Results 11 to 20 of about 17,851 (143)

Existence and Uniqueness Theorems for a Variable-Order Fractional Differential Equation with Delay

open access: yesAxioms, 2023
This study establishes the existence and stability of solutions for a general class of Riemann–Liouville (RL) fractional differential equations (FDEs) with a variable order and finite delay.
Benoumran Telli   +3 more
semanticscholar   +1 more source

Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales

open access: yesProbability, Uncertainty and Quantitative Risk, 2021
The existence, uniqueness, and strict comparison for solutions to a BSDE driven by a multi-dimensional RCLL martingale are developed. The goal is to develop a general multi-asset framework encompassing a wide spectrum of non-linear financial models with ...
Tianyang Nie, M. Rutkowski
semanticscholar   +1 more source

Existence and Uniqueness of Solutions of Hammerstein-Type Functional Integral Equations

open access: yesSymmetry, 2023
The authors deal with nonlinear and general Hammerstein-type functional integral equations (HTFIEs). The first objective of this work is to apply and extend Burton’s method to general and nonlinear HTFIEs in a Banach space via the Chebyshev norm and ...
C. Tunç   +2 more
semanticscholar   +1 more source

The Existence and Uniqueness of Solutions for Kernel-Based System Identification [PDF]

open access: yesat - Automatisierungstechnik, 2022
The notion of reproducing kernel Hilbert space (RKHS) has emerged in system identification during the past decade. In the resulting framework, the impulse response estimation problem is formulated as a regularized optimization defined on an infinite ...
M. Khosravi, Roy S. Smith
semanticscholar   +1 more source

Existence and Uniqueness of Exact WKB Solutions for Second-Order Singularly Perturbed Linear ODEs [PDF]

open access: yesCommunications in Mathematical Physics, 2021
We prove an existence and uniqueness theorem for exact WKB solutions of general singularly perturbed linear second-order ODEs in the complex domain. These include the one-dimensional time-independent complex Schrödinger equation. Notably, our results are
Nikita Nikolaev
semanticscholar   +1 more source

Fractional Langevin Equation Involving Two Fractional Orders: Existence and Uniqueness Revisited

open access: yesMathematics, 2020
We consider the nonlinear fractional Langevin equation involving two fractional orders with initial conditions. Using some basic properties of Prabhakar integral operator, we find an equivalent Volterra integral equation with two parameter Mittag–Leffler
Hossein Fazli, Hongguang Sun, J. Nieto
semanticscholar   +1 more source

On existence and uniqueness properties for solutions of stochastic fixed point equations [PDF]

open access: yesDiscrete & Continuous Dynamical Systems - B, 2019
The Feynman-Kac formula implies that every suitable classical solution of a semilinear Kolmogorov partial differential equation (PDE) is also a solution of a certain stochastic fixed point equation (SFPE). In this article we study such and related SFPEs.
C. Beck   +3 more
semanticscholar   +1 more source

Existence and uniqueness of minimizers of general least gradient problems [PDF]

open access: yes, 2013
Motivated by problems arising in conductivity imaging, we prove existence, uniqueness, and comparison theorems - under certain sharp conditions - for minimizers of the general least gradient problem \[\inf_{u\in BV_f(\Omega)} \int_{\Omega}\varphi(x,Du),\]
R. Jerrard, Amir Moradifam, A. Nachman
semanticscholar   +1 more source

Efficient Dynamics: Reduced‐Order Modeling of the Time‐Dependent Schrödinger Equation

open access: yesAdvanced Physics Research, EarlyView.
Reduced‐order modeling (ROM) approaches for the time‐dependent Schrödinger equation are investigated, highlighting their ability to simulate quantum dynamics efficiently. Proper Orthogonal Decomposition, Dynamic Mode Decomposition, and Reduced Basis Methods are compared across canonical systems and extended to higher dimensions.
Kolade M. Owolabi
wiley   +1 more source

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

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