Results 21 to 30 of about 6,242,785 (170)

Forecasting Duration in High‐Frequency Financial Data Using a Self‐Exciting Flexible Residual Point Process

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley   +1 more source

Kernel Bounds for Parabolic Operators Having First‐Order Degeneracy at the Boundary

Mathematische Nachrichten, EarlyView.
ABSTRACT We study kernel estimates for parabolic problems governed by singular elliptic operators ∑i,j=1N+1qijDij+cDyy,cγ+1>0,γ=qN+1,N+1,$$\begin{equation*} \sum _{i,j=1}^{N+1}q_{ij}D_{ij}+c\frac{D_y}{y},\qquad \frac{c}{\gamma }+1>0, \quad \gamma =q_{N+1,N+1}, \end{equation*}$$in the half‐space R+N+1={(x,y):x∈RN,y>0}$\mathbb {R}^{N+1}_+=\lbrace (x,y ...
L. Negro, C. Spina
wiley   +1 more source

Integral de Lebesgue no Rn [PDF]

, 2009
TCC (graduação) - Universidade Federal de Santa Catarina, Centro de Ciências Físicas e Matemáticas, Curso de Matemática.Neste trabalho foi feito um estudo da Integral de Lebesgue no Rn, tendo como objetivo abordar sua construção e principais resultados ...
Monteiro, Hemerson
core  

Grothendieck and ℓ∞$\ell _\infty$‐Grothendieck Subspaces of ℓ∞$\ell _\infty$

Mathematische Nachrichten, EarlyView.
ABSTRACT Let c=2ℵ0$\mathfrak {c}=2^{\aleph _0}$. We prove that ℓ∞$\ell _\infty$ contains 2c$2^{\mathfrak {c}}$ pairwise non‐isomorphic non‐reflexive Grothendieck subspaces. They may all be chosen to contain the canonical copy of c0$c_0$ and to have an infinite‐dimensional reflexive quotient. This is optimal and answers Problem 24 of González and Kania [
Manuel González, Tomasz Kania
wiley   +1 more source

Fragmentation–Coagulation Processes With Advection or Diffusion in Space

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT In this paper, we consider a continuous fragmentation–coagulation model in which the reacting particles can be transported in physical space through either advection or diffusion. We prove new results on the generation of C0$$ {C}_0 $$‐semigroups with parameter and use them to show that the abstract Cauchy problem associated with a more ...
Jacek Banasiak, Nduduzo Majozi
wiley   +1 more source

Optimal Homogeneous ℒp$$ {\boldsymbol{\mathcal{L}}}_{\boldsymbol{p}} $$‐Gain Controller

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT Nonlinear ℋ∞$$ {\mathscr{H}}_{\infty } $$‐controllers are designed for arbitrarily weighted, continuous homogeneous systems with a focus on systems affine in the control input. Based on the homogeneous ℒp$$ {\mathcal{L}}_p $$‐norm, the input–output behavior is quantified in terms of the homogeneous ℒp$$ {\mathcal{L}}_p $$‐gain as a ...
Daipeng Zhang, Benjamin Calmbach, Jaime A. Moreno, Johann Reger   +3 more
wiley   +1 more source

Optimal Gain Selection for the Arbitrary‐Order Homogeneous Differentiator

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT Differentiation of noisy signals is a relevant and challenging task. Widespread approaches are the linear high‐gain observer acting as a differentiator and Levant's robust exact differentiator with a discontinuous right‐hand side. We consider the family of arbitrary‐order homogeneous differentiators, which includes these special cases.
Benjamin Calmbach, Jaime A. Moreno, Johann Reger   +2 more
wiley   +1 more source

Study of the Blow Up of the Maximal Solution to the Three-Dimensional Magnetohydrodynamic System in Lei-Lin-Gevrey Spaces

International Journal of Analysis and Applications, 2020
In this paper, we investigate existence, uniqueness and blowup in finite time of the local solution to the three dimensional magnetohydrodynamic system, in Gevrey-Lei-Lin spaces. To prove the blowup results and give the blow profile as a function of time,
Ridha Selmi, Jamel Benameur
doaj  

Discrete Implementations Modify the Intuition of Final Set Adjustment in Barrier Function Based Control

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT This paper establishes an implementation‐aware framework for Barrier Function Adaptation (BFA) and shows that discrete‐time realizations fundamentally alter the logic of final‐set adjustment. In particular, sufficient conditions are derived to preserve the key benefits of BFA (predefined performance, gain adaptation with uncertain perturbation
Luis Ovalle, Andrés González, Leonid Fridman, Meléndez Alfredo   +3 more
wiley   +1 more source

Exact Robust Filtering and Differentiation Based on Sliding Modes and Homogeneity

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT This article addresses the problem of online estimation of the derivatives of a signal corrupted by measurement noise. The measured signal is modeled as the sum of a smooth nominal component and a uniformly bounded noise term. A key objective is to attenuate the effect of high‐frequency noise.
Jaime A. Moreno, Arie Levant
wiley   +1 more source