Results 41 to 50 of about 6,899 (148)
Soliton solutions, Liouville integrability and gauge equivalence of Sasa Satsuma equation
, 1999 Exact integrability of the Sasa Satsuma eqation (SSE) in the Liouville sense is established by showing the existence of an infinite set of conservation laws.
Ghosh, Sasanka +2 more
core +1 more source
Event-based recursive distributed filtering over wireless sensor networks [PDF]
, 2015 In this technical note, the distributed filtering problem is investigated for a class of discrete time-varying systems with an event-based communication mechanism.
He, X, Liu, Q, Wang, Z, Zhou, DH
core +1 more source
The role of identification in data‐driven policy iteration: A system theoretic study
International Journal of Robust and Nonlinear Control, EarlyView.Abstract The goal of this article is to study fundamental mechanisms behind so‐called indirect and direct data‐driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two iterative procedures, where data collected from the system are repeatedly used to compute new estimates of ...
Bowen Song, Andrea Iannelli
wiley +1 more source
Option pricing for Heston model with tempered fractional Brownian motion
Results in Applied MathematicsIn this paper, the Heston model with tempered fractional Brownian motion is derived by modified Hawkes processes. Based on the affine technique, we present the characteristic function under this model and prove the existence, uniqueness, and regularity ...
Zhengguang Shi
doaj +1 more source
The Soliton Equations associated with the Affine Kac-Moody Lie Algebra G_2^{(1)} [PDF]
, 2006 We construct in an explict way the soliton equation corresponding to the affine Kac--Moody Lie algebra $G_2^{(1)}$ together with their bihamiltonian structure.
Casati, Paolo +2 more
core +3 more sources
Applied Stochastic Models in Business and Industry, Volume 42, Issue 3, May/June 2026.ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
wiley +1 more source
Group theoretical approach to the intertwined Hamiltonians
, 2001 We show that the finite difference B\"acklund formula for the Schr\"odinger Hamiltonians is a particular element of the transformation group on the set of Riccati equations considered by two of us in a previous paper.
Adler +52 more
core +2 more sources
Macroscopic Market Making Games
Mathematical Finance, Volume 36, Issue 2, Page 352-373, April 2026.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
An exactly solvable self-convolutive recurrence [PDF]
, 2010 We consider a self-convolutive recurrence whose solution is the sequence of coefficients in the asymptotic expansion of the logarithmic derivative of the confluent hypergeometic function $U(a,b,z)$. By application of the Hilbert transform we convert this
C.M. Bender +15 more
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International Journal of Adaptive Control and Signal Processing, Volume 40, Issue 3, Page 544-564, March 2026.This paper proposes two projector‐based Hopfield neural network (HNN) estimators for online, constrained parameter estimation under time‐varying data, additive disturbances, and slowly drifting physical parameters. The first is a constraint‐aware HNN that enforces linear equalities and inequalities (via slack neurons) and continuously tracks the ...
Miguel Pedro Silva
wiley +1 more source