Results 41 to 50 of about 23,350 (203)
Predation methods vary widely in their ability to quantify biological control. Estimating predation rates (the number of prey killed per predator per time unit) is crucial. Combining predation rates with predator abundance yields real‐time field estimates of pests consumed.
Yann Tricault +4 more
wiley +1 more source
Exponential Convergence for Numerical Solution of Integral Equations Using Radial Basis Functions
We solve some different type of Urysohn integral equations by using the radial basis functions. These types include the linear and nonlinear Fredholm, Volterra, and mixed Volterra-Fredholm integral equations.
Zakieh Avazzadeh +3 more
doaj +1 more source
Zero-sum linear quadratic stochastic integral games and BSVIEs [PDF]
This paper formulates and studies a linear quadratic (LQ for short) game problem governed by linear stochastic Volterra integral equation. Sufficient and necessary condition of the existence of saddle points for this problem are derived. As a consequence
Shi, Yufeng, Wang, Tianxiao
core
Measure‐valued processes for energy markets
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
Convergence of a collocation scheme for a retarded potential integral equation [PDF]
Time domain boundary integral formulations of transient scattering problems involve retarded potential integral equations (RPIEs). Solving such equations numerically is both complicated and computationally intensive, and numerical methods often prove to ...
Duncan, D.B.
core
Variational Quantum Electrodynamics
A variational method is discussed, based on the principle of minimal variance. The method seems to be suited for gauge interacting fermions, and the simple case of quantum electrodynamics is discussed in detail. The issue of renormalization is addressed,
Siringo, Fabio
core +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
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
wiley +1 more source
ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
wiley +1 more source
Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models
ABSTRACT This paper proposes a moving sum methodology for detecting multiple change points in high‐dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We establish the asymptotic null distribution of the proposed test for family‐wise error control and show the
Matteo Barigozzi +2 more
wiley +1 more source
Eco‐Epidemiological Mathematical Model Analysis With Time Delays and Hopf Bifurcation
ABSTRACT Ecological and infection predator prey mathematical model is important tool for understanding complex systems and forecasting outcomes biologically. Incorporating saturation mass action incidence rates representing the rate of susceptible prey infection as a function of time along with time delay terms, makes more realistic and reflective of ...
Solomon Molla Alemu +2 more
wiley +1 more source

