Results 21 to 30 of about 30,082 (104)
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In this second part of our series of papers, we develop an abstract framework suitable for de Rham complexes that depend on a parameter belonging to an arbitrary Banach space. Our primary focus is on spectral perturbation problems and the differentiability of eigenvalues with respect to perturbations of the involved parameters. As a byproduct,
Pier Domenico Lamberti +2 more
wiley +1 more source
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT This paper develops a mathematical framework for interpreting observations of solar inertial waves in an idealized setting. Under the assumption of purely toroidal linear waves on the sphere, the stream function of the flow satisfies a fourth‐order scalar equation.
Tram Thi Ngoc Nguyen +3 more
wiley +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
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
The Mathematical History Behind the Granger–Johansen Representation Theorem
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
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
How to Match Cognitive Model Predictions With EEG Data
Topics in Cognitive Science, EarlyView.Abstract Reliably identifying relevant brain areas implicated by the simulated activity from cognitive models is still an unsolved problem for cognitive modeling, particularly when matching model output with human electroencephalography (EEG) data. We propose a new method involving postprocessing of ACT‐R module activity and clustered EEG component ...
Kai Preuss +3 more
wiley +1 more source
Applications of operator space theory to nest algebra bimodules
, 2011 Recently Blecher and Kashyap have generalized the notion of W* modules over von Neumann algebras to the setting where the operator algebras are \sigma- weakly closed algebras of operators on a Hilbert space.
Eleftherakis, G. K.
core
International Journal for Numerical Methods in Fluids, Volume 98, Issue 6, Page 709-730, June 2026.We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
wiley +1 more source