Results 101 to 110 of about 2,481 (254)

Uniqueness of solutions of boundary value problems for Cauchy- Riemann equation with local and non- local boundary conditions

پژوهش‌های ریاضی, 2021
In This paper, we consider two boundary value problems for non homogenuous  Cauchy- Riemann equation with  local and non-local boundary conditions separatly.In the first problem boundary condition is local and for proving uniqueness of solution, we show ...
Javad Ebadpur Golanbar, Mohammad Jahanshahi, Nihan Aliyev   +2 more
doaj  

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Flows of singular vector fields and applications to fluid and kinetic equations [PDF]

, 2015
Several physical phenomena arising in fluid dynamics and kinetic equations can be modeled by nonlinear transport PDE. Such quantities are the vorticity of a fluid, or the density of a collection of particles advected by a velocity field which is highly ...
Bohun, Anna
core   +1 more source

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

Integral theorems for the quaternionic G-monogenic mappings

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2016
In the paper [1] considered a new class of quaternionic mappings, so- called G-monogenic mappings. In this paper we prove analogues of classical integral theorems of the holomorphic function theory: the Cauchy integral theorems for surface and ...
Shpakivskyi V. S., Kuzmenko T. S.
doaj   +1 more source

Riemann–Hilbert problems with shift on the Lyapunov curve for null-solutions of iterated Beltrami equations

Boundary Value Problems, 2019
In this article, we study some Riemann–Hilbert problems with shift on the Lyapunov curve for generalized polyanalytic functions, which are null-solutions of a class of iterated Beltrami equations.
Guoan Guo, Chenkai Jin, Pei Dang, Zhihua Du   +3 more
doaj   +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

Nonlinear differential equations with marchaud‐hadamard‐type fractional derivative in the weighted space of summable functions

Mathematical Modelling and Analysis, 2007
The paper is devoted to the study of the Cauchy‐type problem for the nonlinear differential equation of fractional order 0 < α  0 by where Xp c, 0 (R+) is the subspace of Xp c (R+) of functions g Xp c (R + ) with compact support on infinity: g(x) =
Anatoly Kilbas, Anatoly Titioura
doaj   +1 more source

The variant of Cauchy's integral theorem, and Morera's theorem

Applied Mathematical Sciences, 2015
The variant of Cauchy’s integral theorem and the proof of Morera’s theorem have been checked. The existing proofs need the condition of analyticity of a given function, and while, the proposed method in this article is employed without the condition of independence of path.
openaire   +1 more source

Do teorema de Cauchy ao metodo de Cagniard [PDF]

, 2018
Orientador: Edmundo Capelas de OliveiraDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação CientificaResumo: Este trabalho versa sobre variaveis complexas, em particular sobre o teorema integral ...
Camargo, Rubens de Figueiredo
core