Results 71 to 80 of about 14,631 (194)
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
Advances in Nonlinear Analysis, 2018 In this paper, we prove the gradient estimate for renormalized solutions to quasilinear elliptic equations with measure data on variable exponent Lebesgue spaces with BMO coefficients in a Reifenberg flat domain.
Bui The Anh
doaj +1 more source
Boundedness for commutators of fractional integrals on Herz-Morrey spaces with variable exponent
, 2013 In this paper, some boundedness for commutators of fractional integrals are obtained on Herz-Morrey spaces with variable exponent applying some properties of varible exponent and $\BMO$ function.Comment: In 2013, it is accepted by Kyoto Journal of ...
Wu, Jianglong
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Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, EarlyView.ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
wiley +1 more source
On MAP Estimates and Source Conditions for Drift Identification in SDEs
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT We consider the inverse problem of identifying the drift in an stochastic differential equation (SDE) from n$n$ observations of its solution at M+1$M+1$ distinct time points. We derive a corresponding maximum a posteriori (MAP) estimate, we prove differentiability properties as well as a so‐called tangential cone condition for the forward ...
Daniel Tenbrinck +3 more
wiley +1 more source
Algebras of singular integral operators with piecewise continuous coefficients on weighted Nakano spaces [PDF]
, 2006 We find Fredholm criteria and a formula for the index of an arbitrary operator in the Banach algebra of singular integral operators with piecewise continuous coefficients on Nakano spaces (generalized Lebesgue spaces with variable exponent) with ...
Karlovich, Alexei Yu.
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JOHN-NIRENBERG INEQUALITIES ON LEBESGUE SPACES WITH VARIABLE EXPONENTS
Taiwanese Journal of Mathematics, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
International Journal of Robust and Nonlinear Control, Volume 36, Issue 9, Page 4957-4970, June 2026.ABSTRACT Data‐based learning of system dynamics allows model‐based control approaches to be applied to systems with partially unknown dynamics. Gaussian process regression is a preferred approach that outputs not only the learned system model but also the variance of the model, which can be seen as a measure of uncertainty.
Daniel Landgraf +2 more
wiley +1 more source
Nonlinear parabolic problems with variable exponent and L1-data
Electronic Journal of Differential Equations, 2017 In this article, we prove the existence and uniqueness of entropy solutions to nonlinear parabolic equation with variable exponent and $L^{1}-$data. The functional setting involves Lebesgue and Sobolev spaces with variable exponent.
Stanislas Ouaro, Arouna Ouedraogo
doaj
Abstract and Applied Analysis, 2014 One-weight inequalities with general weights for Riemann-Liouville transform and n-dimensional fractional integral operator in variable exponent Lebesgue spaces defined on Rn are investigated.
Muhammad Sarwar +2 more
doaj +1 more source