Results 61 to 70 of about 59,515 (231)
Abstract and Applied Analysis, 2014 The purpose of this paper is introduce several types of Levitin-Polyak well-posedness for bilevel vector equilibrium and optimization problems with equilibrium constraints.
Phan Quoc Khanh +2 more
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On the Well-posedness of Bayesian Inverse Problems [PDF]
SIAM/ASA Journal on Uncertainty Quantification, 2020 30 pages, 7 ...
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UNCONDITIONAL WELL-POSEDNESS FOR WAVE MAPS [PDF]
Journal of Hyperbolic Differential Equations, 2012 We prove a uniqueness theorem for solutions to the wave map equation in the natural class, namely (u, ∂tu) ∈ C([0, T); Ḣd/2) × C1([0, T); Ḣd/2-1) in dimension d ≥ 4. This is achieved by estimating the difference of two solutions at a lower regularity level. In order to reduce to the Coulomb gauge, one has to localize the gauge change in suitable cones,
Nader Masmoudi +2 more
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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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Well-posedness for the fifth order KdV equation [PDF]
, 2011 In this paper, we establish the well-posedness for the Cauchy problem of the fifth order KdV equation with low regularity data. The nonlinear term has more derivatives than can be recovered by the smoothing effect, which implies that the iteration ...
Kato, Takamori
core
Systemic Robustness: A Mean‐Field Particle System Approach
Mathematical Finance, EarlyView.ABSTRACT This paper is concerned with the problem of capital provision in a large particle system modeled by stochastic differential equations involving hitting times, which arises from considerations of systemic risk in a financial network. Motivated by Tang and Tsai, we focus on the number or proportion of surviving entities that never default to ...
Erhan Bayraktar +3 more
wiley +1 more source
Well-posedness of stochastic modified Kawahara equation
Advances in Difference Equations, 2020 In this paper we consider the Cauchy problem for the stochastic modified Kawahara equation, which is a fifth-order shallow water wave equation. We prove local well-posedness for data in Hs(R) $H^{s}(\mathbb{R})$, s≥−1/4 $s\geq -1/4$. Moreover, we get the
P. Agarwal, Abd-Allah Hyder, M. Zakarya
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Well-posedness for a nonsmooth acoustic system
Applied Mathematics Letters, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Harvey Thomas Banks, Julie K. Raye
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Debiasing piecewise deterministic Markov process samplers using couplings
Scandinavian Journal of Statistics, EarlyView.Abstract Monte Carlo methods—such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers—provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in alternatives to this asymptotic regime, in particular in constructing estimators that are exact in the limit of ...
Adrien Corenflos +2 more
wiley +1 more source
Well-Posedness by Perturbations of Generalized Mixed Variational Inequalities in Banach Spaces
Journal of Applied Mathematics, 2012 We consider an extension of the notion of well-posedness by perturbations, introduced by Zolezzi (1995, 1996) for a minimization problem, to a class of generalized mixed variational inequalities in Banach spaces, which includes as a special case the ...
Lu-Chuan Ceng, Ching-Feng Wen
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