Results 41 to 50 of about 1,498 (180)
A Volterra equation with square integrable solution [PDF]
Proceedings of the American Mathematical Society, 1980 We study the asymptotic behavior of the solutions of the nonlinear Volterra integrodifferential equation \[ x ′
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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 +2 more
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On Some Classes of Linear Volterra Integral Equations
Abstract and Applied Analysis, 2014 The sufficient conditions are obtained for the existence and uniqueness of continuous solution to the linear nonclassical Volterra equation that appears in the integral models of developing systems.
Anatoly S. Apartsyn
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The Optimal Mean–Variance Selling Problem With Finite Horizon
Mathematical Finance, EarlyView.ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson +2 more
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MODIFIED QUASI SIMPS0N 'S 3/8 RULE FOR SOLVING SYSTEM OF INTEGRAL EQUATION OF THE SECOND KIND LINEAR [PDF]
مجلة جامعة الانبار للعلوم الصرفة, 2012 Actually, it is possible to solve systems of integral equation by using many approaches. However, in this study, the modified quasi Simpson's 3/8 rule used to find the numerical solution of a system of linear Volterra integral equations of the second ...
Mohammed Yosuf Turki
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On an asymptotic property of a Volterra integral equation [PDF]
Proceedings of the American Mathematical Society, 1971 It is proved that if q ( t −
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Spike Variations for Stochastic Volterra Integral Equations
SIAM Journal on Control and Optimization, 2023 41 ...
Tianxiao Wang, Jiongmin Yong
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Glia, Volume 74, Issue 9, September 2026.One‐step protocol enabling direct differentiation of human iPSCs into functional astrocytes within 5 weeks. Validated in > 60 lines across 10 labs. iPSC‐astrocytes support robust neuronal network development in co‐culture. ABSTRACT Astrocytes play a pivotal role in neuronal network development.
Imke M. E. Schuurmans +39 more
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Mixed type of Fredholm-Volterra integral equation
Le Matematiche, 2005 In this paper, under certain conditions, the solution of mixed type of Fredholm-Volterra integral equation is discussed and obtained in the space L_2 (−1, 1) × C[0, T ], T < ∞.
M. A. Abdou, G. M. Abd Al-Kader
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Volterra integral equations: the singular case
Hokkaido Mathematical Journal, 2003 The authors are concerned with the investigation of singular Volterra integral equations of the form \[ y(t)= \int^t_0 k(t, s) f(s,y(s))\,ds,\quad t\in [0,T]. \] The singularity feature appears in the nonlinearity \(f(t,y)\), which may admit a nonregular behavior at \(y= 0\).
AGARWAL, Ravi P., O'REGAN, Donal
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