Results 11 to 20 of about 117,183 (190)
Boundary Value Problems, 2021 In this article, we consider the existence of solutions to the Sturm–Liouville differential equation with random impulses and boundary value problems.
Zihan Li, Xiao-Bao Shu, Tengyuan Miao
doaj +1 more source
Reconstructing volatility: Pricing of index options under rough volatility
Mathematical Finance, Volume 33, Issue 1, Page 19-40, January 2023., 2023 Abstract Avellaneda et al. (2002, 2003) pioneered the pricing and hedging of index options – products highly sensitive to implied volatility and correlation assumptions – with large deviations methods, assuming local volatility dynamics for all components of the index.
Peter K. Friz, Thomas Wagenhofer
wiley +1 more source
The Uniqueness Theorem for the Solutions of Dual Equations of Sturm-Liouville Problems with Singular Points and Turning Points [PDF]
Sahand Communications in Mathematical Analysis, 2019 In this paper, linear second-order differential equations of Sturm-Liouville type having a finite number of singularities and turning points in a finite interval are investigated.
Seyfollah Mosazadeh
doaj +1 more source
Revisiting Taibleson's theorem
Electronic Research Archive, 2022 A new characterization of the weighted Taibleson's theorem for generalized Hölder spaces is given via a Hadamard-Liouville type operator (Djrbashian's generalized fractional operator).
Humberto Rafeiro, Joel E. Restrepo
doaj +1 more source
Some Results in the Theory of Fractional Order Integro-Differential Equation with Boundary Conditions [PDF]
Al-Rafidain Journal of Computer Sciences and Mathematics, 2010 This paper deals with the existence and uniqueness of the solution for a boundary value problem of fractional order integro-differential equation, when using Banach fixed point theorem and Shafer’s fixed point theorem.
Azzam Younes
doaj +1 more source
Wintner-type nonoscillation theorems for conformable linear Sturm-Liouville differential equations [PDF]
Opuscula MathematicaIn this study, we addressed the nonoscillation of th Sturm-Liouville differential equation with a differential operator, which corresponds to a proportional-derivative controller. The equation is a conformable linear differential equation. A Wintner-type
Kazuki Ishibashi
doaj +1 more source
New existence results for fractional differential equations in a weighted Sobolev space [PDF]
Rendiconti di Matematica e delle Sue Applicazioni, 2021 In this paper, we give some conditions to prove the existence of solutions for a nonlinear boundary value problem of fractional differential equations with higher order q, (n-1 ...
Ahmed Hallaci +3 more
doaj
Journal of Function Spaces, 2019 In this paper, we consider the following higher-order semipositone nonlocal Riemann-Liouville fractional differential equation D0+αx(t)+f(t,x(t),D0+βx(t))+e(t)=0 ...
Kemei Zhang
doaj +1 more source
A Liouville theorem of VT-harmonic map heat flow [PDF]
arXiv, 2023 We proved an Liouville theorem for Backward V T-harmonic map heat flow from evolution manifolds into generalized regular ball. Among others, we also proved an Liouville theorem for V T-harmonic map heat flow from complete manifolds into generalized regular ball.
arxiv
Liouville type theorems for the stationary Hall-MHD equations in local Morrey spaces [PDF]
, 2022 This paper is concerned with the Liouville type theorems for the 3D stationary incompressible Hall-MHD equations. We establish that under some sufficient conditions in local Morrey spaces, solutions of the stationary Hall-MHD equations are identically zero.
arxiv +1 more source