Results 141 to 150 of about 15,169 (314)
Global well-posedness for the Cauchy problem of the Zakharov-Kuznetsov equation on cylindrical spaces [PDF]
Satoshi Osawa, Hideo Takaoka
openalex +1 more source
Abstract In the present study, we extend a stochastic differential equation (SDE) model, the Ornstein–Uhlenbeck (OU) process, to the simultaneous analysis of time series of multiple variables by means of random effects for individuals and variables using a Bayesian framework.
José Ángel Martínez‐Huertas +1 more
wiley +1 more source
Extended Divergence-Measure Fields, the Gauss-Green Formula and Cauchy Fluxes. [PDF]
Chen GG, Irving C, Torres M.
europepmc +1 more source
From tetrachoric to kappa: How to assess reliability on binary scales
Abstract Reliability is crucial in psychometrics, reflecting the extent to which a measurement instrument can discriminate between individuals or items. While classical test theory and intraclass correlation coefficients are well‐established for quantitative scales, estimating reliability for binary outcomes presents unique challenges due to their ...
Sophie Vanbelle
wiley +1 more source
A PINN-driven game-theoretic framework in limited data photoacoustic tomography. [PDF]
Roy S, Pal S.
europepmc +1 more source
Abstract The Natura 2000 (N2K) network of protected areas is one of the main tools for area‐based conservation in the European Union (EU), yet its role in preserving plant biodiversity requires better understanding. We examined data kept in the European Vegetation Archive from over 1.2 million vegetation plots and obtained over 14.2 million plant ...
Michele Di Musciano +41 more
wiley +1 more source
The work of Pierre Magal on differential equations, functional analysis and mathematical biology. [PDF]
Demongeot J, Hillen T, Ruan S, Webb G.
europepmc +1 more source
The Cauchy problem for the system of partial differential equations describing nonsimple thermoelasticity [PDF]
H. Kołakowski, Jarosław Łazuka
openalex +1 more source
Closed‐Form Optimal Investment Under Generalized GARCH Models
ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel +2 more
wiley +1 more source
Wave Propagation Analysis in the Homogenized Second-Gradient Medium: A Direct and Inverse Approach. [PDF]
Al Fayadh F, Lakiss H, Reda H.
europepmc +1 more source

