Results 61 to 70 of about 1,702,158 (221)
Oscillation Criteria for Nonlinear Third-Order Neutral Dynamic Equations with Damping on Time Scales
Journal of Function Spaces, 2017 We establish several oscillation criteria for a class of third-order nonlinear dynamic equations with a damping term and a nonpositive neutral coefficient by using the Riccati transformation.
Yang-Cong Qiu +3 more
doaj +1 more source
Market Making With Fads, Informed, and Uninformed Traders
Mathematical Finance, EarlyView.ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
wiley +1 more source
, 2006 This paper is concerned with a characterization of all symmetric solutions to the discrete-time algebraic Riccati equation (DARE). Dissipation theory and quadratic difference forms from the behavioral approach play a central role in this paper. Along the
Kojima, Chiaki +3 more
core +1 more source
Abstract and Applied Analysis, 2014 We establish the oscillation criteria of Philos type for second-order half-linear neutral delay dynamic equations with damping on time scales by the generalized Riccati transformation and inequality technique.
Quanxin Zhang, Shouhua Liu
doaj +1 more source
On the oscillatory behavior for a certain class of third order nonlinear delay difference equations
Electronic Journal of Qualitative Theory of Differential Equations, 2010 By employing the generalized Riccati transformation technique, we will establish some new oscillation criteria for a certain class of third order nonlinear delay difference equations. Our results extend and improve some previously obtained ones.
Samir Saker, Jehad Alzabut, A. Mukheimer
doaj +1 more source
Convergence of Heavy‐Tailed Hawkes Processes and the Microstructure of Rough Volatility
Mathematical Finance, EarlyView.ABSTRACT We establish the weak convergence of the intensity of a nearly‐unstable Hawkes process with heavy‐tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according to a Hawkes process with power‐law kernel.
Ulrich Horst, Wei Xu, Rouyi Zhang
wiley +1 more source
Kalman Filter Learning, Bounded Rationality and Informational Consistency
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We develop a behavioural New Keynesian model with rational (RE) and boundedly rational (BR) agents. The latter are anticipated utility learners and use simple heuristic rules to forecast aggregate variables exogenous to their micro‐environment.
Szabolcs Deák +3 more
wiley +1 more source
Cantor Limit Set of a Topological Transformation Group on S1
International Journal of Mathematics and Mathematical Sciences, 2011 The limit set of a topological transformation group on S1 generated by two generators is proved to be totally disconnected (or thin) and perfect if the conditions (i–v) are satisfied. A concrete application to a Doubly Periodic Riccati equation is given.
Keying Guan, Zuming Chen
doaj +1 more source
Oscillatory Behaviour of the Nonlinear Damped Fractional Partial Dynamic Equation
Advances in Mathematical Physics, 2022 In this paper, a partial dynamic equation of fractional order is considered with Neumann and Dirichlet boundary conditions, and we studied the oscillation properties of the fractional partial dynamic equation on time scales.
R. Ramesh +3 more
doaj +1 more source
Leighton–Wintner‐Type Oscillation Criteria for the p(t)‐Laplacian Dynamic Equations on Time Scales
Mathematical Methods in the Applied Sciences, Volume 49, Issue 17, Page 17617-17626, 30 November 2026.ABSTRACT This study investigates oscillation problems for p(t)‐Laplacian dynamic equations on time scales. By employing the Riccati transformation technique, we establish a new Leighton–Wintner‐type oscillation theorem for the equations under consideration, which unifies and extends existing results for both differential and difference equations.
Kōdai Fujimoto +2 more
wiley +1 more source