Results 91 to 100 of about 1,114,315 (242)
Effective Quantum Field Theory Methods for Calculating Feynman Integrals [PDF]
, 2023 A. V. Kotikov
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Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
Journal of Economic Surveys, EarlyView.ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
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Integral representation of the scalar propagators on the de Sitter expanding universe
European Physical Journal C: Particles and Fields, 2019 A new type of integral representation is proposed for the propagators of the massive Klein–Gordon field minimally coupled to gravity of the de Sitter expanding universe.
Ion I. Cotăescu, Ion Cotăescu
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
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A Feynman integral and its recurrences and associators
Nuclear Physics B, 2016 We determine closed and compact expressions for the ϵ-expansion of certain Gaussian hypergeometric functions expanded around half-integer values by explicitly solving for their recurrence relations.
Georg Puhlfürst, Stephan Stieberger
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One-loopn-point equivalence among negative-dimensional, Mellin–Barnes and Feynman parametrization approaches to Feynman integrals [PDF]
, 2003 Alfredo Takashi Suzuki +2 more
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Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions
Mathematical Finance, EarlyView.ABSTRACT This paper investigates the optimal investment problem in a market with two types of illiquidity: transaction costs and search frictions. We analyze a power‐utility maximization problem where an investor encounters proportional transaction costs and trades only when a Poisson process triggers trading opportunities.
Tae Ung Gang, Jin Hyuk Choi
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Kira - A Feynman integral reduction program [PDF]
Computer Physics Communications, 2017 P. Maierhöfer, J. Usovitsch, P. Uwer
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FEYNMAN PATH-INTEGRAL APPROACH TO THE QED3 THEORY OF THE PSEUDOGAP [PDF]
, 2003 Daniel E. Sheehy
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