Results 41 to 50 of about 7,475 (192)
Approximating the Riemann-Stieltjes Integral via Some Moments of the Integrand [PDF]
, 2007 Error bounds in approximating the Riemann-Stieltjes integral in terms of some moments of the integrand are given. Applications for p-convex functions and in approximating the Finite Foureir Transform are pointed out as ...
Cerone, Pietro, Dragomir, Sever S
core
Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
, 2008 We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a multidimensional ...
David Nualart +9 more
core +2 more sources
A Stratonovich integral for anticipating processes
Mathematical Methods in the Applied Sciences, Volume 48, Issue 7, Page 7695-7705, 15 May 2025.A stochastic integral for anticipating integrands was introduced by Ayed and Kuo in 2008. Riemann–Stieltjes sums were considered, where the adapted part of the integrand was evaluated at the left endpoints of the subintervals, while the instantly independent part was evaluated at the right endpoints.
Marc Jornet
wiley +1 more source
Bounding the Čebyšev Functional for the Riemann-Stieltjes Integral via a Beesack Inequality and Applications [PDF]
, 2008 Lower and upper bounds of the Čebyšev functional for the Riemann- Stieltjes integral are given. Applications for the three point quadrature rules of functions that are n-time differentiable are also ...
Cerone, Pietro, Dragomir, Sever S
core
Riemann zeta zeros and prime number spectra in quantum field theory
, 2013 The Riemann hypothesis states that all nontrivial zeros of the zeta function lie in the critical line $\Re(s)=1/2$. Hilbert and P\'olya suggested that one possible way to prove the Riemann hypothesis is to interpret the nontrivial zeros in the light of ...
Menezes, G. +2 more
core +1 more source
Journal of Plant Nutrition and Soil Science, Volume 188, Issue 2, Page 299-311, April 2025.ABSTRACT Background During the last decades, gamma spectrometry data have increasingly been used in soil science, for example, for mapping. However, the full data potential could not be exploited due to certain constraints, among which the insufficient representation of attenuating materials (in particular, water) in correction algorithms is the most ...
Ludger Herrmann, Georg Zimmermann
wiley +1 more source
Axioms, 2021 In the present article we study existence and uniqueness results for a new class of boundary value problems consisting by non-instantaneous impulses and Caputo fractional derivative of a function with respect to another function, supplemented with ...
Suphawat Asawasamrit +3 more
doaj +1 more source
Option pricing in a stochastic delay volatility model
Mathematical Methods in the Applied Sciences, Volume 48, Issue 2, Page 1927-1951, 30 January 2025.This work introduces a new stochastic volatility model with delay parameters in the volatility process, extending the Barndorff–Nielsen and Shephard model. It establishes an analytical expression for the log price characteristic function, which can be applied to price European options.
Álvaro Guinea Juliá +1 more
wiley +1 more source
Abstract and Applied Analysis, 2018 We are concerned with some existence and attractivity results of a coupled fractional Riemann–Liouville–Volterra–Stieltjes multidelay partial integral system. We prove the existence of solutions using Schauder’s fixed point theorem; then we show that the
Saïd Abbas +3 more
doaj +1 more source
Journal of Function Spaces, Volume 2025, Issue 1, 2025.In this paper, we study a class of asymptotically linear fractional nonlocal boundary value problems depending on the fractional derivative of lower order; the nonlinear term may be sign‐changing. By using the theory of fixed point index for asymptotically linear operators and the Banach contraction mapping principle, the multiplicity and uniqueness of
You Wu +4 more
wiley +1 more source