Results 51 to 60 of about 64,148 (170)

Recursive Feasibility of Nonlinear Stochastic Model Predictive Control With Gaussian Process Dynamics

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT Data‐based learning of system dynamics allows model‐based control approaches to be applied to systems with partially unknown dynamics. Gaussian process regression is a preferred approach that outputs not only the learned system model but also the variance of the model, which can be seen as a measure of uncertainty.
Daniel Landgraf, Andreas Völz, Knut Graichen   +2 more
wiley   +1 more source

New generalizations of BCI, BCK and Hilbert algebras [PDF]

, 2013
We introduce more generalizations of BCI, BCK and of Hilbert algebras, with proper examples, and show the hierarchies existing between all these algebras, old and new ones.
Iorgulescu, Afrodita
core  

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Pullback Diagram of Hilbert Modules over Locally C ∗ -Algebras

Journal of Mathematical Extension, 2013
In this paper, we generalize the construction of a pullback diagram in the framework of Hilbert modules over locally C ∗ -algebras and we explore some conditions under which diagrams of Hilbert modules over the corresponding C ∗ -algebras are ...
M. Khanehgir, M. Moradian Khaibary, M. Mirzavaziri   +2 more
doaj  

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

Hilbert Algebras with Hilbert-Galois Connections II

Bulletin of the Section of Logic
Hilbert algebra with a Hilbert-Galois connection, or HilGC-algebra, is a triple \(\left(A,f,g\right)\) where \(A\) is a Hilbert algebra, and \(f\) and \(g\) are unary maps on \(A\) such that \(f(a)\leq b\) iff \(a\leq g(b)\), and \(g(a\rightarrow b)\leq ...
Sergio A. Celani, Daniela Montagie
doaj   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical 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

Spatial depth for data in metric spaces

Scandinavian Journal of Statistics, EarlyView.
Abstract We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness.
Joni Virta
wiley   +1 more source

C∗-Algebras Associated with Hilbert C∗-Quad Modules of Finite Type

International Journal of Mathematics and Mathematical Sciences, 2014
A Hilbert C∗-quad module of finite type has a multistructure of Hilbert C∗-bimodules with two finite bases. We will construct a C∗-algebra from a Hilbert C∗-quad module of finite type and prove its universality subject to certain relations among ...
Kengo Matsumoto
doaj   +1 more source