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Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

In this paper we first extend a generalization of Ostrowski type inequality on time scales for functions whose derivatives are bounded and then unify corresponding continuous and discrete versions. We also point out some particular integral…

General Mathematics · Mathematics 2011-04-05 Wenjun Liu , Quoc Anh Ngo , Wenbin Chen

Relations between differential calculi, quantum groups, integrable systems, and q-analysis are studied. Some new Hirota type formulas are established for qKP along with variations on classical Hirota formulas.

Quantum Algebra · Mathematics 2007-05-23 Robert Carroll

This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma…

Portfolio Management · Quantitative Finance 2011-11-08 Yang Li , Traian A Pirvu

We introduce a new class of multiplications of distributions in one dimension merging together two different regularizations of distributions. Some of the features of these multiplications are discussed in a certain detail. We use our…

Mathematical Physics · Physics 2009-04-02 F. Bagarello

The classical relativistic wave equations are presented as partial difference equations in the arena of covariant discrete phase space. These equations are also expressed as difference-differential equations in discrete phase space and…

Mathematical Physics · Physics 2010-07-09 A. Das

Time scales are a model of time, where the continuous and the discrete time cases are considered and merged into the same framework. In this paper some basic definitions of the time scale calculus are presented. Simultaneously, a package in…

Classical Analysis and ODEs · Mathematics 2010-06-07 Artur M. C. Brito da Cruz , Helena Sofia Rodrigues , Delfim F. M. Torres

Some classic second-order sufficient optimality conditions in the calculus of variations are shown to be equivalent, while also introducing a new equivalent second-order condition which is extremely easy to apply: simply integrate a linear…

Optimization and Control · Mathematics 2025-02-25 William W. Hager

A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…

Mathematical Physics · Physics 2013-09-17 Bianca Dittrich , Philipp A Hoehn

Generalized summability results are obtained regarding formal solutions of certain families of linear moment integro-differential equations with time variable coefficients. The main result leans on the knowledge of the behavior of the…

Analysis of PDEs · Mathematics 2021-11-01 Alberto Lastra , Sławomir Michalik , Maria Suwińska

The framework of differential inclusions encompasses modern optimal control and the calculus of variations. Necessary optimality conditions in the literature identify potentially optimal paths, but do not show how to perturb paths to…

Optimization and Control · Mathematics 2012-05-01 C. H. Jeffrey Pang

In quantum theory, observables with a continuous spectrum are known to be fundamentally different from those with a discrete and finite spectrum. While some fundamental tests and applications of quantum mechanics originally formulated for…

Quantum Physics · Physics 2014-05-21 P. Vernaz-Gris , A. Ketterer , A. Keller , S. P. Walborn , T. Coudreau , P. Milman

We solve two continuous extremal problems on the classes of monotone functions: in the first problem we find extremal values for a line integral of a coordinate-wise monotone function of two variables from a rearrange\-ment-invariant class…

Functional Analysis · Mathematics 2026-03-03 Oleg Kovalenko

This note contains a short and simple proof of Wormald's differential equation method (that yields slightly improved approximation guarantees and error probabilities). This powerful method uses differential equations to approximate the…

Combinatorics · Mathematics 2019-06-18 Lutz Warnke

One discovers why the solution of generalized umbral calculus difference nonhomogeneous equation in the form recently proposed by the author extends here now to generalized appellian delta operator and corresponding polynomials case almost…

Combinatorics · Mathematics 2008-02-11 A. K. Kwasniewski

Fractional action-like variational problems have recently gained importance in studying dynamics of nonconservative systems. In this note we address multi-dimensional fractional action-like problems of the calculus of variations.

Mathematical Physics · Physics 2008-05-20 Rami Ahmad El-Nabulsi , Delfim F. M. Torres

In this paper we study isoperimetric problems of the calculus of variations with left and right Riemann-Liouville fractional derivatives. Both situations when the lower bound of the variational integrals coincide and do not coincide with…

Optimization and Control · Mathematics 2012-03-12 Ricardo Almeida , Rui A. C. Ferreira , Delfim F. M. Torres

Fractional calculus represents a natural tool for describing relativistic phenomena in pseudo-Euclidean space-time. In this study, Fractional modified special relativity is presented. We obtain fractional generalized relation for the time…

General Physics · Physics 2011-09-06 Hosein Nasrolahpour

We derive the Helmholtz theorem for Hamiltonian systems defined on time scales in the context of nonshifted calculus of variations which encompass the discrete and continuous case. Precisely, we give a theorem characterizing first order…

Optimization and Control · Mathematics 2015-07-23 Frédéric Pierret

We describe the relation between block Jacobi matrices and minimization problems for discrete time optimal control problems. Using techniques developed for the continuous case, we provide new algorithms to compute spectral invariants of…

Optimization and Control · Mathematics 2022-12-16 Stefano Baranzini , Ivan Beschastnyi
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