Results 41 to 50 of about 1,072,173 (190)

Linear Sturm-Liouville problems with Riemann-Stieltjes integral boundary conditions [PDF]

Opuscula Mathematica, 2018
We study second-order linear Sturm-Liouville problems involving general homogeneous linear Riemann-Stieltjes integral boundary conditions. Conditions are obtained for the existence of a sequence of positive eigenvalues with consecutive zero counts of the
Qingkai Kong, Thomas E. St. George
doaj   +1 more source

Fractional Calculus for Non-Discrete Signed Measures

Mathematics
In this paper, we suggest a first-ever construction of fractional integral and differential operators based on signed measures including a vector-valued case. The study focuses on constructing the fractional power of the Riemann–Stieltjes integral with a
Vassili N. Kolokoltsov, Elina L. Shishkina   +1 more
doaj   +1 more source

Riemann-Stieltjes integration in Riesz spaces [PDF]

Rendiconti di Matematica e delle Sue Applicazioni, 1996
After introducing an integral for Riesz-space valued integral functions, this concept is used to represent the variation of a continuous function, to define integrals along a curve and Riemann-Stieltjes integrals, and to deduce from them, as particular
D. CANDELORO
doaj  

A NEW AND EFFICIENT SIMPSON’S 1/3-TYPE QUADRATURE RULE FOR RIEMANN-STIELTJES INTEGRAL

JOURNAL OF MECHANICS OF CONTINUA AND MATHEMATICAL SCIENCES, 2020
In this research paper, a new derivative-free Simpson 1/3-type quadrature scheme has been proposed for the approximation of the Riemann-Stieltjes integral (RSI).
K. Memon
semanticscholar   +1 more source

Existence and Uniqueness for Coupled Systems of Hilfer Type Sequential Fractional Differential Equations Involving Riemann–Stieltjes Integral Multistrip Boundary Conditions

Journal of Mathematics, 2022
In this paper, we study a coupled system of Hilfer type sequential fractional differential equations supplemented with Riemann–Stieltjes integral multistrip boundary conditions.
Ayub Samadi, Sotiris K. Ntouyas, Suphawat Asawasamrit, Jessada Tariboon   +3 more
doaj   +1 more source

Rough PDEs for Local Stochastic Volatility Models

Mathematical Finance, Volume 35, Issue 3, Page 661-681, July 2025.
ABSTRACT In this work, we introduce a novel pricing methodology in general, possibly non‐Markovian local stochastic volatility (LSV) models. We observe that by conditioning the LSV dynamics on the Brownian motion that drives the volatility, one obtains a time‐inhomogeneous Markov process. Using tools from rough path theory, we describe how to precisely
Peter Bank, Christian Bayer, Peter K. Friz, Luca Pelizzari   +3 more
wiley   +1 more source

Weak solutions for the coupled system of Riemann-Stieltjes integral equations

المجلة الليبية العالمية
We present an existence theorem for at least one weak solution for a coupled system of  Riemann-Stieltjes integral equations in a reflexive Banach space . As an application, we study the existence of weak solutions  for the coupled system of Hammerstien-
Masouda M. A. Al-Fadel
semanticscholar   +1 more source

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

Existence of Positive Solution for Semipositone Fractional Differential Equations Involving Riemann-Stieltjes Integral Conditions

Abstract and Applied Analysis, 2012
The existence of at least one positive solution is established for a class of semipositone fractional differential equations with Riemann-Stieltjes integral boundary condition. The technical approach is mainly based on the fixed-point theory in a cone.
Wei Wang, Li Huang
doaj   +1 more source

Unified Approach to the Existence of Solutions for a Coupled System of Fractional Differential-Integral Equations with Infinite Points and Riemann–Stieltjes Integral Boundary Conditions

Journal of mathematics, 2022
In this article, by using the Schauder fixed point theorem, we first study the existence of solutions for a new coupled system of Caputo fractional differential equations with multipoint boundary value conditions under the assumption that the nonlinear ...
Ying Chen, Lishan Liu, Fangyan Wang
semanticscholar   +1 more source