Results 11 to 20 of about 5,565 (215)
Mathematics, 2022 The component GARCH model (CGARCH) was among the first attempts to split the conditional variance into a permanent and transitory component. With the application to economic and finance data, it helps investigate the long- and short-run movements of ...
Tong Liu, Yanlin Shi
doaj +1 more source
Stability of Quartic Functional Equations in the Spaces of Generalized Functions
Advances in Difference Equations, 2009 We consider the general solution of quartic functional equations and prove the Hyers-Ulam-Rassias stability. Moreover, using the pullbacks and the heat kernels we reformulate and prove the stability results of quartic functional equations in the spaces ...
Chung Soon-Yeong, Lee Young-Su
doaj +2 more sources
N-harmonic extensions of weighted integrable distributions
Journal of Function Spaces and Applications, 2006 We obtain n-harmonic extensions to the Cartesian product of ncopies of the upper half-plane, of distributions in the weighted space w12?wn2DL1', which is known to be the optimal space of tempered distributions that are S'-convolvable with a natural
Josefina Alvarez +2 more
doaj +1 more source
Fractal and Fractional, 2019 New aspects of electron transport in quantum wires with Lévy-type disorder are described. We study the weak scattering and the incoherent sequential tunneling in one-dimensional quantum systems characterized by a tempered Lévy stable ...
Renat T. Sibatov, HongGuang Sun
doaj +1 more source
Multiresolution Expansion and Approximation Order of Generalized Tempered Distributions
International Journal of Mathematics and Mathematical Sciences, 2013 Let be the generalized tempered distributions of -growth with restricted order , where the function grows faster than any linear functions as . We show the convergence of multiresolution expansions of in the test function space of .
Byung Keun Sohn
doaj +1 more source
Approximations related to tempered stable distributions
Modern Stochastics: Theory and ApplicationsIn this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution (CPD) and also an error bound between a tempered stable and an α-stable distribution via Stein’s method.
Kalyan Barman +2 more
doaj +1 more source
On the Duality of Regular and Local Functions
Mathematics, 2017 In this paper, we relate Poisson’s summation formula to Heisenberg’s uncertainty principle. They both express Fourier dualities within the space of tempered distributions and these dualities are also inverse of each other.
Jens V. Fischer
doaj +1 more source
A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models
Frontiers in Applied Mathematics and Statistics, 2016 This paper considers the American option pricing problem under the stochastic volatility models. In particular, we introduce the GARCH model with two heavy-tailed distributions: classical tempered stable (CTS) and normal tempered stable (NTS ...
Xiang eShi +2 more
doaj +1 more source
An Integrated NLP-ML Framework for Property Prediction and Design of Steels. [PDF]
Adv Sci (Weinh)This study presents a data‐driven framework that uses language‐processing techniques to interpret steel processing descriptions and machine‐learning models to predict mechanical properties. By organising complex process histories into meaningful groups and enabling rapid property forecasts, the work supports faster, more informed steel design through ...
Devraju K +5 more
europepmc +2 more sources
FEBS Open Bio, EarlyView.TisIBP8, a fungal‐derived hyperactive ice‐binding protein, helps Caenorhabditis elegans survive dehydration. It localizes near cell membranes, reduces cell damage, and helps maintain membrane structure during drying. These results suggest that ice‐binding proteins can protect cells from dehydration stress as well as freezing stress.
Daiki Shimose +9 more
wiley +1 more source