Search results for " BSD"
showing 3 items of 3 documents
Local gas-liquid hold-up and interfacial area via light sheet and image analysis
2010
Particle Image Velocimetry techniques coupled with advanced Image Processing tools are receiving an increasing interest for measuring flow quantities and local bubble-size distributions in gas-liquid contactors. In this work, an effective experimental technique for measuring local gas hold-up and interfacial area, as well as bubble size distribution, is discussed. The technique, hereafter referred to as Laser Induced Fluorescence with Shadow Analysis for Bubble Sizing (LIF-SABS) is based on laser sheet illumination of the gas-liquid dispersion and synchronized camera, i.e. on equipment typically available within PIV set-ups. The liquid phase is made fluorescent by a suitable dye, and an opt…
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
2019
We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential equations driven by a L\'evy process. In particular, we are interested in generators which satisfy a locally Lipschitz condition in the $Z$ and $U$ variable. This includes settings of linear, quadratic and exponential growths in those variables. Extending an idea of Cheridito and Nam to the jump setting and applying comparison theorems for L\'evy-driven BSDEs, we show existence, uniqueness, boundedness and Malliavin differentiability of a solution. The pivotal assumption to obtain these results is a boundedness condition on the terminal value $\xi$ and its Malliavin derivative $D\xi…