Multiple singular integrals and maximal operators related to homogeneous mappings
Journal of Inequalities and Applications, 2016 In this paper, we present the L p $L^{p}$ mapping properties of multiple singular integrals related to homogeneous mappings with rough kernels given by the radial function h ∈ Δ γ $h\in\Delta_{\gamma}$ (or h ∈ U γ $h\in U_{\gamma}$ ) for some γ > 1 ...
Feng Liu, Daiqing Zhang, Jing Zhang
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Markovian Approximation of the Rough Bergomi Model for Monte Carlo Option Pricing
Mathematics, 2021 The recently developed rough Bergomi (rBergomi) model is a rough fractional stochastic volatility (RFSV) model which can generate a more realistic term structure of at-the-money volatility skews compared with other RFSV models.
Qinwen Zhu +3 more
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CoRRBuilding on the functional-analytic framework of operator-valued kernels and un-truncated signature kernels, we propose a scalable, provably convergent signature-based algorithm for a broad class of high-dimensional, path-dependent hedging problems. We make minimal assumptions about market dynamics by modelling them as general geometric rough paths ...
Nicola Muca Cirone, Cristopher Salvi
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A simple proof of distance bounds for Gaussian rough paths [PDF]
, 2013 We derive explicit distance bounds for Stratonovich iterated integrals along two Gaussian processes (also known as signatures of Gaussian rough paths) based on the regularity assumption of their covariance functions.
Riedel, Sebastian, Xu, Weijun
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Rough analysis in lattices [PDF]
, 1991 An outline of an algebraie generalization of the rough set theory is presented in the paper. It is shown that the majority of the basic concepts of this theory has an immediate algebraic generalization, and that some rough set facts are true in general ...
Iwinski, Tadeusz B.
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FEATURE SELECTION APPLIED TO THE TIME-FREQUENCY REPRESENTATION OF MUSCLE NEAR-INFRARED SPECTROSCOPY (NIRS) SIGNALS: CHARACTERIZATION OF DIABETIC OXYGENATION PATTERNS [PDF]
, 2012 Diabetic patients might present peripheral microcirculation impairment and might benefit from physical training. Thirty-nine diabetic patients underwent the monitoring of the tibialis anterior muscle oxygenation during a series of voluntary ankle flexo ...
Balestra, Gabriella +3 more
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Prediction of paddy drying kinetics: A comparative study between mathematical and artificial neural network modelling [PDF]
Chemical Industry and Chemical Engineering Quarterly, 2017 The present study aimed at investigation of deep bed drying of rough rice kernels at various thin layers at different drying air temperatures and flow rates.
Beigi Mohsen +2 more
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Compactness of the Commutators of Fractional Hardy Operator with Rough Kernel
Analysis in Theory and Applications, 2022 The more explicit decomposition of the operator and the kernel are utilized to investigate a characterization of the central $BMO(\mathbb{R}^{n})$-closure of $C_{c}^{\infty}(\mathbb{R}^{n})$ space via the compactness of the commutators of fractional Hardy operator with rough kernel.
Shi, Shaoguang, Fu, Zunwei
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Boundedness of Sublinear Operators with Rough Kernels on Weighted Morrey Spaces
Journal of Function Spaces and Applications, 2013 The aim of this paper is to get the boundedness of a class of sublinear operators with rough kernels on weighted Morrey spaces under generic size conditions, which are satisfied by most of the operators in classical harmonic analysis. Applications to the
Shaoguang Shi, Zunwei Fu
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The Boundedness for k-th Order Commutators of Fractional Integral Operators with Variable Kernels
MathematicsCommutators of fractional integral operators play an important role in harmonic analysis due to their close connections with function regularity and partial differential equations.
Weitao Hu, Dashan Fan
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