Results 61 to 70 of about 36,597 (202)
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 +3 more
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Local well-posedness for the two-component Benjamin-Ono equation
Advances in Nonlinear AnalysisThe Cauchy problem for the two-component Benjamin-Ono equation is considered. It is shown that this problem is local well-posed in Hs(R)×Hs(R){H}^{s}\left({\mathbb{R}})\times {H}^{s}\left({\mathbb{R}}) for any s>9⁄8s\gt 9/8.
Zhao Min
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The inhomogeneous fractional stochastic heat equation driven by fractional Brownian motion [PDF]
Arab Journal of Mathematical SciencesPurposeThe 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 +4 more
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Local well-posedness for hyperbolic–elliptic Ishimori equation
Journal of Differential Equations, 2012 In this paper we consider the hyperbolic-elliptic Ishimori initial-value problem. We prove that such system is locally well-posed for small data in $H^{s}$ level space, for $s> 3/2$. The new ingredient is that we develop the methods of Ionescu and Kenig \cite{IK} and \cite{IK2} to approach the problem in a perturbative way.
openaire +2 more sources
Local well-posedness for the sixth-order Boussinesq equation
Journal of Mathematical Analysis and Applications, 2012 This work studies the local well-posedness of the initial-value problem for the nonlinear sixth-order Boussinesq equation $u_{tt}=u_{xx}+ u_{xxxx}+u_{xxxxxx}+(u^2)_{xx}$, where $ =\pm1$. We prove local well-posedness with initial data in non-homogeneous Sobolev spaces $H^s(\R)$ for negative indices of $s \in \R$.
Esfahani, Amin, Farah, Luiz Gustavo
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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
Electronic Journal of Differential Equations, 2017 In this article we prove the local well-posedness for an Ericksen-Leslie's parabolic-hyperbolic compressible non-isothermal model for nematic liquid crystals with positive initial density.
Jishan Fan, Tohru Ozawa
doaj
Local well-posedness of the inertial Qian–Sheng’s Q-tensor dynamical model near uniaxial equilibrium
Boundary Value Problems, 2021 We consider the inertial Qian–Sheng’s Q-tensor dynamical model for the nematic liquid crystal flow, which can be viewed as a system coupling the hyperbolic-type equations for the Q-tensor parameter with the incompressible Navier–Stokes equations for the ...
Xiaoyuan Wang, Sirui Li, Tingting Wang
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Quantitative Biology, Volume 14, Issue 2, June 2026.Abstract Computed tomography (CT) images are often severely corrupted by artifacts in the presence of metals. Existing supervised metal artifact reduction (MAR) approaches suffer from performance instability on known data due to their reliance on limited paired metal‐clean data, which limits their clinical applicability. Moreover, existing unsupervised
Jie Wen +3 more
wiley +1 more source
A priori bounds for the generalised parabolic Anderson model
Communications on Pure and Applied Mathematics, Volume 79, Issue 5, Page 1315-1394, May 2026.Abstract We show a priori bounds for solutions to (∂t−Δ)u=σ(u)ξ$(\partial _t - \Delta) u = \sigma (u) \xi$ in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume σ∈Cb2(R)$\sigma \in C_b^2 (\mathbb {R})$ and that ξ$\xi$ is of negative Hölder regularity of order −1−κ$- 1 - \kappa$ where κ<κ¯$\kappa <
Ajay Chandra +2 more
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