Results 61 to 70 of about 78 (78)
Life‐cycle planning model with stochastic volatility and recursive preferences
International Review of Finance, Volume 25, Issue 2, June 2025.Abstract This study examines the optimal investment, consumption, and life insurance choices faced by a wage earner with recursive preferences within a finite time horizon. We posit that the financial market comprises a risk‐free asset and a risky asset that follows a general stochastic volatility model.
Hao Wang +3 more
wiley +1 more source
Mathematical Methods in the Applied Sciences, Volume 48, Issue 8, Page 8793-8805, 30 May 2025.ABSTRACT We study a class of models for nonlinear acoustics, including the well‐known Westervelt and Kuznetsov equations, as well as a model of Rasmussen that can be seen as a thermodynamically consistent modification of the latter. Using linearization, energy estimates, and fixed‐point arguments, we establish the existence and uniqueness of solutions ...
Herbert Egger, Marvin Fritz
wiley +1 more source
Mathematical Methods in the Applied Sciences, Volume 48, Issue 8, Page 9046-9057, 30 May 2025.ABSTRACT This paper shows that long‐term stability and blowing‐up solutions for a nonlinear wave equation with a nonlocal damping of Choi and MacCamy type and a nonlocal dispersion can occur. The method of proof of general decay relies on a suitable Lyapunov functional.
Mokhtar Kirane +2 more
wiley +1 more source
Spatial modeling of crime dynamics: Patch and reaction–diffusion compartmental systems
Mathematical Methods in the Applied Sciences, Volume 48, Issue 7, Page 7440-7459, 15 May 2025.We study the dynamics of abstract models for crime evolution. The population is divided into three compartments, taking into account the participation in crime and incarceration. Individuals transit between the three segments, assuming that having more contact with criminally active people increases one's risk of learning and acquiring the same traits;
Julia Calatayud +2 more
wiley +1 more source
Estimating and pricing commodity futures with time‐delay stochastic processes
Mathematical Methods in the Applied Sciences, Volume 48, Issue 7, Page 7469-7480, 15 May 2025.In commodity futures pricing models, the commodity present price is generally considered to reflect all information in the markets and past information is not regarded important. However, there is some empirical evidence that shows that this fact is unrealistic. In this paper, we consider some stochastic models with delay for pricing commodity futures.
Lourdes Gómez‐Valle +1 more
wiley +1 more source
Mathematical Methods in the Applied Sciences, Volume 48, Issue 7, Page 7609-7629, 15 May 2025.This contribution aims at studying a general class of random differential equations with Dirac‐delta impulse terms at a finite number of time instants. Our approach directly addresses calculating the so‐called first probability density function, from which all the relevant statistical information about the solution, a stochastic process, can be ...
Vicente J. Bevia +2 more
wiley +1 more source
Mathematical Methods in the Applied Sciences, Volume 48, Issue 7, Page 7706-7726, 15 May 2025.The simulation of seismic wave propagation generally requires dealing with complex tridimensional geometries that are irregular in shape and have non‐uniform properties, features that make the application of the generalized finite difference method in this field interesting. This work continues the extensive developments by the research team focused on
Jesús Flores +4 more
wiley +1 more source
A bounded dynamical network of curves and the stability of its steady states
Mathematical Methods in the Applied Sciences, Volume 48, Issue 7, Page 7906-7917, 15 May 2025.In this article, we study the dynamic behavior of a network that consists of curves that are in motion and bounded. We first focus on the construction of the model which is a system of nonlinear partial differential equations (PDEs). This system is subject to four conditions: angle and intersection conditions between the curves at the point that they ...
Ioannis Dassios +2 more
wiley +1 more source
Some of the next articles are maybe not open access.
A review of family caregiving intervention trials in oncology
Ca-A Cancer Journal for Clinicians, 2017Betty Ferrell, Elaine Wittenberg
exaly