Results 61 to 70 of about 1,716 (184)
Abstract Boundary Delay Systems and Application to Network Flow
Mathematical Methods in the Applied Sciences, Volume 49, Issue 1, Page 119-129, 15 January 2026.ABSTRACT This paper investigates the well‐posedness and positivity of solutions to a class of delayed transport equations on a network. The material flow is delayed at the vertices and along the edges. The problem is reformulated as an abstract boundary delay equation, and well‐posedness is proved by using the Staffans–Weiss theory.
András Bátkai +2 more
wiley +1 more source
Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions
Mathematical Finance, Volume 36, Issue 1, Page 67-98, January 2026.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
wiley +1 more source
On the boundedness of parabolic maximal operators on product domains. [PDF]
Heliyon, 2021 Ali M.
europepmc +1 more source
Transference for radial multipliers and dimension free estimates
, 1994 For a large class of radial multipliers on $ {L^p}({{\mathbf{R}}^{\mathbf{n}}})$, we obtain bounds that do not depend on the dimension n. These estimates apply to well-known multiplier operators and also give another proof of the boundedness of the Hardy-
Auscher, Pascal, 1963- +1 more
core +2 more sources
Singular boundary behaviour and large solutions for fractional elliptic equations. [PDF]
J Lond Math Soc, 2023 Abatangelo N +2 more
europepmc +1 more source
Fubini theorem for multiparameter stable process
Journal of the Egyptian Mathematical Society, 2011 This paper focuses on the stochastic Fubini theorem for general stable measure which are then used to develop some identities in law for functionals of one and two-parameter stable processes. Finally, this result is used to establish the integration by parts formula for stable sheet.
Erraoui, Mohamed, Ouknine, Youssef
openaire +1 more source
Semispectral measures as convolutions and their moment operators
, 2008 The moment operators of a semispectral measure having the structure of the convolution of a positive measure and a semispectral measure are studied, with paying attention to the natural domains of these unbounded operators.
Busch P. +10 more
core +1 more source
Heat and Laplace type equations with complex spatial variables in weighted Bergman spaces
Electronic Journal of Differential Equations, 2017 In a recent book, the authors of this paper have studied the classical heat and Laplace equations with real time variable and complex spatial variable by the semigroup theory methods, under the hypothesis that the boundary function belongs to the ...
Ciprian G. Gal, Sorin G. Gal
doaj
New Stochastic Fubini Theorems
The classic stochastic Fubini theorem says that if one stochastically integrates with respect to a semimartingale $S$ an $η(dz)$-mixture of $z$-parametrized integrands $ψ^z$, the result is just the $η(dz)$-mixture of the individual $z$-parametrized stochastic integrals $\intψ^z{d}S.$ But if one wants to use such a result for the study of Volterra ...
Choulli, Tahir, Schweizer, Martin
openaire +2 more sources
, 2012 Let the function $f: \bar{\R}^2_+ \to \C$ be such that $f\in L^1_{\loc} (\bar{\R}^2_+)$. We investigate the convergence behavior of the double integral $$\int^A_0 \int^B_0 f(u,v) du dv \quad {\rm as} \quad A,B \to \infty,\leqno(*)$$ where $A$ and $B ...
Moricz, Ferenc
core