Results 211 to 220 of about 81,140 (282)
Shannon Entropy Computations in Navier-Stokes Flow Problems Using the Stochastic Finite Volume Method. [PDF]
Entropy (Basel)Kamiński M, Ossowski RL.
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Vanishing of the first $(σ,τ)$-cohomology group of triangular Banach algebras
, 2005 Maryam Khosravi +2 more
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Spatial and spatiotemporal volatility models: A review
Journal of Economic Surveys, Volume 39, Issue 3, Page 1037-1091, July 2025.Abstract Spatial and spatiotemporal volatility models are a class of models designed to capture spatial dependence in the volatility of spatial and spatiotemporal data. Spatial dependence in the volatility may arise due to spatial spillovers among locations; that is, in the case of positive spatial dependence, if two locations are in close proximity ...
Philipp Otto +4 more
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Multipliers on bi-parameter Haar system Hardy spaces. [PDF]
Math AnnLechner R +3 more
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Mixed orthogonality graphs for continuous‐time state space models and orthogonal projections
Journal of Time Series Analysis, Volume 46, Issue 4, Page 692-726, July 2025.In this article, we derive (local) orthogonality graphs for the popular continuous‐time state space models, including in particular multivariate continuous‐time ARMA (MCARMA) processes. In these (local) orthogonality graphs, vertices represent the components of the process, directed edges between the vertices indicate causal influences and undirected ...
Vicky Fasen‐Hartmann, Lea Schenk
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A note on Johansen's rank conditions and the Jordan form of a matrix
Journal of Time Series Analysis, Volume 46, Issue 4, Page 796-805, July 2025.This note presents insights on the Jordan structure of a matrix which are derived from an extension of the I(1) and I(2) conditions in Johansen (1996). It is first observed that these conditions not only characterize, as it is well known, the size (1 or 2) of the largest Jordan block in the Jordan form of the companion matrix but more generally the ...
Massimo Franchi
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Polar Coordinates for the 3/2 Stochastic Volatility Model
Mathematical Finance, Volume 35, Issue 3, Page 708-723, July 2025.ABSTRACT The 3/2 stochastic volatility model is a continuous positive process s with a correlated infinitesimal variance process ν$\nu $. The exact definition is provided in the Introduction immediately below. By inspecting the geometry associated with this model, we discover an explicit smooth map ψ$ \psi $ from (R+)2$({\mathbb{R}}^+)^2 $ to the ...
Paul Nekoranik
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Continuity of HYM connections with respect to metric variations
Journal of the London Mathematical Society, Volume 112, Issue 1, July 2025.Abstract We investigate the set of (real Dolbeault classes of) balanced metrics Θ$\Theta$ on a balanced manifold X$X$ with respect to which a torsion‐free coherent sheaf E$\mathcal {E}$ on X$X$ is slope stable. We prove that the set of all such [Θ]∈Hn−1,n−1(X,R)$[\Theta] \in H^{n - 1,n - 1}(X,\mathbb {R})$ is an open convex cone locally defined by a ...
Rémi Delloque
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Equivariant geometry of singular cubic threefolds, II
Journal of the London Mathematical Society, Volume 112, Issue 1, July 2025.Abstract We study linearizability of actions of finite groups on cubic threefolds with nonnodal isolated singularities.
Ivan Cheltsov +3 more
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Triangular Bases in Quantum Cluster Algebras [PDF]
, 2012 Arkady Berenstein, Andrei Zelevinsky
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