اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدExistence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems
227
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We consider a class of finite Markov moment problems with arbitrary number of positive and negative branches. We show criteria for the existence and uniqueness of solutions, and we characterize in detail the non-unique solution families. Moreover, we present a constructive algorithm to solve the moment problems numerically and prove that the algorithm computes the right solution.
قيم البحث
اقرأ أيضاً
In this paper, we present a class of finite volume schemes for incompressible flow problems. The unknowns are collocated at the center of the control volumes, and the stability of the schemes is obtained by adding to the mass balance stabilization te
rms involving the pressure jumps across the edges of the mesh.
We provide existence, uniqueness and stability results for affine stochastic Volterra equations with $L^1$-kernels and jumps. Such equations arise as scaling limits of branching processes in population genetics and self-exciting Hawkes processes in m
athematical finance. The strategy we adopt for the existence part is based on approximations using stochastic Volterra equations with $L^2$-kernels combined with a general stability result. Most importantly, we establish weak uniqueness using a duality argument on the Fourier--Laplace transform via a deterministic Riccati--Volterra integral equation. We illustrate the applicability of our results on Hawkes processes and a class of hyper-rough Volterra Heston models with a Hurst index $H in (-1/2,1/2]$.
Our purpose is to study a particular class of optimal stopping problems for Markov processes. We justify the value function convexity and we deduce that there exists a boundary function such that the smallest optimal stopping time is the first time w
hen the Markov process passes over the boundary depending on time. Moreover, we propose a method to find the optimal boundary function.
Proposed initially from a practical circumstance, the traveling salesman problem caught the attention of numerous economists, computer scientists, and mathematicians. These theorists were instead intrigued by seeking a systemic way to find the optima
l route. Many attempts have been made along the way and all concluded the nonexistence of a general algorithm that determines optimal solution to all traveling salesman problems alike. In this study, we present proof for the nonexistence of such an algorithm for both asymmetric (with oriented roads) and symmetric (with unoriented roads) traveling salesman problems in the setup of constructive mathematics.
We prove short-time existence of phi-regular solutions to the planar anisotropic curvature flow, including the crystalline case, with an additional forcing term possibly unbounded and discontinuous in time, such as for instance a white noise. We also
prove uniqueness of such solutions when the anisotropy is smooth and elliptic. The main tools are the use of an implicit variational scheme in order to define the evolution, and the approximation with flows corresponding to regular anisotropies.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
