相关论文: On Finite-dimensional Term Structure models

We propose some one-dimensional reduced models for the three-dimensional electron magnetohydrodynamics which involves a highly nonlinear Hall term with intricate structure. The models contain nonlocal nonlinear terms. Local well-posedness…

Building on foundations introduced in a previous paper, we give several p-adic analytic descriptions of the categories of etale Zp-local systems and etale Qp-local systems on an affinoid algebra over a finite extension of Qp (or more…

Functionally graded materials (FGMs) are two-phase composites with continuously changing microstructure adapted to performance requirements. Traditionally, the overall behavior of FGMs has been determined using local averaging techniques or…

In this paper the notion of Dirac structure in finite dimension is extended to the convenient setting. In particular, we introduce the notion of partial Dirac structure on convenient Lie algebroids and manifolds. We then look for those…

Functional data analysis is ubiquitous in most areas of sciences and engineering. Several paradigms are proposed to deal with the dimensionality problem which is inherent to this type of data. Sparseness, penalization, thresholding, among…

We show that for quasi-compact quasi-separated schemes of finite dimension, the constructibility condition in real \'etale cohomology agrees with a notion of constructibility arising naturally from topology. As application we prove that the…

A simple phenomenological approach to metal plasticity, including the description of the strain-induced plastic anisotropy, is considered. The advocated approach is exemplified by a two-dimensional rheological analogy. This analogy provides…

We use A_{infinity}-formalism to study variation of cohomology spaces under formal deformations of coherent sheaves on projective varieties. As an application we describe formal neighborhoods of twisted Brill-Noether loci at some points.…

The A-model for finite rank singular perturbations of class $\mathfrak{H}_{-m-2}\smallsetminus\mathfrak{H}_{-m-1}$, $m\in\mathbb{N}$, is considered from the perspective of boundary relations. Assuming further that the Hilbert spaces…

This paper develops a unified finite-time theory for the ordinary least squares estimation of possibly unstable and even slightly explosive vector autoregressive models under linear restrictions, with the applicable region $\rho(A)\leq…

In this paper we consider a broad class of infinite horizon discrete-time optimal control models that involve a nonnegative cost function and an affine mapping in their dynamic programming equation. They include as special cases classical…

Given a closed smooth manifold $M$ of even dimension $2n\ge6$ with finite fundamental group, we show that the classifying space ${\rm BDiff}(M)$ of the diffeomorphism group of $M$ is of finite type and has finitely generated homotopy groups…

We prove strong convergence for a large class of finite element methods for the time-dependent Joule heating problem in three spatial dimensions with mixed boundary conditions on Lipschitz domains. We consider conforming subspaces for the…

In this work we derive equivalence relations between mimetic finite difference schemes on simplicial grids and modified N\'ed\'elec-Raviart-Thomas finite element methods for model problems in $\mathbf{H}(\operatorname{\mathbf{curl}})$ and…

We consider the one-factor model of commodities for which the parameters of the model depend upon the stock price or on the time. For that model we study the existence of group-invariant transformations. When the parameters are constant,…

We investigate structural implications arising from the condition that a given directed graph does not interpret, in the sense of primitive positive interpretation with parameters or orbits, every finite structure. Our results generalize…

This paper aims at transferring the philosophy behind Heath-Jarrow-Morton to the modelling of call options with all strikes and maturities. Contrary to the approach by Carmona and Nadtochiy (2009) and related to the recent contribution…

Our main result asserts that for any given numbers C and D the class of simply connected closed smooth manifolds of dimension m<7 which admit a Riemannian metric with sectional curvature bounded in absolute value by C and diameter uniformly…

Without leaving finite mathematics and using finite topological spaces only, we give a definition of homeomorphisms of finite abstract simplicial complexes or finite graphs. Besides exploring the definition in various contexts, we add some…

In this work we consider one-dimensional generalized affine processes under the paradigm of Knightian uncertainty (so-called non-linear generalized affine models). This extends and generalizes previous results in Fadina et al. (2019) and…