Results 21 to 30 of about 176 (100)
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Spatial depth for data in metric spaces
Scandinavian Journal of Statistics, EarlyView.Abstract We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness.
Joni Virta
wiley +1 more source
Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs
Communications on Pure and Applied Mathematics, Volume 79, Issue 4, Page 1012-1072, April 2026.Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley +1 more source
Testing Hypotheses of Covariate Effects on Topics of Discourse
Statistical Analysis and Data Mining: An ASA Data Science Journal, Volume 19, Issue 2, April 2026.ABSTRACT We introduce an approach to topic modeling with document‐level covariates that remains tractable in the face of large text corpora. This is achieved by de‐emphasizing the role of parameter estimation in an underlying probabilistic model, assuming instead that the data come from a fixed but unknown distribution whose statistical functionals are
Gabriel Phelan, David A. Campbell
wiley +1 more source
Hybrid Reaction–Diffusion Epidemic Models: Dynamics and Emergence of Oscillations
Mathematical Methods in the Applied Sciences, Volume 49, Issue 5, Page 4074-4095, 30 March 2026.ABSTRACT In this paper, we construct a hybrid epidemic mathematical model based on a reaction–diffusion system of the SIR (susceptible‐infected‐recovered) type. This model integrates the impact of random factors on the transmission rate of infectious diseases, represented by a probabilistic process acting at discrete time steps.
Asmae Tajani +2 more
wiley +1 more source
Duality for Evolutionary Equations With Applications to Null Controllability
Mathematical Methods in the Applied Sciences, Volume 49, Issue 5, Page 4144-4166, 30 March 2026.ABSTRACT We study evolutionary equations in exponentially weighted L2$$ {\mathrm{L}}^2 $$‐spaces as introduced by Picard in 2009. First, for a given evolutionary equation, we explicitly describe the ν$$ \nu $$‐adjoint system, which turns out to describe a system backwards in time. We prove well‐posedness for the ν$$ \nu $$‐adjoint system. We then apply
Andreas Buchinger, Christian Seifert
wiley +1 more source
International Journal of Robust and Nonlinear Control, Volume 36, Issue 5, Page 3047-3067, 25 March 2026.ABSTRACT This paper presents a robust control synthesis and analysis framework for nonlinear systems with uncertain initial conditions. First, a deep learning‐based lifting approach is proposed to approximate nonlinear dynamical systems with linear parameter‐varying (LPV) state‐space models in higher‐dimensional spaces while simultaneously ...
Sourav Sinha, Mazen Farhood
wiley +1 more source
Breaking Barriers in High‐Order Spectral Methods: The Intrinsic Matrix Approach
International Journal for Numerical Methods in Engineering, Volume 127, Issue 5, 15 March 2026.ABSTRACT This paper introduces a unified framework in Hilbert spaces for applying high‐order differential operators in bounded domains using Chebyshev, Legendre, and Fourier spectral methods. By exploiting the banded structure of differentiation matrices and embedding boundary conditions directly into the operator through a scaling law relating ...
Osvaldo Guimarães, José R. C. Piqueira
wiley +1 more source
Entanglement Distribution in Quantum Networks Via Swapping of Partially Entangled Pure States
Annalen der Physik, Volume 538, Issue 3, March 2026.The manuscript establishes a unified theoretical framework for entanglement swapping with partially entangled pure states across diverse quantum‐network topologies. By deriving closed‐form expressions for the full output ensembles and success probabilities, we show that successive swapping operations generate a binomially distributed spectrum of ...
Henrique Guerra +3 more
wiley +1 more source