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We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…
Variational and divergence symmetries are studied in this paper for the whole class of linear and nonlinear equations of maximal symmetry, and the associated first integrals are given in explicit form. All the main results obtained are…
Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…
Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…
The equations for the critical points of the action functional defined by a Lagrangian depending on higher-order derivatives of admissible curves on a Lie algebroid are found. The relation with Euler-Poincar\'e and Lagrange Poincar\'e type…
We use orthogonality measures of Askey--Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey--Wilson polynomials are orthogonal martingale polynomials for these processes.
Coupled wave equations are popular tool for investigating longitudinal dynamical effects in semiconductor lasers, for example, sensitivity to delayed optical feedback. We study a model that consists of a hyperbolic linear system of partial…
In an earlier paper (Class. Quantum Grav. 19 (2002) p.259) the author wrote the homothetic equations for vacuum solutions in a first order formalism allowing for arbitrary alignment of the dyad. This paper generalises that method to…
The second-order differential equation describes harmonic oscillators, as well as currents in LCR circuits. This allows us to study oscillator systems by constructing electronic circuits. Likewise, one set of closed commutation relations…
This article handles in a short manner a few Laplace transform pairs and some extensions to the basic equations are developed. They can be applied to a wide variety of functions in order to find the Laplace transform or its inverse when…
We establish Schauder estimates for both divergence and non-divergence form second-order elliptic and parabolic equations involving H\"older semi-norms not with respect to all, but only with respect to some of the independent variables.
Symmetries in the Lagrangian formalism of arbitrary order are analysed with the help of the so-called Anderson-Duchamp-Krupka equations. For the case of second order equations and a scalar field we establish a polynomial structure in the…
We show that with a few modifications the Adomian's method for solving second order differential equations can be used to obtain the known results of the special functions of mathematical physics. The modifications are necessary in order to…
An extension of the Ising spin configurations to continuous functions is used for an exact representation of the Random Field Ising Model's order parameter in terms of disagreement percolation. This facilitates an extension of the recent…
In this study, explicit differential equations representing commutative pairs of some well-known second-order linear time-varying systems have been derived. The commutativity of these systems are investigated by considering 30 second-order…
We apply general difference calculus in order to obtain solutions to the functional equations of the second order. We show that factorization method can be successfully applied to the functional case. This method is equivariant under the…
A theorem that constructs a path integral solution for general second order partial differential equations is specialized to obtain path integrals that are solutions of elliptic, parabolic, and hyperbolic linear second order partial…
In this note we prove some new results about the application of Wright functions of the first kind to solve fractional differential equations with variable coefficients. Then, we consider some applications of these results in order to…
This paper provides a closed form expression for the pairwise score vector for the multivariate ordered probit model. This result has several implications in likelihood-based inference. It is indeed used both to speed-up gradient based…
This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…