Results 111 to 120 of about 3,130,595 (306)
Asymptotic solutions of forced nonlinear second order differential equations and their extensions
, 2007 Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear differential equations on
Mingarelli, Angelo B. +1 more
core +3 more sources
A note on the qualitative analysis of Volterra integro-differential equations
Journal of Taibah University for Science, 2019 The aim of paper is to analyse some qualitative properties of solutions of nonlinear Volterra integro-differential equations (VIDDEs) with constant delay and Volterra integro-differential equations (VIDEs) without delay by means of the Razumikhin method.
C. Tunç, O. Tunç
semanticscholar +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 +3 more
wiley +1 more source
Известия Иркутского государственного университета: Серия "Математика", 2016 The regularization method of linear integral Volterra equations of the first kind is considered. The method is based on the perturbation theory. In order to derive the estimates of approximate solutions and regularizing operator norms we use the Banach ...
I. Muftahov, D. Sidorov, N. Sidorov
doaj
On a nonlinear Volterra integral equation
Journal of Differential Equations, 1973 Also note the comments. made on (1.1) in [2]. More recently Eq. (1.1) has been analyzed in [I and 31 under hypotheses related to those of Theorem I. Comparing the present result with the results of [3] we observe the following. In addition to the full hypothesis of Theorem 1 above, certain smoothness conditions were imposed on a(t) and f(i) in [3 ...
openaire +2 more sources
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
Mathematical Finance, EarlyView.ABSTRACT In this article, we show how to analyze the covariation of bond prices nonparametrically and robustly, staying consistent with a general no‐arbitrage setting. This is, in particular, motivated by the problem of identifying the number of statistically relevant factors in the bond market under minimal conditions.
Dennis Schroers
wiley +1 more source
Alexandria Engineering Journal, 2013 A numerical method based on an NM-set of general, hybrid of block-pulse function and Taylor series (HBT), is proposed to approximate the solution of nonlinear Volterra–Fredholm integral equations. The properties of HBT are first presented.
Farshid Mirzaee, Ali Akbar Hoseini
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Smoothness of solutions of Volterra integral equations with weakly singular kernels [PDF]
Solution smoothness of Volterra integral equations with weakly singular ...
Feldstein, A., Miller, R. K.
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Noûs, EarlyView.Abstract It is well‐recognized in the sciences that a multitude of nonequivalent models are used by researchers to fulfill a range of goals, even for the same target system, a result known broadly as model pluralism. The possibility of the same form of pluralism occurring in logic, however, has not been adequately considered.
Ben Martin
wiley +1 more source
Stability Issues for Selected Stochastic Evolutionary Problems: A Review
Axioms, 2018 We review some recent contributions of the authors regarding the numerical approximation of stochastic problems, mostly based on stochastic differential equations modeling random damped oscillators and stochastic Volterra integral equations.
Angelamaria Cardone +3 more
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