Results 81 to 90 of about 55,940 (168)

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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Lipschitz-free spaces over properly metrizable spaces and approximation properties

Proceedings of the American Mathematical Society
Let T T be a topological space admitting a compatible proper metric, that is, a locally compact, separable and metrizable space. Let M T \mathcal {M}^T be the non-empty set of all proper metrics d d on T T compatible with its topology, and equip
Smith, Richard J., Talimdjioski, Filip
openaire   +3 more sources

S2‐PepAnalyst: A Web Tool for Predicting Plant Small Signalling Peptides

Plant Biotechnology Journal, EarlyView.
ABSTRACT Small signalling peptides (SSPs) serve as crucial mediators of cell‐to‐cell communication in plants, orchestrating diverse physiological processes from development to stress responses. While recent advances in sequencing technologies have improved genome annotation, the identification of novel SSPs remains challenging due to their small size ...
Kelly L. Vomo‐Donfack, Mariem Abaach, Ana M. Luna, Grégory Ginot, Verónica G. Doblas, Ian Morilla   +5 more
wiley   +1 more source

Sensitivity analysis for generalized estimating equation with non‐ignorable missing data

Scandinavian Journal of Statistics, EarlyView.
Abstract Many incomplete‐data statistical inference procedures are developed under the missing at random (MAR) assumption. However, the MAR assumption has been criticized as being overly strong for real‐data problems, and is unverifiable by using observed data. To handle data that are missing not at random (MNAR), sensitivity analysis has been proposed
Hui Gong, Kin Wai Chan
wiley   +1 more source

Equivariant liftings in Lipschitz-free spaces

We consider Banach spaces $X$ that can be linearly lifted into their Lipschitz-free spaces $\mathcal{F}(X)$ and, for a group $G$ acting on $X$ by linear isometries, we study the possible existence of $G$-equivariant linear liftings. In particular, we prove that such lifting exists when $G$ is compact in the strong operator topology, or an increasing ...
Ferenczi, Valentin, Kaufmann, Pedro L., Pernecká, Eva   +2 more
openaire   +2 more sources

Comparative Analysis of the Performances of a Nonlinear Observer and Nonlinear Kalman Filters in the Presence of Non‐Gaussian Disturbances

International Journal of Robust and Nonlinear Control, Volume 36, Issue 7, Page 3896-3913, 10 May 2026.
ABSTRACT This paper focuses on state estimation for a fairly general class of systems, involving nonlinear functions and disturbances in both the process dynamics and output equations. A nonlinear observer that satisfies a H∞$$ {\boldsymbol{H}}_{\boldsymbol{\infty}} $$ disturbance attenuation constraint in addition to providing asymptotic stability in ...
Hamidreza Movahedi, Ali Zemouche, Rajesh Rajamani   +2 more
wiley   +1 more source

On exposed points of Lipschitz free spaces

, 2018
In this note we prove that a molecule $d(x,y)^{-1}( (x)- (y))$ is an exposed point of the unit ball of a Lispchitz free space $\mathcal F(M)$ if and only if the metric segment $[x,y]=\{z \in M \; : \; d(x,y)=d(z,x)+d(z,y) \}$ is reduced to $\{x,y\}$. This is based on a recent result due to Aliaga and Perneck which states that the class of Lipschitz
Petitjean, Colin, Procházka, Antonín
openaire   +2 more sources

Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons

Communications on Pure and Applied Mathematics, Volume 79, Issue 5, Page 1151-1298, May 2026.
Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
wiley   +1 more source

Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs

Communications on Pure and Applied Mathematics, Volume 79, Issue 4, Page 1012-1072, April 2026.
Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley   +1 more source