Results 41 to 50 of about 627,461 (160)

On goodness‐of‐fit testing for self‐exciting point processes

Scandinavian Journal of Statistics, Volume 53, Issue 1, Page 102-139, March 2026.
Abstract Despite the wide usage of parametric point processes in theory and applications, a sound goodness‐of‐fit procedure to test whether a given parametric model is appropriate for data coming from a self‐exciting point process has been missing in the literature.
José Carlos Fontanesi Kling, Mathias Vetter   +1 more
wiley   +1 more source

A new formulation of Hardy-type dynamic inequalities on time scales

AIMS Mathematics
In this paper, we introduce a novel formulation of dynamic Hardy-type inequalities on a time scale, motivated by a recently-established convexity approach in the Haar measure.The classical Hardy inequality is refined so that the classical Lebesgue ...
Martin Bohner, Irena Jadlovská, Ahmed I. Saied   +2 more
doaj   +1 more source

Dynamical models for circle covering: Brownian motion and Poisson updating

, 2008
We consider two dynamical variants of Dvoretzky's classical problem of random interval coverings of the unit circle, the latter having been completely solved by L. Shepp.
Jonasson, Johan, Steif, Jeffrey E.
core   +2 more sources

A standardization procedure to incorporate variance partitioning‐based priors in latent Gaussian models

Scandinavian Journal of Statistics, Volume 53, Issue 1, Page 364-394, March 2026.
ABSTRACT Latent Gaussian models (LGMs) are a subset of Bayesian Hierarchical models where Gaussian priors, conditional on variance parameters, are assigned to all effects in the model. LGMs are employed in many fields for their flexibility and computational efficiency. However, practitioners find prior elicitation on the variance parameters challenging
Luisa Ferrari, Massimo Ventrucci
wiley   +1 more source

Fractional time stochastic partial differential equations [PDF]

, 2014
In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations.
Chen, Zhen-Qing, Kim, Kyeong-Hun, Kim, Panki   +2 more
core  

WDVV‐based recursion for open Gromov–Witten invariants

Journal of Topology, Volume 19, Issue 1, March 2026.
Abstract We give a computability result for open Gromov–Witten invariants based on open Witten–Dijkgraaf–Verlinde–Verlinde (WDVV) equations. This is analogous to the result of Kontsevich–Manin for closed Gromov–Witten invariants. For greater generality, we base the argument on a formal object, the Frobenius superpotential, that generalizes several ...
Roi Blumberg, Sara B. Tukachinsky
wiley   +1 more source

Sharp commutator estimates of all order for Coulomb and Riesz modulated energies

Communications on Pure and Applied Mathematics, Volume 79, Issue 2, Page 207-292, February 2026.
Abstract We prove functional inequalities in any dimension controlling the iterated derivatives along a transport of the Coulomb or super‐Coulomb Riesz modulated energy in terms of the modulated energy itself. This modulated energy was introduced by the second author and collaborators in the study of mean‐field limits and statistical mechanics of ...
Matthew Rosenzweig, Sylvia Serfaty
wiley   +1 more source

Heat and Laplace type equations with complex spatial variables in weighted Fock spaces

Electronic Journal of Differential Equations, 2020
In a recent book co-authored by the authors of this article, we studied by semigroup theory methods several classical evolution equations, including the heat and Laplace equations, with real time variable and complex spatial variable, under the ...
Ciprian G. Gal, Sorin G. Gal
doaj  

Dynamic Debt With Intensity‐Based Models

Journal of Futures Markets, Volume 46, Issue 2, Page 334-352, February 2026.
ABSTRACT This article proposes a dynamic debt model where the face value of debt can change. In particular, our dynamic debt setting allows debt changes ruled by intensity processes that are linked to the firm value through the correlation between the stochastic processes. Analytical solutions are obtained, and we extend the proposed dynamic debt model
João Miguel Reis, José Carlos Dias
wiley   +1 more source

Novel dynamic inequalities of Hilbert-Pachpatte-type for a class of non-homogeneous kernels on time scales

Journal of Inequalities and Applications
In this paper, we establish novel dynamic Hilbert–Pachpatte–type inequalities on a time scale T $\mathbb{T}$ involving a class of non-homogeneous kernels k ( s , t ) = ( λ ( s ) + ρ ( t ) ) η $k(s,t) = (\lambda (s) + \rho (t))^{\eta}$ , η > 0 $\eta > 0$ ,
Ahmed I. Saied, Irena Jadlovská
doaj   +1 more source