Results 221 to 230 of about 719,078 (260)

Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley   +1 more source

Observer aided robust control for cyber physical power grids with event triggered sliding mode controller. [PDF]

open access: yesSci Rep
Mohanty A   +9 more
europepmc   +1 more source

Measure‐valued processes for energy markets

open access: yesMathematical 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
wiley   +1 more source

Physiological cerebrospinal fluid interactions between brain and eye structures are altered after long-duration spaceflight. [PDF]

open access: yesExp Physiol
Tang G   +19 more
europepmc   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

open access: yesMathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

Disrupted Functional Network Organization in Crohn's Disease: Interoceptive Alterations Linked to Anxiety. [PDF]

open access: yesCNS Neurosci Ther
Xu S   +11 more
europepmc   +1 more source

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