Results 41 to 50 of about 11,267 (231)

Convergence and data dependence results of the nonlinear Volterra integral equation by the Picard's three step iteration

open access: yesAIMS Mathematics
Picard's three step iteration algorithm was one of the iteration algorithms that was recently shown to be faster than some other iterative algorithms in the existing literature.
Lale Cona
doaj   +1 more source

Boundedness and Asymptotic Stability for the Solution of Homogeneous Volterra Discrete Equations

open access: yesDiscrete Dynamics in Nature and Society, 2018
We consider homogeneous linear Volterra Discrete Equations and we study the asymptotic behaviour of their solutions under hypothesis on the sign of the coefficients and of the first- and second-order differences.
E. Messina, A. Vecchio
doaj   +1 more source

Solving Bigeometric Volterra Integral Equations by Using Successive Approximations Method

open access: yesSakarya Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 2021
In this study, the successive approximations method has been applied to investigate the solution for the linear bigeometric Volterra integral equations of the second kind in the sense of bigeometric calculus. The conditions to be taken into consideration
Nihan Güngör
doaj   +1 more source

Measure‐valued processes for energy markets

open access: yesMathematical 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

A Pontryagin maximum principle for terminal state-constrained optimal control problems of Volterra integral equations with singular kernels

open access: yesAIMS Mathematics, 2023
We consider the terminal state-constrained optimal control problem for Volterra integral equations with singular kernels. A singular kernel introduces abnormal behavior of the state trajectory with respect to the parameter of $ \alpha \in (0, 1) $.
Jun Moon
doaj   +1 more source

Optimal Liquidation With Signals: The General Propagator Case

open access: yesMathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal liquidation problems where the agent's transactions create transient price impact driven by a Volterra‐type propagator along with temporary price impact. We formulate these problems as maximization of a revenue‐risk functionals, where the agent also exploits available information on a progressively measurable ...
Eduardo Abi Jaber, Eyal Neuman
wiley   +1 more source

Numerical Study of Two-Dimensional Volterra Integral Equations by RDTM and Comparison with DTM

open access: yesAbstract and Applied Analysis, 2013
The two-dimensional Volterra integral equations are solved using more recent semianalytic method, the reduced differential transform method (the so-called RDTM), and compared with the differential transform method (DTM).
Reza Abazari, Adem Kılıçman
doaj   +1 more source

Solutions of a quadratic Volterra–Stieltjes integral equation in the class of functions converging at infinity

open access: yesElectronic Journal of Qualitative Theory of Differential Equations, 2018
The paper deals with the study of the existence of solutions of a quadratic integral equation of Volterra–Stieltjes type. We are looking for solutions in the class of real functions continuous and bounded on the real half-axis $\mathbb{R}_+$ and ...
Jozef Banas, Agnieszka Dubiel
doaj   +1 more source

Model pluralism for logic

open access: yesNoûs, 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

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