Results 91 to 100 of about 10,720,791 (210)

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

Mathematical Finance, Volume 36, Issue 4, Page 826-845, October 2026.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici, Gianluca Fusai, Anna Maria Gambaro, Daniele Marazzina   +3 more
wiley   +1 more source

A Model of Strategic Sustainable Investment

Mathematical Finance, Volume 36, Issue 4, Page 771-803, October 2026.
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis, Caio César Graciani Rodrigues, Peter Tankov   +2 more
wiley   +1 more source

Geometric rho-mixing property of the interarrival times of a stationary Markovian Arrival Process

, 2013
The attached file may be somewhat different from the published versionInternational audienceIn this note, the sequence of the interarrivals of a stationary Markovian Arrival process is shown to be $\rho$-mixing with a geometric rate of convergence when ...
Ledoux, James, Hervé, Loïc
core   +3 more sources

Two-types of service facilities in interconnected stochastic queueing and queueing-inventory system with marked Markovian arrival process

Ain Shams Engineering Journal
This article explores the performance of interconnected queueing systems and queueing-inventory systems (IQSQIS) in stochastic modeling. IQSQIS features two types of service facilities with dual service stations: one providing non-commodity service with ...
K. Jeganathan, S. Selvakumar, Krishnasamy Srinivasan, N. Anbazhagan, Gyanendra Prasad Joshi, Woong Cho   +5 more
doaj   +1 more source

Transient and stationary characteristics of a packet buffer modelled as an MAP/SM/1/b system

International Journal of Applied Mathematics and Computer Science, 2014
A packet buffer limited to a fixed number of packets (regardless of their lengths) is considered. The buffer is described as a finite FIFO queuing system fed by a Markovian Arrival Process (MAP) with service times forming a Semi-Markov (SM) process (MAP ...
Rusek Krzysztof, Janowski Lucjan, Papir Zdzisław   +2 more
doaj   +1 more source

Dam Management in the Era of Climate Change

Mathematical Finance, Volume 36, Issue 4, Page 870-895, October 2026.
ABSTRACT Climate change has a dramatic impact, particularly by concentrating rainfall into a few short periods, interspersed with long dry spells. In this context, the role of dams is crucial. We consider the optimal control of a dam, where the water level must neither exceed a designated safety threshold nor fall below a minimum level to ensure ...
Cristina Di Girolami, M'hamed Gaïgi, Vathana Ly Vath, Simone Scotti   +3 more
wiley   +1 more source

A Stochastic Approach for Recovery Times of Coastal Dune Vegetation

Geophysical Research Letters, Volume 53, Issue 17, 16 September 2026.
Abstract The resilience of coastal dunes to environmental stress largely depends on vegetation recovery, which promotes sediment trapping and sand stabilization. However, post‐disturbance recovery dynamics remain difficult to quantify due to the complex interplay between biotic and abiotic processes.
D. Demichele, C. Camporeale
wiley   +1 more source

Fractional Moment Theory for Anomalous Transport: A Unified Framework for Lévy Flights, Fractals, and Complex Dynamical Systems

Mathematical Methods in the Applied Sciences, Volume 49, Issue 13, Page 14964-15009, 15 September 2026.
ABSTRACT We develop a unified mathematical framework extending classical moment theory from discrete integer orders to a continuous spectrum of real orders f>0$$ f>0 $$, providing a systematic statistical characterization of complex systems exhibiting power‐law behavior.
Farrukh A. Chishtie
wiley   +1 more source

Quantum Master Equation for Electronic Structure in Open Graphene: Non‐Hermitian Hamiltonians and Types of Dissipative Dynamics

Annalen der Physik, Volume 538, Issue 9, September 2026.
Electron transport is studied between carbon atoms in the open graphene, while assuming bands to be collective states of electrons in the presence of lattice atoms. To describe dissipative effects, non‐Hermitian extension of the band Hamiltonian is proposed, which models spontaneous emission or injection.
Konstantin G. Zloshchastiev
wiley   +1 more source

Approximate solutions of stochastic differential delay equations with Markovian switching [PDF]

, 2010
Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local ...
Li, Xiaoyue, Shen, Yi, Mao, Xuerong
core   +2 more sources