Results 51 to 60 of about 1,287,523 (215)

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

Rough PDEs for Local Stochastic Volatility Models

Mathematical Finance, EarlyView.
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

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

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

Non-Instantaneous Impulsive Boundary Value Problems Containing Caputo Fractional Derivative of a Function with Respect to Another Function and Riemann–Stieltjes Fractional Integral Boundary Conditions

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, Yasintorn Thadang, Sotiris K. Ntouyas, Jessada Tariboon   +3 more
doaj   +1 more source

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

, 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

A Deterministic Model of the Gamma Radiation at the Soil Surface–Including Soil Moisture Correction for Better Radiation Data Exploitation in Soil Mapping

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

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, Raquel Caro‐Carretero   +1 more
wiley   +1 more source

On the fractional Laplacian of a function with respect to another function

Mathematical Methods in the Applied Sciences, Volume 47, Issue 18, Page 14079-14110, December 2024.
The theories of fractional Laplacians and of fractional calculus with respect to functions are combined to produce, for the first time, the concept of a fractional Laplacian with respect to a bijective function. The theory is developed both in the 1‐dimensional setting and in the general n$$ n $$‐dimensional setting.
Arran Fernandez, Joel E. Restrepo, Jean‐Daniel Djida   +2 more
wiley   +1 more source