Results 81 to 90 of about 29,939 (196)
Mathematical Finance, EarlyView.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
wiley +1 more source
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley +1 more source
Noise‐induced reduction and early recovery of superior paraolivary nucleus sound‐offset responses
The Journal of Physiology, EarlyView.Abstract figure legend Acoustic over‐exposure transiently disrupts auditory temporal processing in mouse superior paraolivary nucleus neurons. In control conditions, neurons exhibit robust sound‐offset (OFF) responses, which are abolished immediately following noise trauma, indicating impaired temporal encoding.
Mihai Stancu +4 more
wiley +1 more source
Journal of Dynamics and Differential Equations, 2022 J. Llibre, C. Valls
semanticscholar +1 more source
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
On Cahn–Hilliard Type Viscoelastoplastic Two‐Phase Flows
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT This contribution deals with a model for viscoelastoplastic two‐phase flows of Cahn–Hilliard type. We present the modeling framework for the flow, the notion of a generalized solution, namely the so‐called dissipative solution, and the key ideas of the existence proof.
Fan Cheng +2 more
wiley +1 more source
, 2021 In this paper we study the distribution and the number of limit cycles of the class of planar discontinuous piecewise linear differential systems formed by centers and separated by an irreducible algebraic cubic curve. More precisely we study the existence of simultaneous limit cycles with two and four intersection points with the cubic of separation ...
Benterki, Rebiha, Llibre, Jaume
openaire +3 more sources
, 2013 In this article we introduce a class of discontinuous almost automorphic functions which appears naturally in the study of almost automorphic solutions of differential equations with piecewise constant argument.
Castillo, S., Chavez, A., Pinto, M.
core +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT In this work, we present an anisotropic multi‐goal error control based on the dual weighted residual (DWR) method for time‐dependent convection–diffusion–reaction (CDR) equations. Motivated by former work, we combine multiple goals to single error functionals with weights chosen as algorithmic parameters.
Markus Bause +5 more
wiley +1 more source