相关论文: First-order planar autoregressive model

We study steady solutions to the relativistic Boltzmann equation with hard-sphere interactions in a slab geometry. Under a spatial symmetry assumption in the transverse variables $x_2$ and $x_3$, the problem reduces to a one-dimensional…

In this paper we consider a class of planar autonomous systems having an isolated limit cycle x_0 of smallest period T>0 such that the associated linearized system around it has only one characteristic multiplier with absolute value 1. We…

We propose a procedure to decide between the null hypothesis of (strict) stationarity and the alternative of non-stationarity, in the context of a Random Coefficient AutoRegression (RCAR). The procedure is based on randomising a diagnostic…

In this article, we propose the fractional lower order covariance method (FLOC) for estimating the parameters of vector autoregressive process (VAR) of order $p$, $p\geq 1$ with symmetric stable noise. Further, we show the efficiency,…

Generalizations and extensions of a first order autoregressive model of Lawrance and Lewis (1981) are considered and characterized here.

Conditions for the existence of at least three positive solutions to the nonlinear first-order problem with a nonlinear nonlocal boundary condition given by && y'(t) - p(t)y(t) = \sum_{i=1}^m f_i\big(t,y(t)\big), \quad t\in[0,1], && \lambda…

We consider a class of stationary viscous Hamilton--Jacobi equations as $$ \left\{\begin{array}{l} \la u-{\rm div}(A(x) \nabla u)=H(x,\nabla u)\mbox{in }\Omega, u=0{on}\partial\Omega\end{array} \right. $$ where $\la\geq 0$, $A(x)$ is a…

In this article, we consider inverse problems of determining a source term and a coefficient of a first-order partial differential equation and prove conditional stability estimates with minimum boundary observation data and relaxed…

In a noise driving by a multivariate point process $\mu$ with predictable compensator $\nu$, we prove existence and uniqueness of the reflected backward stochastic differential equation's solution with a lower obstacle…

A class of first order linear impulsive differential equation with continuous and piecewise constant arguments is studied. Sufficient conditions for the oscillation of the solutions are obtained.

The stationary version of the Boussinesq system with a general gravitational acceleration term is considered. Under suitable assumptions on this term, as well as on the external forces acting on each equation of this coupled system, we…

Smooth transition autoregressive models are widely used to capture nonlinearities in univariate and multivariate time series. Existence of stationary solution is typically assumed, implicitly or explicitly. In this paper we describe…

Series of univariate distributions indexed by equally spaced time points are ubiquitous in applications and their analysis constitutes one of the challenges of the emerging field of distributional data analysis. To quantify such…

Consider the higher order parabolic operator $\partial_t+(-\Delta_x)^m$ and the higher order Schr\"{o}dinger operator $i^{-1}\partial_t+(-\Delta_x)^m$ in $X=\{(t,x)\in\mathbb{R}^{1+n};~|t|<A,|x_n|<B\}$, where $m$ and $n$ are any positive…

We show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to stationarity of order $1$),…

We deal with one dimensional $p$-Laplace equation of the form $$ u_t = (|u_x|^{p-2} u_x )_x + f(x,u), \ x\in (0,l), \ t>0, $$ under Dirichlet boundary condition, where $p>2$ and $f\colon [0,l]\times \mathbb{R}\to \mathbb{R}$ is a continuous…

Consider the first-order linear differential equation with several retarded arguments $$ x^{\prime}(t)+\sum\limits_{i=1}^{m}p_{i}(t)x(\tau_{i}(t))=0,\;\;\;t\geq t_{0}, $$ where the functions $p_{i},\tau_{i}\in…

Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems…

A prototype model of a stochastic one-variable system with a linear restoring force driven by two cross-correlated multiplicative and additive Gaussian white noises was considered earlier [S. I. Denisov et al., Phys. Rev. E 68, 046132…

We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…