Related papers: Time-dependent Heston model
Longitudinal data are important in numerous fields, such as healthcare, sociology and seismology, but real-world datasets present notable challenges for practitioners because they can be high-dimensional, contain structured missingness…
We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…
Based on our previous study [IS3] on the stationary scattering theory for the Schrodinger operator on a manifold possessing an escape function we complete our investigation by doing the time-dependent counterpart. A particular class of…
Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…
We prove an existence result for the time-dependent generalized Nash equilibrium problem under generalized convexity using a fixed point theorem. Furthermore, an application to the dynamic abstract economy is considered.
In this paper, we discuss the generalizations of exact supersymmetries present in the supersymmetrized sigma models. These generalizations are made by making the supersymmetric transformation parameter field-dependent. Remarkably, the…
We present a new method to describe the kinetics of driven lattice gases with particle-particle interactions beyond hard-core exclusions. The method is based on the time-dependent density functional theory for lattice systems and allows one…
Explicit expressions for one point moments corresponding to stochastic Verhulst model driven by Markovian coloured dichotomous noise are presented. It is shown that the moments are the given functions of a decreasing exponent. The…
In this paper, we introduce a new class of confluent hypergeometric functions of many variables, study their properties, and determine a system of partial differential equations that this function satisfies. It turns out that all the…
Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…
The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…
The aim of this paper is to establish the $H^1$ global well-posedness for Kirchhoff systems. The new approach to the construction of solutions is based on the asymptotic integrations for strictly hyperbolic systems with time-dependent…
We provide exact analytical solutions for a two dimensional explicitly time-dependent non-Hermitian quantum system. While the time-independent variant of the model studied is in the broken PT-symmetric phase for the entire range of the…
Designing effective models for learning time series representations is foundational for time series analysis. Many previous works have explored time series representation modeling approaches and have made progress in this area. Despite…
We present a unified framework for the analysis of space-time methods based on Galerkin-type time discretizations for parabolic and hyperbolic problems. Crucially, the stability analysis relies on a suitable choice of test functions to…
Contact geometry allows to describe some thermodynamic and dissipative systems. In this paper we introduce a new geometric structure in order to describe time-dependent contact systems: cocontact manifolds. Within this setting we develop…
Generalized linear models (GLMs) have been used quite effectively in the modeling of a mean response under nonstandard conditions, where discrete as well as continuous data distributions can be accommodated. The choice of design for a GLM…
We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…
We consider the model equation arising in the theory of viscoelasticity $$\partial_{tt} u-h_t(0)\Delta u -\int_{0}^\infty h_t'(s)\Delta u(t-s)d s+ f(u) = g.$$ Here, the main feature is that the memory kernel $h_t(\cdot)$ depends on time,…
We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…