Results 51 to 60 of about 2,297,756 (205)

A Reduction Algorithm for Volterra Integral Equations

The PUMP Journal of Undergraduate Research, 2023
An integral equation is a way to encapsulate the relationships between a function and its integrals. We develop a systematic way of describing Volterra integral equations – specifically an algorithm that reduces any separable Volterra integral equation into an equivalent one in operator-linear form, i.e., one that only contains iterated integrals. This
Richard Gustavson, Sarah Rosen
openaire   +3 more sources

Insights for conservation from the Ecological Knowledge Games project

Conservation Biology, EarlyView.
Abstract Environmental conservation research requires robust methods for collecting large‐scale behavioral data and engaging diverse stakeholders in decision‐making processes. We (Y.P., A.B.D., and N.B.) created EcoKnowGames (Ecological Knowledge Games), a transdisciplinary project that develops knowledge games for conservation science and data ...
Yuan Pan, A. Bradley Duthie, Isabel Jones, Daksha Patel, Nils Bunnefeld   +4 more
wiley   +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

Solvability of Some Integral Equations in Banach Space and Their Applications to the Theory of Viscoelasticity

Abstract and Applied Analysis, 2012
An integral equation of Volterra type with additional compact operator in Banach space is considered. A special case is an integral equation of contact problem that arises in theory of viscoelasticity of mixed Fredholm and Volterra type with spectral ...
Onur Alp İlhan
doaj   +1 more source

Existence of solutions for a class of nonlinear Volterra integro-dynamic equations on time scales [PDF]

Arab Journal of Mathematical Sciences
PurposeThis paper encompasses recent developments on a class of nonlinear Volterra integro-dynamic equations on arbitrary time scales. More precisely, we provide some conditions under which the considered equations have at least one, at least two and at ...
Svetlin Georgiev, Youssef N. Raffoul
doaj   +1 more source

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
openaire   +2 more sources

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

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
doaj   +1 more source

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, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source

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
doaj   +1 more source