Results 81 to 90 of about 1,114,131 (237)
Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations
Journal of Time Series Analysis, EarlyView.ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley +1 more source
A Refined Well-Posedness Result for the Modified KdV Equation in the Fourier-Lebesgue Spaces. [PDF]
J Dyn Differ Equ, 2023 Chapouto A.
europepmc +1 more source
Detecting Multiple Change Points in Linear Models With Heteroscedasticity
Journal of Time Series Analysis, EarlyView.ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth +2 more
wiley +1 more source
Grand Lebesgue sequence spaces
, 2018 We introduce grand Lebesgue sequence spaces and study various operators of harmonic analysis in these spaces, e.g., maximal, convolution, Hardy, Hilbert, and fractional operators, among others.
Stefan Samko +2 more
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HARDY-CESARO MAXIMAL OPERATOR IN LEBESGUE-BMO SPACES
, 2023 In this paper defining the Lebesgue-BMO spaces. We prove the boundedness of the Hardy-Cesaro maximal operators in such spaces. Also prove necessary and sufficient condition the boundedness of the Hardy-Cesaro maximal operators in Lebesgue ...
Hasanov, Javanshir +1 more
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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
Approximation by Zygmund means in variable exponent Lebesque spaces [PDF]
Mathematica Moravica, 2019 In the present work we investigate the approximation of the functions by the Zygmund means in variable exponent Lebesgue spaces. Here the estimate which is obtained depends on sequence of the best approximation in Lebesgue spaces with variable exponent ...
Jafarov Sadulla Z.
doaj
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor +2 more
wiley +1 more source
Duality for weak Lebesgue spaces
, 2023 When p ∈ (0, 1), both the dual and the associate space of the weak Lebesgue space Lp,∞ contain only the zero function. In this thesis, we study a different method of dualization of the weak Lebesgue space.
Musilová, Anna
core