Numerical solution of nonlinear Volterra-Fredholm integral equations of the first kind using alternative Legendre polynomials [PDF]
, 2021 Sohrab Bazm, Alireza Hosseini
openalex +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
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
Inverse problem for nonlinear partial differential equation with high order pseudoparabolic operator
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2012 We consider the questions of generalized solvability of inverse problem for nonlinear partial differential equations with high order pseudoparabolic operator by method of separation of variables.
T. K. Yuldashev
doaj +3 more sources
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
On goodness‐of‐fit testing for self‐exciting point processes
Scandinavian Journal of Statistics, EarlyView.Abstract Despite the wide usage of parametric point processes in theory and applications, a sound goodness‐of‐fit procedure to test whether a given parametric model is appropriate for data coming from a self‐exciting point process has been missing in the literature.
José Carlos Fontanesi Kling +1 more
wiley +1 more source
A study on the convergence and error bound of solutions to 2D mixed Volterra–Fredholm integral and integro-differential equations via high-order collocation method [PDF]
Iranian Journal of Numerical Analysis and OptimizationThe integral equation is transformed into systems of algebraic equations using standard collocation points, and then the algebraic equations are solved using matrix inversion.
A.A. Shalangwa, M.R. Odekunle, S.O. Adee
doaj +1 more source
An Inverse Source Technique as a Preliminary Tool to Localize Persons in Indoor Spaces
Mathematical Methods in the Applied Sciences, Volume 49, Issue 1, Page 304-320, 15 January 2026.ABSTRACT This paper considers an inverse heat source localization problem with applications to indoor person localization from temperature measurements. In particular, this inverse problem consists in the reconstruction of the intensity and position of heat sources from observed temperature data.
Simonetta Boria +5 more
wiley +1 more source
Chebyshev polynomials to Volterra-Fredholm integral equations of the first kind
REMATNumerous methods have been studied and discussed for solving ill-posed Volterra integral equations and ill-posed Fredholm integral equations, but rarely for both simultaneously.
Mohamed Nasseh Nadir, Adel Jawahdou
doaj +1 more source
Applications of Normal S-Iterative Method to a Nonlinear Integral Equation
The Scientific World Journal, 2014 It has been shown that a normal S-iterative method converges to the solution of a mixed type Volterra-Fredholm functional nonlinear integral equation. Furthermore, a data dependence result for the solution of this integral equation has been proven.
Faik Gürsoy
doaj +1 more source