Weak time-derivatives and no-arbitrage pricing
Sign Up to like & getrecommendations! Published in 2018 at "Finance and Stochastics"
DOI: 10.1007/s00780-018-0371-9
Abstract: We prove a risk-neutral pricing formula for a large class of semimartingale processes through a novel notion of weak time-differentiability that permits to differentiate adapted processes. In particular, the weak time-derivative isolates drifts of semimartingales… read more here.
Keywords: time; pricing; time derivatives; weak time ... See more keywords
Computational solutions of conformable space-time derivatives dynamical wave equations: Analytical mathematical techniques
Sign Up to like & getrecommendations! Published in 2020 at "Results in physics"
DOI: 10.1016/j.rinp.2020.103419
Abstract: Abstract In this article, the instigator sets up the profuse traveling wave solutions four types of fractional nonlinear equations in the sense of conformable derivatives by using the novel form of modified mathematical technique. The… read more here.
Keywords: conformable space; space time; physics; solutions conformable ... See more keywords
A Flat System Possessing no (x, u)-Flat Output
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DOI: 10.1109/lcsys.2022.3229863
Abstract: In general, flat outputs of a nonlinear system may depend on the system’s state and input as well as on an arbitrary number of time derivatives of the latter. If a flat output, which also… read more here.
Keywords: flat system; flat output; output; time derivatives ... See more keywords
A Recursive Lie-Group Formulation for the Second-Order Time Derivatives of the Inverse Dynamics of Parallel Kinematic Manipulators
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Robotics and Automation Letters"
DOI: 10.1109/lra.2023.3267005
Abstract: Series elastic actuators (SEA) were introduced for serial robotic arms. Their model-based trajectory tracking control requires the second time derivatives of the inverse dynamics solution, for which algorithms were proposed. Trajectory control of parallel kinematics… read more here.
Keywords: time; lie group; derivatives inverse; group formulation ... See more keywords
Geomagnetically Induced Currents and Space Weather: Pi3 Pulsations and Extreme Values of Time Derivatives of the Geomagnetic Field’s Horizontal Components
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DOI: 10.1134/s1069351318050130
Abstract: The problem of estimating the time derivatives of the horizontal components of the geomagnetic field and forecasting the probability of the occurrence of perturbations that exceed a given threshold level (the over-threshold perturbations) arises in… read more here.
Keywords: field; geomagnetic field; time derivatives; pi3 pulsations ... See more keywords
Ordered Rate Constitutive Theories for Non-Classical Thermofluids Based on Convected Time Derivatives of the Strain and Higher Order Rotation Rate Tensors Using Entropy Inequality
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DOI: 10.3390/e22040443
Abstract: This paper considers non-classical continuum theory for thermoviscous fluids without memory incorporating internal rotation rates resulting from the antisymmetric part of the velocity gradient tensor to derive ordered rate constitutive theories for the Cauchy stress… read more here.
Keywords: tensor; convected time; ordered rate; rate ... See more keywords