Integration by parts formulas for marked Hawkes processes

2019 ◽  
Vol 145 ◽  
pp. 229-237
Author(s):  
Atsushi Takeuchi
Keyword(s):  
Integration By Parts ◽  
Hawkes Processes

Supplementary Materials for 'Score Test for Marks in Hawkes Processes'

2019 ◽  
Author(s):  
Kylie-Anne Richards ◽  
William Dunsmuir ◽  
Gareth W. Peters
Keyword(s):  
Score Test ◽  
Hawkes Processes

Price impact of large orders using Hawkes processes

2019 ◽  
Vol 61 ◽  
pp. 161
Author(s):  
Lucas Amaral ◽  
Andrew Papanicolaou
Keyword(s):  
Price Impact ◽  
Hawkes Processes

Integration by Parts in the SCP Integral

1990 ◽  
Vol 16 (1) ◽  
pp. 34
Author(s):  
Henstock
Keyword(s):  
Integration By Parts

scholarly journals On the sub–diffusion fractional initial value problem with time variable order

2021 ◽  
Vol 10 (1) ◽  
pp. 1301-1315
Author(s):  
Eduardo Cuesta ◽  
Mokhtar Kirane ◽  
Ahmed Alsaedi ◽  
Bashir Ahmad
Keyword(s):  
Asymptotic Behavior ◽  
Fractional Derivative ◽  
Initial Value Problem ◽  
Regularity Result ◽  
Time Variable ◽  
Variable Order ◽  
Initial Value ◽  
Integration By Parts ◽  
Integration By Parts Formula ◽  
Variable Order Fractional Derivative

Abstract We consider a fractional derivative with order varying in time. Then, we derive for it a Leibniz' inequality and an integration by parts formula. We also study an initial value problem with our time variable order fractional derivative and present a regularity result for it, and a study on the asymptotic behavior.

Sign in / Sign up

Export Citation Format

Share Document