نتایج جستجو برای: semi monotone drift
تعداد نتایج: 184894 فیلتر نتایج به سال:
We study regularity properties of the free boundary for solutions porous medium equation with presence drift. show $$C^{1,\alpha }$$ when solution is directionally monotone in space variable a local neighborhood. The main challenge lies establishing non-degeneracy estimate (Theorem 1.3 and Proposition 1.5), which appears new even zero drift case.
1 We present efficient partial differential equation (PDE) methods for continuous time mean2 variance portfolio allocation problems when the underlying risky asset follows a stochastic 3 volatility process. The standard formulation for mean variance optimal portfolio allocation 4 problems gives rise to a two-dimensional non-linear Hamilton-Jacobi-Bellman (HJB) PDE. We 5 use a wide stencil metho...
Data stream is a sequence of data generated from various information sources at a high speed and high volume. Classifying data streams faces the three challenges of unlimited length, online processing, and concept drift. In related research, to meet the challenge of unlimited stream length, commonly the stream is divided into fixed size windows or gradual forgetting is used. Concept drift refer...
We define a new set of functions called semi-monotone, a subclass of skew-supermodular functions. We show that the problem of augmenting a given graph to cover a symmetric semi-monotone function is NP-complete if all the values of the function are in {0, 1} and we provide a minimax theorem if all the values of the function are different from 1. Our problem is equivalent to the node to area augm...
We consider the problem of function estimation in the case where the data distribution may shift between training and test time, and additional information about it may be available at test time. This relates to popular scenarios such as covariate shift, concept drift, transfer learning and semisupervised learning. This working paper discusses how these tasks could be tackled depending on the k...
and Applied Analysis 3 Remark 1.5. Condition A3 in Theorem 1.4 can be replaced by A3’ φ t, x ψ t, x is monotone in x and left lower semicontinuous at any t ∈ 0, 1 . 2. Main Results A real T -periodic continuous function y : R → R is said to be a T -periodic solution of 1.1 if substitution of it into 1.1 yields an identity for all t ∈ R. It is well known see, e.g., 1, 2 that 1.1 has a T -periodi...
In this work we prove Malliavin differentiability for the solution to an SDE with locally Lipschitz and semi-monotone drift. To prove this formula, we construct a sequence of SDEs with globally Lipschitz drifts and show that the $p$-moments of their Malliavin derivatives are uniformly bounded.
We consider sets and maps defined over an o-minimal structure over the reals, such as real semi-algebraic or globally subanalytic sets. A monotone map is a multi-dimensional generalization of a usual univariate monotone continuous function on an open interval, while the closure of the graph of a monotone map is a generalization of a compact convex set. In a particular case of an identically con...
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