Results 171 to 180 of about 17,761 (290)
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
Interior Tomography from Differential Phase Contrast Data via Hilbert Transform Based on Spline Functions. [PDF]
Proc SPIE Int Soc Opt Eng, 2016 Yang Q, Cong W, Wang G.
europepmc +1 more source
$L^p$-boundedness for the Hilbert transform and maximal operator along a class of nonconvex curves [PDF]
, 2006 Neal Bez
openalex +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
An estimate for weighted Hilbert transform via square functions
, 2001 Stefanie Petermichl, Sandra Pott
openalex +1 more source
A note on the Hilbert transform [PDF]
Bulletin of the American Mathematical Society, 1946 openaire +3 more sources
High embankment slope stability prediction using data augmentation and explainable ensemble learning
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract The stability of embankment slopes for heavy‐haul railway foundations is essential for safe railway operations. Railway embankment slope stability datasets often rely on engineering judgment for analysis. The labor‐ and resource‐intensive processes of data preparation result in small dataset sizes.
Zongyu Zhang +8 more
wiley +1 more source
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract This paper explores a novel methodology for identifying prestress force (and bending rigidity) from the perspective of static deflection methods and derives an incremental beam–column equation (iBCE) by elucidating the mechanisms underlying the long‐ and short‐term behaviors, with particular emphasis on a physical system that disregards long ...
Yifan Yang, Zengwei Guo, Zhiyuan Liu
wiley +1 more source
Double-exposure optical sectioning structured illumination microscopy based on Hilbert transform reconstruction. [PDF]
PLoS One, 2015 Zhou X +10 more
europepmc +1 more source
Surface-Wave Dispersion Measurements Using Hilbert-Huang Transform
, 2002 Chau‐Huei Chen +2 more
openalex +2 more sources