Results 51 to 60 of about 1,119,897 (215)
Inequalities and majorisations for the Riemann-Stieltjes integral on time scales
We prove dynamic inequalities of majorisation type for functions on time scales. The results are obtained using the notion of Riemann-Stieltjes delta integral and give a generalization of [App. Math. Let. 22 (2009), no.
Mozyrska, Dorota +2 more
core +1 more source
Neural Controlled Differential Equation and Its Application in Pharmacokinetics and Pharmacodynamics
Neural controlled differential equations (NCDE), driven by control variables, are capable to learn the discontinuous dynamics in the PK and PD datasets. ABSTRACT With the recent advances in machine learning (ML) and artificial intelligence (AI), data‐driven modeling approaches for pharmacokinetics (PK) and pharmacodynamics (PD) have gained popularity ...
Zhisong Wu +5 more
wiley +1 more source
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
Fractional L\'{e}vy-driven Ornstein--Uhlenbeck processes and stochastic differential equations
Using Riemann-Stieltjes methods for integrators of bounded $p$-variation we define a pathwise integral driven by a fractional L\'{e}vy process (FLP). To explicitly solve general fractional stochastic differential equations (SDEs) we introduce an Ornstein-
Fink, Holger, Klüppelberg, Claudia
core +1 more source
One‐level densities in families of Grössencharakters associated to CM elliptic curves
Abstract We study the low‐lying zeros of a family of L$L$‐functions attached to the complex multiplication elliptic curve Ed:y2=x3−dx$E_d \;:\; y^2 = x^3 - dx$, for each odd and square‐free integer d$d$. Specifically, upon writing the L$L$‐function of Ed$E_d$ as L(s−12,ξd)$L(s-\frac{1}{2}, \xi _d)$ for the appropriate Grössencharakter ξd$\xi _d$ of ...
Chantal David, Lucile Devin, Ezra Waxman
wiley +1 more source
Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
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
The Caputo fractional α-derivative ...
Gopalakrishnan Karnan, C. Yen
semanticscholar +1 more source
Moments of the Riemann zeta function at its local extrema
Abstract Conrey, Ghosh and Gonek studied the first moment of the derivative of the Riemann zeta function evaluated at the non‐trivial zeros of the zeta function, resolving a problem known as Shanks' conjecture. Conrey and Ghosh studied the second moment of the Riemann zeta function evaluated at its local extrema along the critical line to leading order.
Andrew Pearce‐Crump
wiley +1 more source
Approximating the Riemann-Stieltjes Integral via Some Moments of the Integrand [PDF]
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
Pathwise convergence of the Euler scheme for rough and stochastic differential equations
Abstract The convergence of the first‐order Euler scheme and an approximative variant thereof, along with convergence rates, are established for rough differential equations driven by càdlàg paths satisfying a suitable criterion, namely the so‐called Property (RIE), along time discretizations with vanishing mesh size. This property is then verified for
Andrew L. Allan +3 more
wiley +1 more source

