Results 41 to 50 of about 193 (123)
Convergence of Heavy‐Tailed Hawkes Processes and the Microstructure of Rough Volatility
Mathematical Finance, EarlyView.ABSTRACT We establish the weak convergence of the intensity of a nearly‐unstable Hawkes process with heavy‐tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according to a Hawkes process with power‐law kernel.
Ulrich Horst, Wei Xu, Rouyi Zhang
wiley +1 more source
Forward backward stochastic differential equations: existence, uniqueness, a large deviations principle and connections with partial differential equations [PDF]
, 2011 Tese de mestrado em Matemática, apresentada à Universidade de Lisboa, através da Faculdade de Ciências, 2011We consider Forward Backward Stochastic Differential Equations (FBSDEs for short) with different assumptions on its coefficients.
Gomes, André de Oliveira
core +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Recent results have shown that domain‐uniform stabilizability and detectability imply spatial exponential decay of perturbations in optimally controlled hyperbolic PDEs on one‐dimensional domains. This domain‐uniform stabilizability and detectability can be achieved only if the control domain is distributed over the whole spatial domain such ...
Benedikt Oppeneiger
wiley +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor +2 more
wiley +1 more source
Global Graph Surrogates and Neural Graph Elements for Computational Mechanics
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Machine learning surrogates are increasingly used to accelerate physics‐based simulations by predicting full‐field responses at a fraction of the computational cost. In this contribution, we present two complementary graph‐based approaches for surrogate modelling in computational mechanics.
Rutwik Gulakala, Marcus Stoffel
wiley +1 more source
Nonlinear parabolic stochastic evolution equations in critical spaces [PDF]
, 2021 In this thesis we develop a new approach to nonlinear stochastic partial differential equations (SPDEs) with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases of ...
AGRESTI, ANTONIO
core
Sparsity‐Driven Source Localization in Tomographic Sensing Applications
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Hyperspectral standoff detection systems such as Focal Plane Array (FPA) Fourier Transform Infrared (FTIR) spectrometers provide high spatial resolution in detecting airborne chemical contaminants that are invisible to the human eye but potentially hazardous. When two such systems are operated simultaneously with a suitable opening angle, they
Marco Mattuschka +5 more
wiley +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT We consider optimal control of the heat equation where the control variable appears linearly as a boundary control. We establish switching times optimization for bang–bang controls with multiple switching times. Particularly, representations of variational derivatives of the state and the cost w.r.t. switching times are given.
Georg Vossen
wiley +1 more source
Smooth bifurcation for a Signorini problem on a rectangle [PDF]
, 2010 summary:We study a parameter depending semilinear elliptic PDE on a rectangle with Signorini boundary conditions on a part of one edge and mixed (zero Dirichlet and Neumann) boundary conditions on the rest of the boundary.
Eisner, Jan +5 more
core +1 more source
Interpolation and duality of generalized grand Morrey spaces on quasi-metric measure spaces [PDF]
, 2017 summary:Let $\theta \in (0,1)$, $\lambda \in [0,1)$ and $p,p_0,p_1\in (1,\infty ]$ be such that ${(1-\theta )}/{p_{0}}+{\theta }/{p_{1}}={1}/{p}$, and let $\varphi , \varphi _0, \varphi _1 $ be some admissible functions such that $\varphi , \varphi _0 ...
Yuan, Wen +3 more
core +1 more source