Results 51 to 60 of about 238,666 (228)
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
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Integrable hydrodynamic chains [PDF]
, 2003 A new approach for derivation of Benney-like momentum chains and integrable hydrodynamic type systems is presented. New integrable hydrodynamic chains are constructed, all their reductions are described and integrated. New (2+1) integrable hydrodynamic type systems are found.
arxiv +1 more source
Fractional Calculus for Non-Discrete Signed Measures
MathematicsIn 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 +1 more
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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
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 +3 more
wiley +1 more source
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
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Weak solutions for the coupled system of Riemann-Stieltjes integral equations
المجلة الليبية العالميةWe 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
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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
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
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