Positive radial solutions of the Dirichlet problem for the Minkowski-Curvature equation in a ball

We study the existence and multiplicity of positive radial solutions of the Dirichlet problem for the Minkowski-curvature equation { -div(del upsilon/root 1-vertical bar del upsilon vertical bar(2)) in B-R, upsilon=0 on partial derivative B-R,B- where B-R is a ball in R-N (N >= 2). According to the behaviour off = f (r, s) near s = 0, we prove the existence of either one, two or three positive solutions. All results are obtained by reduction to an equivalent non-singular one-dimensional problem, to which variational methods can be applied in a standard way.

Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.