Results 41 to 50 of about 480,745 (178)

On the Global Asymptotic Stability of an Infection‐Age‐Structured Competitive Model

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We investigate an infection‐age‐structured competitive epidemiological model involving multiple strains. While classical results establish competitive exclusion when a unique maximal basic reproduction number exists, we provide here a complete characterization of the asymptotic behavior for an arbitrary number of populations without assuming ...
S. Girel, Q. Richard
wiley   +1 more source

Ulam’s-Type Stability of First-Order Impulsive Differential Equations with Variable Delay in Quasi–Banach Spaces

, 2018
In this paper, Ulam’s-type stabilities are studied for a class of first-order impulsive differential equations with bounded variable delays on compact interval with finite number of impulses. Results of stability are proved via newly established integral
Wajid Ali, JinRong Wang, Akbar Zada
core   +1 more source

Caputo gH-differentiability for Gronwalls inequality: insight, new results and application

Journal of Inequalities and Applications
This paper investigates Gronwall’s inequality within the framework of interval-valued functions under Caputo gH-differentiability. Employing interval-valued Caputo fractional derivatives and associated interval-valued Riemann–Liouville integrals, we ...
Fatima Khan, Anum Zehra, Muhammad Farman, Kottakkaran Sooppy Nisar, Aceng Sambas, Mohamed Hafez   +5 more
doaj   +1 more source

On an integral inequality in N-independent variables

International Journal of Mathematics and Mathematical Sciences, 1984
We present a new non-linear integral inequality of the Gronwall-Bellman-Bihari type in n-independent variables with application to pointwise estimates of solutions of a certain class of non-linear hyperbolic partial differential equation.
Olusola Akinyele
doaj   +1 more source

Existence and Stability Analysis of Classical and Fractional‐Order Generalized Brusselator Reaction‐Diffusion System

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT The present work is devoted to establishing existence results and examining the stability properties of solutions associated with a generalized Brusselator reaction–diffusion system in both the classical and fractional‐order settings. The corresponding ODE and PDE formulations are considered to establish the global existence of solutions in ...
Fadia Haouam, Lamia Djebara, Salem Abdelmalek, Mokhtar Kirane   +3 more
wiley   +1 more source

A Family of Transformed Difference Schemes for Nonlinear Time-Fractional Equations

Fractal and Fractional, 2023
In this paper, we present a class of finite difference methods for numerically solving fractional differential equations. Such numerical schemes are developed based on the change in variable and piecewise interpolations.
Hongyu Qin, Xiaoli Chen, Boya Zhou
doaj   +1 more source

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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Gronwall-OuIang-Type Integral Inequalities on Time Scales

Journal of Inequalities and Applications, 2010
We present several Gronwall-OuIang-type integral inequalities on time scales. Firstly, an OuIang inequality on time scales is discussed. Then we extend the Gronwall-type inequalities to multiple integrals.
Bohner Martin, Liu Ailian
doaj  

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Equilibrium Reward for Liquidity Providers in Automated Market Makers

Mathematical Finance, EarlyView.
ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha, Philippe Bergault, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source