Results 71 to 80 of about 3,185,169 (199)

Medial Axis Aware Learning of Signed Distance Functions

Computer Graphics Forum, EarlyView.
Abstract We propose a novel variational method to compute a highly accurate global signed distance function (SDF) to a given point cloud. To this end, the jump set of the gradient of the SDF, which coincides with the medial axis of the surface, is explicitly taken into account through a higher‐order variational formulation that enforces linear growth ...
Samuel Weidemaier, Christoph Norden‐Smoch, Martin Rumpf   +2 more
wiley   +1 more source

Cauchy problem for hyperbolic equations of third order with variable exponent of nonlinearity

Karpatsʹkì Matematičnì Publìkacìï, 2020
We investigate weak solutions of the Cauchy problem for the third order hyperbolic equations with variable exponent of the nonlinearity. The problem is considered in some classes of functions namely in Lebesgue spaces with variable exponents.
O.M. Buhrii, O.T. Kholyavka, P.Ya. Pukach, M.I. Vovk   +3 more
doaj   +1 more source

On Spatial Point Processes With Composition‐Valued Marks

International Statistical Review, EarlyView.
Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt, Mari Myllymäki, Sonja Greven   +2 more
wiley   +1 more source

Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley   +1 more source

Detecting Multiple Change Points in Linear Models With Heteroscedasticity

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth, Gregory Rice, Yuqian Zhao   +2 more
wiley   +1 more source

On variable exponent Lebesgue spaces of entire analytic functions [PDF]

, 2012
In this article we introduce the variable Lebesgue spaces of entire analytic functions Lp({dot operator})K. A maximal inequality of Jawerth is generalized to our context and inequalities of Plancherel-Polya-Nikol'skij type are obtained.
Talavera Usano, César Félix, Motos, Joaquín, Motos Izquierdo, Joaquín, Talavera, César F., Joaquín Motos, César F. Talavera, Planells, María Jesús, María Jesús Planells, Planells Gilabert, María Jesús   +8 more
core   +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

On approximation properties of functions by means of Fourier and Faber series in weighted Lebesgue spaces with variable exponent [PDF]

Mathematica Moravica, 2023
In this paper the approximation of functions by linear means of Fourier series in weighted variable exponent Lebesgue spaces was studied. This result was applied to the approximation of the functions by linear means of Faber series in Smirnov classes ...
Jafarov Sadulla Z.
doaj  

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

Remarks on variable Lebesgue spaces and fractional Navier-Stokes equations [PDF]

ESAIM: Proceedings and Surveys
In this work we study the 3D Navier-Stokes equations, under the action of an external force and with the fractional Laplacian operator (−Δ)α in the diffusion term, from the point of view of variable Lebesgue spaces.
Vergara-Hermosilla Gastón
doaj   +1 more source