Results 11 to 20 of about 10,093 (103)
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 +3 more
wiley +1 more source
Twisted actions and regular Fell bundles over inverse semigroups
, 2010 We introduce a new notion of twisted actions of inverse semigroups and show that they correspond bijectively to certain regular Fell bundles over inverse semigroups, yielding in this way a structure classification of such bundles.
Buss, Alcides, Exel, Ruy
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A priori bounds for the generalised parabolic Anderson model
Communications on Pure and Applied Mathematics, Volume 79, Issue 5, Page 1315-1394, May 2026.Abstract We show a priori bounds for solutions to (∂t−Δ)u=σ(u)ξ$(\partial _t - \Delta) u = \sigma (u) \xi$ in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume σ∈Cb2(R)$\sigma \in C_b^2 (\mathbb {R})$ and that ξ$\xi$ is of negative Hölder regularity of order −1−κ$- 1 - \kappa$ where κ<κ¯$\kappa <
Ajay Chandra +2 more
wiley +1 more source
The periodic decomposition problem
, 2013 If a function $f:\mathbb{R}\to\mathbb{R}$ can be represented as the sum of $n$ periodic functions as $f=f_1+\dots+f_n$ with $f(x+\alpha_j)=f(x)$ ($j=1,\dots,n$), then it also satisfies a corresponding $n$-order difference equation $\Delta_{\alpha_1}\dots\
Farkas, Bálint, Révész, Szilárd
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In‐and‐Out: Algorithmic Diffusion for Sampling Convex Bodies
Random Structures &Algorithms, Volume 68, Issue 3, May 2026.ABSTRACT We present a new random walk for uniformly sampling high‐dimensional convex bodies. It achieves state‐of‐the‐art runtime complexity with stronger guarantees on the output than previously known, namely in Rényi divergence (which implies TV, 𝒲2, KL, χ2$$ {\chi}^2 $$).
Yunbum Kook +2 more
wiley +1 more source
Noncommutative polygonal cluster algebras
Journal of the London Mathematical Society, Volume 113, Issue 4, April 2026.Abstract We define a new family of noncommutative generalizations of cluster algebras called polygonal cluster algebras. These algebras generalize the noncommutative surfaces of Berenstein–Retakh, and are inspired by the emerging theory of Θ$\Theta$‐positivity for the groups Spin(p,q)$\mathrm{Spin}(p,q)$.
Zachary Greenberg +3 more
wiley +1 more source
Pure E_0-semigroups and absorbing states
, 1997 An E_0-semigroup acting on B(H) is called pure if the intersection of the ranges $\alpha_t(B(H))$, $t>0$, is the algebra of scalars. We determine all pure E_0-semigroups which have a weakly continuous invariant state $\omega$ and which are minimal in an ...
Arveson, William
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Multiple front and pulse solutions in spatially periodic systems
Journal of the London Mathematical Society, Volume 113, Issue 4, April 2026.Abstract In this paper, we develop a comprehensive mathematical toolbox for the construction and spectral stability analysis of stationary multiple front and pulse solutions to general semilinear evolution problems on the real line with spatially periodic coefficients.
Lukas Bengel, Björn de Rijk
wiley +1 more source
Shift-invariant measures on infinite-dimensional spaces: Integrable functions and random walks
Учёные записки Казанского университета: Серия Физико-математические науки, 2018 Averaging of random shift operators on a space of the square integrable by shift-invariant measure complex-valued functions on linear topological spaces has been studied. The case of the l∞ space has been considered as an example.
V.Zh. Sakbaev, D.V. Zavadsky
doaj
Covariant Mehler semigroups in Hilbert space [PDF]
, 2007 We find necessary and sufficient conditions for a generalised Mehler semigroup to be covariant under the action of a locally compact group. These are then applied to implement "noise reduction" for Hilbert-space valued Ornstein - Uhlenbeck processes ...
Applebaum, D.
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