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Evolution Equations on Co-evolving Graphs: Long-Time Behaviour and the Graph-Continuity Equation. [PDF]
J Nonlinear SciCarrillo JA, Esposito A, Mikolás L.
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Quantum algorithms for viscosity solutions to nonlinear Hamilton-Jacobi equations based on an entropy penalization method. [PDF]
Proc Natl Acad Sci U S AJin S, Liu N.
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Correction to Supporting Information for Liu et al., Efficient quantum algorithm for dissipative nonlinear differential equations. [PDF]
Proc Natl Acad Sci U S Aeuropepmc +1 more source
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Mathematics of the USSR-Izvestiya, 1971
In this article a problem in the theory of Toeplitz forms is analyzed. The problem was first formulated and solved by G. Szeg? in 1952, and since solved by many authors under more general conditions. A solution is given to Szeg?'s problem under conditions which are best possible, and also some refinements of the problem are examined.
Golinskii, B. L., Ibragimov, I. A.
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In this article a problem in the theory of Toeplitz forms is analyzed. The problem was first formulated and solved by G. Szeg? in 1952, and since solved by many authors under more general conditions. A solution is given to Szeg?'s problem under conditions which are best possible, and also some refinements of the problem are examined.
Golinskii, B. L., Ibragimov, I. A.
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Acta Applicandae Mathematicae, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Saulis, L., Deltuvienė, D.
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Saulis, L., Deltuvienė, D.
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2005
We characterize convergence of a sequence of d-dimensional random vectors by convergence of the one-dimensional margins and of the copula. The result is applied to the approximation of portfolios modelled by t-copulas with large degrees of freedom, and to the convergence of certain dependence measures of bivariate distributions.
Lindner, Alexander M. +1 more
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We characterize convergence of a sequence of d-dimensional random vectors by convergence of the one-dimensional margins and of the copula. The result is applied to the approximation of portfolios modelled by t-copulas with large degrees of freedom, and to the convergence of certain dependence measures of bivariate distributions.
Lindner, Alexander M. +1 more
openaire +2 more sources