symmetry. In particular, it is proved that in some cases the first

moments of energy are constant on the ?-limit set of the solution. This key

property is used to prove convergence in two model evolution problems.

This communication is based on two joint works with P. Felmer [3] and

M.A. Jendoubi, P. Polacik [4].},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1633,

title = {CONVERGENCE TO EQUILIBRIUM FOR SEMILINEAR PARABOLIC PROBLEMS IN R^N},

author = {Jérôme Busca},

url = {https://www.tandfonline.com/doi/abs/10.1081/PDE-120016128?journalCode=lpde20},

year  = {2001},

date = {2001-01-01},

journal = {Communications In Partial Differential Equations},

volume = {27},

number = {9-10},

pages = {1793-1814},

abstract = {We consider the semilinear parabolic equation on , assuming that f is an arbitrary C 1 function satisfying and . We prove that any bounded positive solution that decays to zero at spatial infinity, uniformly with respect to t, converges to a (single) stationary solution as . Our proof combines energy and comparison techniques with dynamical system arguments. We first establish an asymptotic symmetrization result: as , approaches a set of steady states that are radially symmetric about a common origin in . To this aim we introduce a new tool that we call first moments of energy. Having established the symmetrization, we apply a general convergence result for gradient-like dynamical systems. This amounts to showing that the dimension of the kernel of the linearized operator around an equilibrium w matches the dimension of a manifold of equilibria passing through w.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1625,

title = {An inverse parabolic problem arising in finance},

author = {Jérôme Busca},

url = {https://www.sciencedirect.com/science/article/pii/S0764444200017493},

year  = {2000},

date = {2000-01-01},

journal = {Comptes Rendus Mathematique},

volume = {331},

number = {12},

pages = {965-969},

abstract = {We derive a quasilinear degenerate parabolic partial differential equation linking the implied and local volatility in the extended Black-Scholes model. Using this equation we establish a closed-form asymptotic formula for the implied volatility near expiry. This in turn leads us to propose a new formulation of the calibration problem near expiry which we show to be well-posed.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1635,

title = {EXISTENCE AND COMPARISON RESULTS FOR FULLY NONLINEAR DEGENERATE ELLIPTIC EQUATIONS WITHOUT ZEROTH-ORDER TERM*},

author = {Jérôme Busca},

url = {https://www.tandfonline.com/doi/abs/10.1081/PDE-100107824?journalCode=lpde20},

year  = {2000},

date = {2000-01-01},

journal = {Communications In Partial Differential Equations},

volume = {26},

number = {11-12},

pages = {2323-2337},

abstract = {We are interested in this article in fully nonlinear second-order, possibly degenerate, elliptic equations of the following form},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1641,

title = {Symmetry Results for Semilinear Elliptic Systems in the Whole Space},

author = {Jérôme Busca},

url = {https://www.sciencedirect.com/science/article/pii/S0022039699937014},

year  = {2000},

date = {2000-01-01},

journal = {Journal Of Differential Equations},

volume = {163},

number = {1},

pages = {41-56},

abstract = {We establish symmetry results for solutions to semilinear PDEs in the whole space.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1637,

title = {Existence results for bellman equations and maximum principles in unbounded domains},

author = {Jérôme Busca},

url = {https://www.tandfonline.com/doi/abs/10.1080/03605309908821493},

year  = {1999},

date = {1999-01-01},

journal = {Communications In Partial Differential Equations},

volume = {24},

number = {11-12},

pages = {2023-2042},

abstract = {The purpose of this paper is to extend known existence results for Hamilton-Jacobi-Bellman equations. The classical results give existence, uniqueness and Holder regularity when all elliptic operators involved have nonpositive zero-order term. We want to handle here the more general case where they have principal eigenvalues bounded below by a positive constant. As a motivation for this work, we give an application to the study of the Maximum Principle in infinite cylinders, following a work by Berestycki, Caffarelli and Nirenberg [2]. This is used to extend the cylindrical symmetry result in [2] to a more general class of operators.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1640,

title = {Approximate radial symmetry for overdetermined boundary value problems},

author = {Jérôme Busca},

url = {https://projecteuclid.org/journals/advances-in-differential-equations/volume-4/issue-6/Approximate-radial-symmetry-for-overdetermined-boundary-value-problems/ade/1366030751.full},

year  = {1999},

date = {1999-01-01},

volume = {4},

number = {6},

pages = {907-932},

abstract = {In this paper, we study the stability of Serrin's classical symmetry result for overdetermined boundary value problems [13]. We prove that if there exists a positive solution of 

?

u

+

f

(

u

)

=

0

 in 

?

 with 

u

=

0

 on 

?

?

 and if 

?

u

/

?

?

 on 

?

?

 is close to a constant, then the domain 

?

 is close to a ball. Additionally, we give an explicit estimate for the distance of the domain to a circumscribed and inscribed ball. The proof relies on the method of moving planes and new quantitative versions of the Hopf Lemma and Serrin's corner Lemma.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1638,

title = {A Serrin type result for infinite cylinders},

author = {Jérôme Busca},

url = {https://scholar.google.com/scholar?hl=en&as_sdt=0,5&cluster=9161995215848178304},

year  = {1998},

date = {1998-01-01},

volume = {PITMAN RESEARCH NOTES IN MATHEMATICS SER},

number = {1},

pages = {1-6},

abstract = {We establish symmetry results for solutions to semilinear partial differential equations in unbounded cylinders.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{busca_1639,

title = {Symétrie radiale pour des problèmes elliptiques surdéterminés posés dans des domaines extérieurs},

author = {Jérôme Busca},

url = {https://www.sciencedirect.com/science/article/pii/S0764444297869807},

year  = {1997},

date = {1997-01-01},

volume = {324},

number = {6},

pages = {633-638},

abstract = {In this_Note, we extend a classical result by J. Serrin,(see [10]), to exterior domains ?"?¯. where ? is a bounded domain. We prove, under some hypotheses on ?, that if there exists a solution of ? u+ f (u)= 0 in ?"?¯ satisfying the overdetermined boundary conditions? u/? ? and u constant on? ?, with 0? u? u¦? ?, then the domain ? is a ball. Under different assumptions on ?, the result has been obtained by W. Reichel in [9]. The main result here covers new cases like (u)= u p with n/u-2< p? n+ 2/n-2. When ? is a ball, almost the same proof allows us to derive the symmetry of positive bounded solutions satisfying only the Dirichlet condition u constant on? ?. Our method relies on Kelvin transforms, various forms of the maximum principle and on the device of moving planes up to a critical position.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}