Results 41 to 50 of about 7,667 (234)
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
Bounding the Čebyšev Functional for the Riemann-Stieltjes Integral via a Beesack Inequality and Applications [PDF]
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
Rough PDEs for Local Stochastic Volatility Models
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 +3 more
wiley +1 more source
A Stratonovich integral for anticipating processes
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
Sequential Detection of Three-Dimensional Signals under Dependent Noise
We study detection methods for multivariable signals under dependent noise. The main focus is on three-dimensional signals, i.e. on signals in the space-time domain. Examples for such signals are multifaceted. They include geographic and climatic data as
Prause, Annabel, Steland, Ansgar
core +1 more source
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
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
Aturan Titik Tengah \textit{Double} untuk Mengaproksimasi Integral Riemann-Stieltjes
Aturan titik tengah double dimodifikasi untuk mengaproksimasi integral RiemannStieltjes. Koefisien dari metode ini didapat dengan menyelesaikannya sistem persamaan nonlinear yang didapat dari penerapan fungsi monomial sampai pangkat tertentu. Selanjutnya
Rike Marjulisa, Imran M
doaj +1 more source

