Results 51 to 60 of about 18,832,328 (177)

The inhomogeneous fractional stochastic heat equation driven by fractional Brownian motion [PDF]

Arab Journal of Mathematical Sciences
PurposeThe primary objective of this paper is to address a fractional Hardy-Hénon equation driven by fractional Brownian noise. By imposing appropriate conditions on the equation’s parameters, a local well-posedness result has been successfully ...
Rasha Alessa, Reem Al Subaie, Maram Alwohaibi, Mohamed Majdoub, Ezzedine Mliki   +4 more
doaj   +1 more source

Validation of Neural Network Controllers for Uncertain Systems Using the Keep‐Close Approach: Robustness Analysis and Safety Verification

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT The safety verification of neural network (NN) controllers operating in uncertain environments characterized by unmodeled dynamics, nonlinearities, and time delays remains a fundamental challenge in robust control analysis. This article introduces a novel method, termed Keep‐Close, for analyzing the performance and robustness of uncertain ...
Abdelhafid Zenati, Nabil Aouf
wiley   +1 more source

3D Character Reconstruction from Hand‐drawn Model Sheets

Computer Graphics Forum, EarlyView.
Abstract Hand‐drawn model sheets are widely used in character design to define 3D shape and appearance through sparse multi‐view drawings. Reconstructing 3D characters from such sparse inputs has traditionally been challenging due to insufficient visual information.
Hyejeong Yoon, Wonjong Jang, Yoonha Hwang, Seungyong Lee   +3 more
wiley   +1 more source

Sharp local well-posedness for KP-I equations in the semilinear regime

Forum of Mathematics, Sigma
We show sharp well-posedness with analytic data-to-solution mapping in the semilinear regime for dispersion-generalized KP-I equations on $\mathbb {R}^2$ and $\mathbb {R} \times \mathbb {T}$ .
Shinya Kinoshita, Akansha Sanwal, Robert Schippa   +2 more
doaj   +1 more source

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

International Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler, Denis Belomestny, Simos George Meintanis, Emanuele Taufer   +3 more
wiley   +1 more source

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

Well-posedness and scalarization in vector optimization [PDF]

In this paper we study several existing notions of well-posedness for vector optimization problems. We distinguish them into two classes and we establish the hierarchical structure of their relationships.
Rocca Matteo, Miglierina Enrico, Molho Elena   +2 more
core  

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Well-posedness in vector optimization and scalarization results [PDF]

In this paper, we give a survey on well-posedness notions of Tykhonov's type for vector optimization problems and the links between them with respect to the classification proposed by Miglierina, Molho and Rocca in [33].
Rocca Matteo, Papalia Melania
core