Results 21 to 30 of about 242,143 (309)
Asymptotics of Asynchronicity [PDF]
arXiv: Statistics Theory, 2011 In this article we focus on estimating the quadratic covariation of continuous semimartingales from discrete observations that take place at asynchronous observation times. The Hayashi-Yoshida estimator serves as synchronized realized covolatility for that we give our own distinct illustration based on an iterative synchronization algorithm.
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THE LIMITS OF APPLICABILITY OF THE LINEARIZATION METHOD IN CALCULATING SMALL–TIME REACHABLE SETS
Ural Mathematical Journal, 2020 The reachable sets of nonlinear systems are usually quite complicated. They, as a rule, are non-convex and arranged to have rather complex behavior. In this paper, the asymptotic behavior of reachable sets of nonlinear control-affine systems on small ...
Mikhail I. Gusev
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Russian Mathematical Surveys, 2000 We establish some basic theorems in dimension theory and absolute extensor theory in the coarse category of metric spaces. Some of the statements in this category can be translated in general topology language by applying the Higson corona functor. The relation of problems and results of this `Asymptotic Topology' to Novikov and similar conjectures is ...
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Asymptotic Behavior of Solutions of Integral Equations with Homogeneous Kernels
Mathematics, 2022 The multidimensional integral equation of second kind with a homogeneous of degree (−n) kernel is considered. The special class of continuous functions with a given asymptotic behavior in the neighborhood of zero is defined.
Oleg Avsyankin
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Influence of coupling on the dynamics of three delayed oscillators [PDF]
Известия высших учебных заведений: Прикладная нелинейная динамика, 2021 The purpose of this study is to construct the asymptotics of the relaxation regimes of a system of differential equations with delay, which simulates three diffusion-coupled oscillators with nonlinear compactly supported delayed feedback under the ...
Kashchenko, Alexandra Andreevna
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Justification of the existence of a group of asymptotics of the general fifth Painlevé transcendent
International Journal of Mathematics and Mathematical Sciences, 2004 There are several existing ways in developing the asymptotics of the Painlevé transcendents. But it is always a hard task to justify the existence of these asymptotics.
Youmin Lu, Zhoude Shao
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Rocky Mountain Journal of Mathematics, 2016 Uniformity and proximity are two different ways for defining small scale structures on a set. Coarse structures are large scale counterparts of uniform structures. In this paper, motivated by the definition of proximity, we develop the concept of asymptotic resemblance as a relation between subsets of a set to define a large scale structure on it.
Kalantari, Sh., Honari, B.
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Implied Volatility Structure in Turbulent and Long-Memory Markets
Frontiers in Applied Mathematics and Statistics, 2020 We consider fractional stochastic volatility models that extend the classic Black–Scholes model for asset prices. The models are general and motivated by recent empirical results regarding the behavior of realized volatility. While such models retain the
Josselin Garnier, Knut Sølna
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Structural Mechanics of Engineering Constructions and Buildings, 2020 The aim of the work - to propose a scheme and analytical calculation of a statically definable planar truss with a suspended lower belt. Methods. The formula for the dependence of the deflection of the truss under the action of a uniform load on the ...
Mikhail N. Kirsanov
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Axioms, 2021 A refined asymptotics of the Jacobi theta functions and their logarithmic derivatives have been received. The asymptotics of the Nevanlinna characteristics of the indicated functions and the arbitrary elliptic function have been found.
Mykola Korenkov, Yurii Kharkevych
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