Results 71 to 80 of about 14,407 (185)
Mathematical Finance, EarlyView.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
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, EarlyView.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
Nonlinear parabolic problems with variable exponent and L1-data
Electronic Journal of Differential Equations, 2017 In this article, we prove the existence and uniqueness of entropy solutions to nonlinear parabolic equation with variable exponent and $L^{1}-$data. The functional setting involves Lebesgue and Sobolev spaces with variable exponent.
Stanislas Ouaro, Arouna Ouedraogo
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Precompact sets in matrix weighted Lebesgue spaces with variable exponent
Georgian Mathematical JournalAbstract In this paper, we first give a sufficient condition for precompactness in the matrix-weighted Lebesgue spaces with variable exponent by translation. Then we obtain a criterion for precompactness in the matrix-weighted Lebesgue spaces with variable exponent by average. Next, we give a criterion for precompactness in the matrix-
Shengrong Wang, Pengfei Guo, Jingshi Xu
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Geometric properties of Banach space valued Bochner-Lebesgue spaces with variable exponent [PDF]
Journal of Mathematical Inequalities, 2013 In this paper, the Banach space valued Bochner-Lebesgue spaces with variable expo- nent are introduced. Then the dual space, the reflexivity, uniformly convexity and uniformly smoothness of these new spaces are obtained. Finally the properties of the Banach valued Bochner-Sobolev spaces with variable exponent are also given.
Chen Cheng, Jingshi Xu
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On MAP Estimates and Source Conditions for Drift Identification in SDEs
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT We consider the inverse problem of identifying the drift in an stochastic differential equation (SDE) from n$n$ observations of its solution at M+1$M+1$ distinct time points. We derive a corresponding maximum a posteriori (MAP) estimate, we prove differentiability properties as well as a so‐called tangential cone condition for the forward ...
Daniel Tenbrinck +3 more
wiley +1 more source
International Journal of Robust and Nonlinear Control, Volume 36, Issue 9, Page 4957-4970, June 2026.ABSTRACT Data‐based learning of system dynamics allows model‐based control approaches to be applied to systems with partially unknown dynamics. Gaussian process regression is a preferred approach that outputs not only the learned system model but also the variance of the model, which can be seen as a measure of uncertainty.
Daniel Landgraf +2 more
wiley +1 more source
Moderate Deviation Principles for Lacunary Trigonometric Sums
Mathematische Nachrichten, Volume 299, Issue 5, Page 1028-1044, May 2026.ABSTRACT Classical works of Kac, Salem, and Zygmund, and Erdős and Gál have shown that lacunary trigonometric sums despite their dependency structure behave in various ways like sums of independent and identically distributed random variables. For instance, they satisfy a central limit theorem (CLT) and a law of the iterated logarithm.
Joscha Prochno, Marta Strzelecka
wiley +1 more source
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
Journal of Time Series Analysis, Volume 47, Issue 3, Page 612-631, May 2026.ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth +2 more
wiley +1 more source
Maximal functions for Lebesgue spaces with variable exponent approaching 1
Hiroshima Mathematical Journal, 2006 This paper deals with the \(L^1\) regularity of the maximal function in the Lebesgue space \(L^{p(\cdot)}\) with variable exponent. It is known from [\textit{P.\,Hästö}, Math.\ Nachr.\ 280, No.\,1--2, 74--82 (2007; Zbl 1125.46021)] that \(M f\in L^1(\Omega)\) if \(\partial \Omega\) has finite \((n-1)\)-Minkowski content and the exponent \(p\) satisfies
Futamura, Toshihide, Mizuta, Yoshihiro
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