Results 21 to 30 of about 221,462 (75)

Convergence of Heavy‐Tailed Hawkes Processes and the Microstructure of Rough Volatility

Mathematical Finance, EarlyView.
ABSTRACT We establish the weak convergence of the intensity of a nearly‐unstable Hawkes process with heavy‐tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according to a Hawkes process with power‐law kernel.
Ulrich Horst, Wei Xu, Rouyi Zhang
wiley   +1 more source

Fragmentation–Coagulation Processes With Advection or Diffusion in Space

Mathematical Methods in the Applied Sciences, Volume 49, Issue 17, Page 17952-17982, 30 November 2026.
ABSTRACT In this paper, we consider a continuous fragmentation–coagulation model in which the reacting particles can be transported in physical space through either advection or diffusion. We prove new results on the generation of C0‐semigroups with parameter and use them to show that the abstract Cauchy problem associated with a more general version ...
Jacek Banasiak, Nduduzo Majozi
wiley   +1 more source

A new class of degenerate biparametric apostol–type polynomials

, 2023
The main objective of this paper is to introduce and explore two novel classes of degenerate biparametric Apostol-type polynomials, which are based on a definition of degenerate Apostol-type polynomials provided by Subuhi Khan et al.
Ramírez, William, Cesarano, Clemente, Bedoya, Daniel, Castilla, Letelier   +3 more
core   +1 more source

On trilinear singular Brascamp–Lieb integrals

Journal of the London Mathematical Society, Volume 114, Issue 4, October 2026.
Abstract We classify trilinear singular Brascamp–Lieb forms, extending a result of Demeter and Thiele. We use results from the representation theory of finite‐dimensional algebras, namely the classification of indecomposable representations of the four subspace quiver.
Lars Becker, Polona Durcik, Fred Yu‐Hsiang Lin   +2 more
wiley   +1 more source

Degenerate hybrid special polynomials associated with Fubini polynomials: properties and applications

Journal of Nigerian Society of Physical Sciences
In this article, we introduce degenerate multivariate Hermite--based Fubini polynomials by convoluting three-variable degenerate Hermite and Fubini polynomials. First, we derive the generating function explicitly, specify the admissible parameter domain,
Sarah Aljohani, Waseem Ahmad Khan, Fabio Fuentes-Gandara, Prakash Jadhav, Areefa Khatoon, Shahid Ahmad Wani   +5 more
doaj   +1 more source

A new approach for the analysis of evolution partial differential equations on a finite interval

Journal of the London Mathematical Society, Volume 114, Issue 3, September 2026.
Abstract We show that, for certain evolution partial differential equations, the solution on a finite interval (0,ℓ)$(0,\ell)$ can be reconstructed as a superposition of restrictions to (0,ℓ)$(0,\ell)$ of solutions to two associated partial differential equations posed on the half‐lines (0,∞)$(0,\infty)$ and (−∞,ℓ)$(-\infty,\ell)$.
Türker Özsarı, Dionyssios Mantzavinos, Konstantinos Kalimeris   +2 more
wiley   +1 more source

Polynomials [PDF]

, 2020
Polynomial and its applications are well known for their proven properties and excellent applicability in interdisciplinary fields of science. Until now, research on polynomial and its applications has been done in mathematics, applied mathematics, and ...

core   +1 more source

A NEW CLASS OF GENERALIZED FUBINI POLYNOMIALS AND THEIR COMPUTATIONAL ALGORITHMS [PDF]

, 2023
The aim of this paper is to give many new and elegant formulas for a new class of generalized Fubini polynomials with the aid of generating functions and their functional equations.
Kilar, Neslihan
core   +1 more source

Approximate Ricci‐Flat Metrics for Calabi–Yau Manifolds

Fortschritte der Physik, Volume 74, Issue 7, July 2026.
ABSTRACT We outline a method to determine analytic Kähler potentials with associated approximately Ricci‐flat Kähler metrics on Calabi–Yau manifolds. Key ingredients are numerically calculating Ricci‐flat Kähler potentials via machine learning techniques and fitting the numerical results to Donaldson's ansatz.
Seung‐Joo Lee, Andre Lukas
wiley   +1 more source

A Note on q-Fubini-Appell Polynomials and Related Properties

, 2021
The present article is aimed at introducing and investigating a new class of q-hybrid special polynomials, namely, q-Fubini-Appell polynomials. The generating functions, series representations, and certain other significant relations and identities of ...
Araci, Serkan, Muhyi, Abdulghani, Abdulghani Muhyi, Serkan Araci, Aracı, Serkan   +4 more
core   +1 more source