Results 41 to 50 of about 4,621 (238)

Moment inequalities for higher-order (inverse) stochastic dominance

Stochastic dominance has been studied extensively, particularly in the finance and economics literature. In this paper, we obtain two results. First, necessary conditions for higher-order inverse stochastic dominance are developed. These conditions, which involve moment inequalities of the minimum order statistics, are analogous to the ones obtained by
Guan, Meng, Zou, Zhenfeng, Hu, Taizhong
openaire   +2 more sources

Sifting through the noise: Universal first-order methods for stochastic variational inequalities.

, 2021
We examine a flexible algorithmic framework for solving monotone variational inequalities in the presence of randomness and uncertainty. The proposed template encompasses a wide range of popular first-order methods, including dual averaging, dual extrapolation and optimistic gradient algorithms – both adaptive and non-adaptive. Our first result is that
Antonakopoulos, Kimon, Pethick, Thomas, Kavis, Ali, Mertikopoulos, Panayotis, Cevher, Volkan   +4 more
openaire   +2 more sources

On the analyzing of bifurcation properties of the one‐dimensional Mackey–Glass model by using a generalized approach

Mathematical Methods in the Applied Sciences, EarlyView.
The goal of this work is to look at how a nonlinear model describes hematopoiesis and its complexities utilizing commonly used techniques with historical and material links. Based on time delay, the Mackey–Glass model is explored in two instances. To offer a range, the relevance of the parameter impacting stability (bifurcation) is recorded.
Shuai Zhang, Yaya Wang, Hongyin Geng, Wei Gao, Esin Ilhan, Haci Mehmet Baskonus   +5 more
wiley   +1 more source

Parabolic Littlewood–Paley inequality for a class of time-dependent pseudo-differential operators of arbitrary order, and applications to high-order stochastic PDE

Journal of Mathematical Analysis and Applications, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kim, Ildoo, Kim, Kyeong-Hun, Lim, Sungbin   +2 more
openaire   +2 more sources

Exponential Stability of Higher Order Fractional Neutral Stochastic Differential Equation Via Integral Contractors

Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.
ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar, Dhanalakshmi Kasinathan, Ramkumar Kasinathan, Ravikumar Kasinathan   +3 more
wiley   +1 more source

Increasing Interdependence of Multivariate Distributions [PDF]

Orderings of interdependence among random variables are useful in many economic contexts, for example, in assessing ex post inequality under uncertainty; in comparing multidimensional inequality; in valuing portfolios of assets or insurance policies; and
Bruno Strulovici, Margaret Meyer
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Numerical Investigation of a Diffusive SIR Model: Focus on Positivity Preservation

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT In this paper, we consider a system of semilinear partial differential equations (PDEs) representing a spatially extended SIR epidemic model. A brief analytical investigation of the well‐posedness and positivity of the solutions is provided in the appendix, while the main focus is on the numerical treatment of the model.
Rahele Mosleh, Claudia Panico, Messoud Efendiyev   +2 more
wiley   +1 more source

Random Chemostats with Competition and Different Kinetics to Investigate the Growth of the Gut Microbiome

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We investigate some chemostat models incorporating wall growth, competition, random fluctuations on the dilution rate, and different consumption functions (Monod and Haldane). We analyze the asymptotic behavior of the solutions of the corresponding random differential systems to establish conditions on the model parameters under which the ...
Javier López‐de‐la‐Cruz, Felipe Rivero, Carlos R. Takaessu Jr.   +2 more
wiley   +1 more source

Linear Toroidal‐Inertial Waves on A Differentially Rotating Sphere with Application to Helioseismology: Modeling, Forward and Inverse Problems

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT This paper develops a mathematical framework for interpreting observations of solar inertial waves in an idealized setting. Under the assumption of purely toroidal linear waves on the sphere, the stream function of the flow satisfies a fourth‐order scalar equation.
Tram Thi Ngoc Nguyen, Damien Fournier, Laurent Gizon, Thorsten Hohage   +3 more
wiley   +1 more source

A Random Attention Model

, 2019
This paper illustrates how one can deduce preference from observed choices when attention is not only limited but also random. In contrast to earlier approaches, we introduce a Random Attention Model (RAM) where we abstain from any particular attention ...
Cattaneo, Matias D., Ma, Xinwei, Masatlioglu, Yusufcan, Suleymanov, Elchin   +3 more
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