Results 31 to 40 of about 698 (138)
Global solutions for bi-harmonic inhomogeneous non-linear Schrödinger equations in Lebesgue spaces
Journal of Inequalities and ApplicationsThis paper studies the inhomogeneous bi-harmonic nonlinear Schrödinger equation i u ˙ + Δ 2 u ± | x | − τ | u | p − 1 u = 0 , $$ \mbox{i}\dot{u} +\Delta ^{2} u\pm |x|^{-\tau}|u|^{p-1}u=0, $$ where u : = u ( t , x ) : R × R N → C $u:=u(t,x):\mathbb{R ...
Radhia Ghanmi +2 more
doaj +1 more source
On Spatial Point Processes With Composition‐Valued Marks
International Statistical Review, EarlyView.Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt +2 more
wiley +1 more source
Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations
Journal of Time Series Analysis, EarlyView.ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley +1 more source
Hölder Quasicontinuity in Variable Exponent Sobolev Spaces
Journal of Inequalities and Applications, 2007 We show that a function in the variable exponent Sobolev spaces coincides with a Hölder continuous Sobolev function outside a small exceptional set.
Kinnunen Juha +2 more
doaj
International Journal of Analysis and ApplicationsIn this article, we investigate limiting real interpolation spaces. Our primary goal is to thoroughly explore and establish the interpolation properties within critical cases θ = 0 and θ = 1 for Lorentz spaces, Grand and Small Lebesgue spaces as well as for Besov spaces modelled on so called Lorentz-Zygmund spaces.
Muhammad Awais +3 more
openaire +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Mathematical Finance, EarlyView.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
wiley +1 more source
A Model of Strategic Sustainable Investment
Mathematical Finance, EarlyView.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source