江湖郎中
发表于 2025-3-23 12:47:07
Observability of Nonlinear Control Systems on Time Scales - Sufficient Conditions,nerated by this operator distinguishes states that are distinguishable. The proved sufficient condition for observability is classical, but it works not only for continuous-time case but also for the other models of time.
jettison
发表于 2025-3-23 15:47:56
Nonholonomic Interpolation for Kinematic Problems, Entropy and Complexity, “entropy” of the problem. This estimation of metric complexity provides methods for . of nonadmissible paths by admissible ones, while the estimation of entropy provides methods for . of the nonadmissible path by admissible.
Albumin
发表于 2025-3-23 18:17:45
Laplace Transforms and the American Call Option,or the location of the optimal exercise boundary, which is the main result of this paper..The integral equation differs depending on whether the dividend yield is less than or exceeds the risk-free rate.
无法治愈
发表于 2025-3-23 23:43:43
Time Change, Volatility, and Turbulence,l case of backward moving average processes driven by Brownian motion. In this framework, a review is given of some recent modelling of turbulent velocities and associated questions of time change and universality. A discussion of similarities and differences to the dynamics of financial price processes is included.
chapel
发表于 2025-3-24 06:13:11
Existence and Lipschitzian Regularity for Relaxed Minimizers, problems of optimal control (Theorem 1); to derive conditions for Lipschitzian regularity of trajectories corresponding to relaxed minimizers (Theorem 3). In passing, elaborating on the approach used in , we provide a condition for Lipschitzian regularity of non relaxed minimizers (Theorem 2).
debase
发表于 2025-3-24 09:32:26
An Approximate Solution for Optimal Portfolio in Incomplete Markets,an approximate solution for the optimal portfolio. We take into account a set of assets and a set of state variables, all of them described by general diffusion processes. Finally, we supply an easy test for checking the goodness of the approximate result.
有特色
发表于 2025-3-24 12:37:31
Sufficient Optimality Conditions for a Bang-bang Trajectory in a Bolza Problem,ditions are the natural generalizations of the ones considered in and . We require both the ., a non degeneracy condition at multiple switching times, and the second order conditions for the finite dimensional problems obtained by moving the switching times of the reference trajectory.
用肘
发表于 2025-3-24 17:32:18
https://doi.org/10.1007/978-3-540-69532-5Deterministic Control; Finance; Interpolation; Stochastic Control; calculus; entropy; incomplete markets; m
推测
发表于 2025-3-24 20:20:21
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冷淡周边
发表于 2025-3-25 01:32:38
Higher-Order Calculus of Variations on Time Scales,We prove a version of the Euler-Lagrange equations for certain problems of the calculus of variations on time scales with higher-order delta derivatives.