Results 21 to 30 of about 2,294 (78)
In this article, we make analysis of the implicit fractional differential equations involving integral boundary conditions associated with Stieltjes integral and its corresponding coupled system. We use some sufficient conditions to achieve the existence and uniqueness results for the given problems by applying the Banach contraction principle ...
Danfeng Luo +5 more
wiley +1 more source
Pure point measures with sparse support and sparse Fourier–Bohr support
Abstract Fourier‐transformable Radon measures are called doubly sparse when both the measure and its transform are pure point measures with sparse support. Their structure is reasonably well understood in Euclidean space, based on the use of tempered distributions. Here, we extend the theory to second countable, locally compact Abelian groups, where we
Michael Baake +2 more
wiley +1 more source
Extremal Solutions for a Class of Tempered Fractional Turbulent Flow Equations in a Porous Medium
In this paper, we are concerned with the existence of the maximum and minimum iterative solutions for a tempered fractional turbulent flow model in a porous medium with nonlocal boundary conditions. By introducing a new growth condition and developing an iterative technique, we establish new results on the existence of the maximum and minimum solutions
Xinguang Zhang +4 more
wiley +1 more source
Convolutions with the continuous primitive integral [PDF]
If $F$ is a continuous function on the real line and $f=F'$ is its distributional derivative then the continuous primitive integral of distribution $f$ is $\int_a^bf=F(b)-F(a)$.
Talvila, Erik
core +3 more sources
Critical measures, quadratic differentials, and weak limits of zeros of Stieltjes polynomials [PDF]
We investigate the asymptotic zero distribution of Heine-Stieltjes polynomials - polynomial solutions of a second order differential equations with complex polynomial coefficients.
Martinez-Finkelshtein, A. +1 more
core +4 more sources
Fractional L\'{e}vy-driven Ornstein--Uhlenbeck processes and stochastic differential equations
Using Riemann-Stieltjes methods for integrators of bounded $p$-variation we define a pathwise integral driven by a fractional L\'{e}vy process (FLP). To explicitly solve general fractional stochastic differential equations (SDEs) we introduce an Ornstein-
Fink, Holger, Klüppelberg, Claudia
core +1 more source
Notes on the two-dimensional fractional Brownian motion [PDF]
We study the two-dimensional fractional Brownian motion with Hurst parameter $H>{1/2}$. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some asymptotic ...
Baudoin, Fabrice, Nualart, David
core +3 more sources
Option pricing in a stochastic delay volatility model
This work introduces a new stochastic volatility model with delay parameters in the volatility process, extending the Barndorff–Nielsen and Shephard model. It establishes an analytical expression for the log price characteristic function, which can be applied to price European options.
Álvaro Guinea Juliá +1 more
wiley +1 more source
The present study investigates the controllability problems for higher‐order semilinear fractional differential systems (HOSLFDSs) with state and control delays in the context of the Caputo fractional derivative. Exploiting the invertibility of the Gramian matrix of fractional order, the necessary and sufficient conditions for the controllability ...
Anjapuli Panneer Selvam +4 more
wiley +1 more source
Abstract We consider a rate‐independent system with nonconvex energy under discontinuous external loading. The underlying space is finite‐dimensional and the loads are functions in BV([0,T];Rd)$BV([0,T];\mathbb {R}^d)$. We investigate the stability of various solution concepts w.r.t.
Merlin Andreia, Christian Meyer
wiley +1 more source

