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Mathematical Finance, Volume 36, Issue 4, Page 826-845, October 2026.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
wiley +1 more source
A Model of Strategic Sustainable Investment
Mathematical Finance, Volume 36, Issue 4, Page 771-803, October 2026.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
Communications on Pure and Applied Mathematics, Volume 79, Issue 9, Page 2107-2157, September 2026.ABSTRACT The leading‐order asymptotic behavior of the solution of the Cauchy initial‐value problem for the Benjamin–Ono equation in L2(R)$L^2(\mathbb {R})$ is obtained explicitly for generic rational initial data u0$u_0$. An explicit asymptotic wave profile uZD(t,x;ε)$u^\mathrm{ZD}(t,x;\epsilon)$ is given, in terms of the branches of the multivalued ...
Elliot Blackstone +3 more
wiley +1 more source
Mathematical Modeling of Pulse‐Seeded Metapopulation Dynamics for Andes Hantavirus Border Dispersal
Engineering Reports, Volume 8, Issue 9, September 2026.A pulse‐seeded metapopulation SEIR model for Andes hantavirus maritime dispersal shows that heterogeneous quarantine compliance determines secondary outbreak risk. The weakest‐compliance country governs global containment, while uniform compliance above ∼65%$$ \sim 65\% $$ reduces the global reproduction number below unity.
Gideon K. Gogovi, Paul Chataa
wiley +1 more source
Macroscopic Coulomb Force Versus Maxwell Stress Theory: Consistencies and Discrepancies
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, Volume 106, Issue 9, September 2026.ABSTRACT In macroscopic electrostatics, there are two rivaling concepts describing the electrostatic action of force: the continuous formulation of the Coulomb force and the Maxwell stress theory. Although their mutual consistency is well‐known for free charges distributed continuously on volumes and surfaces, a revisit of the seemingly uncontroversial
Lennart Behlen +2 more
wiley +1 more source
Autocontinuity and convergence theorems for the Choquet integral [PDF]
Our aim is to provide some convergence theorems for the Choquet integral with respect to various notions of convergence. For instance, the dominated convergence theorem for almost uniform convergence is related to autocontinuous set functions ...
Yann Rébillé
core
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, Volume 53, Issue 3, Page 1061-1080, September 2026.ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
wiley +1 more source
Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, Volume 53, Issue 3, Page 1101-1133, September 2026.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source
Bayesian Inference for Multivariate Monotone Densities
Scandinavian Journal of Statistics, Volume 53, Issue 3, Page 1206-1229, September 2026.ABSTRACT We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian approach of imposing a prior that satisfies the monotonicity restriction, we place a prior on the step heights via binning and a Dirichlet distribution. The resulting posterior distribution
Kang Wang, Subhashis Ghosal
wiley +1 more source
A pointwise ergodic theorem for Fuchsian groups [PDF]
, 2010 We use Series' Markovian coding for words in Fuchsian groups and the Bowen-Series coding of limit sets to prove an ergodic theorem for Cesaro averages of spherical averages in a Fuchsian ...
Bufetov, Alexander I. +3 more
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