Derives Clarke subdifferential and first-variation formula for the kth eigenvalue on self-adjoint operators (valid at essential spectrum edge) and applies it to characterize optimal weights in weighted Laplace/Steklov problems.
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Defines resilience evaluation D^ρ π as the L1-limit of scaled dynamic risk measure applied to process increments, and derives its dual representation as worst-case conditional expectation of an effective drift when ρ arises from BSDEs with Lipschitz or quadratic drivers.
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Eigenvalue optimization via a first-variation formula
Derives Clarke subdifferential and first-variation formula for the kth eigenvalue on self-adjoint operators (valid at essential spectrum edge) and applies it to characterize optimal weights in weighted Laplace/Steklov problems.
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Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures
Defines resilience evaluation D^ρ π as the L1-limit of scaled dynamic risk measure applied to process increments, and derives its dual representation as worst-case conditional expectation of an effective drift when ρ arises from BSDEs with Lipschitz or quadratic drivers.