Results 161 to 170 of about 90,668 (272)

A hybrid computational framework for fractional cancer diffusion models in uncertain settings. [PDF]

Sci Rep
Qayyum M, Nayab S, Khan O, Hassani MK, Akgül A.   +4 more
europepmc   +1 more source

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

Frictional Heating During Sliding of Two Layers Made of Different Materials. [PDF]

Materials (Basel)
Topczewska K, Yevtushenko A, Zamojski P.
europepmc   +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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Fuzzy and fractional analysis of cancer tumor dynamics with depression effects on chemotherapy. [PDF]

Sci Rep
Qayyum M, Nayab S, Khan O, Al Zubaidi A, Saeed ST, Merga FE.   +5 more
europepmc   +1 more source

Perpetual Futures Pricing

Mathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer, Julien Hugonnier, Urban Jermann   +2 more
wiley   +1 more source

Applications of the Mittag-Leffler law to linear kinetic models & diffusion equations. [PDF]

Sci Rep
Monyayi VT, Doungmo Goufo EF, Tchangou Toudjeu I.   +2 more
europepmc   +1 more source

Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model

Metroeconomica, EarlyView.
ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley   +1 more source

The Variance-Gamma Product Distribution. [PDF]

Results Math
Gaunt RE, Li S, Sutcliffe HL.
europepmc   +1 more source

Restoring off‐highway vehicle trails in flood‐prone and riparian forests using balsam poplar cuttings

Restoration Ecology, EarlyView.
Abstract Introduction Recreational off‐highway vehicle (OHV) use can cause significant disturbance to natural areas. The use of local balsam poplar (Populus balsamifera L.) cuttings may be a solution to supply native plant material for the restoration of flood‐prone and riparian environments.
Raiany Dias de Andrade Silva, Anne C. S. McIntosh, S. Ellen Macdonald, Kerri Widenmaier   +3 more
wiley   +1 more source