Homogenization of linear parabolic equations with three spatial and three temporal scales for certain matchings between the microscopic scales [PDF]
Mathematica Bohemica, 2021 In this paper we establish compactness results of multiscale and very weak multiscale type for sequences bounded in $L^2(0,T;H_0^1(\Omega))$, fulfilling a certain condition. We apply the results in the homogenization of the parabolic partial differential
Tatiana Danielsson, Pernilla Johnsen
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Convergence Through a Weak Consistency Model
CLEI Electronic Journal, 2018 Given a distributed system with several shared objects and many processes concurrently updating and reading them, it is convenient that the system achieves convergence on the value of these objects.
Francisco J. Torres-Rojas +1 more
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Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process [PDF]
Opuscula Mathematica, 2015 We adapt the general conditions of the weak convergence for the sequence of processes with discrete time to the diffusion process towards the weak convergence for the discrete-time models of a financial market to the continuous-time diffusion model ...
Yuliya Mishura
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Approximation methods for hybrid diffusion systems with state-dependent switching processes : numerical algorithms and existence and uniqueness of solutions [PDF]
, 2010 By focusing on hybrid diffusions in which continuous dynamics and discrete events coexist, this work is concerned with approximation of solutions for hybrid stochastic differential equations with a state-dependent switching process.
Cao, Dingzhou +3 more
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Generalized Difference Lacunary Weak Convergence of Sequences [PDF]
Sahand Communications in Mathematical AnalysisIn this paper, we introduce the concept of generalized difference lacunary weak convergence of sequences. Using the concept of difference operator, we have introduced some new classes of sequences. We investigated several of its algebraic and topological
Bibhajyoti Tamuli, Binod Tripathy
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La hipótesis de convergencia en México: un enfoque de sigma-convergencia débil
Revista Mexicana de Economía y Finanzas Nueva Época REMEF, 2021 The Convergence Hypothesis in Mexico: A Weak Sigma-Convergence Approach We analyze the convergence hypothesis in Mexico with the relatively novel test of -weak convergence, proposed by Kong, Phillips and Sul (2019), in the period 1940-2019 and in two ...
Domingo Rodríguez Benavides +2 more
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DO PRICES CONVERGE AMONG INDONESIAN CITIES? AN EMPIRICAL ANALYSIS
Buletin Ekonomi Moneter dan Perbankan, 2019 We investigate consumer price convergence for 82 Indonesian cities using monthly data from 2014 to 2019. To do so, we employ recent techniques of club convergence and weak sigma convergence.
Bhushan Praveen Jangam +1 more
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Continuity of utility maximization under weak convergence [PDF]
Mathematics and Financial Economics, 2018 In this paper we find tight sufficient conditions for the continuity of the value of the utility maximization problem from terminal wealth with respect to the convergence in distribution of the underlying processes.
Erhan Bayraktar, Y. Dolinsky, Jia Guo
semanticscholar +1 more source
Weak convergence of CD kernels and applications [PDF]
, 2007 We prove a general result on equality of the weak limits of the zero counting measure, $d\nu_n$, of orthogonal polynomials (defined by a measure $d\mu$) and $\frac{1}{n} K_n(x,x) d\mu(x)$.
Simon, Barry
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A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results [PDF]
, 2017 The consistency of a bootstrap or resampling scheme is classically validated by weak convergence of conditional laws. However, when working with stochastic processes in the space of bounded functions and their weak convergence in the Hoffmann–Jørgensen ...
Axel Bücher, I. Kojadinovic
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