Results 61 to 70 of about 4,656 (229)
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 +4 more
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Entomologia Experimentalis et Applicata, EarlyView.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
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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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
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A novel approach to nonlinear fractional volterra integral equations
Acta PolytechnicaNonlinear Fractional Volterra integral equations (FVIEs) of the first kind present challenges due to their intricate nature, combining fractional calculus and integral equations.
Mohammed Abdulshareef Hussein +1 more
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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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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
wiley +1 more source
Journal of Inequalities and Applications, 2017 In this paper, we establish some new retarded nonlinear Volterra-Fredholm type integral inequalities with maxima in two independent variables, and we present the applications to research the boundedness of solutions to retarded nonlinear Volterra ...
Run Xu, Xiangting Ma
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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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