scholarly journals Association and other forms of positive dependence for Feller evolution systems

2021 ◽  
Vol 66 (2) ◽  
pp. 369-391
Author(s):  
Eddie Tu ◽  
Eddie Tu
Keyword(s):  
Positive Dependence ◽  
Evolution Systems

Приведены условия, обеспечивающие положительную ассоциированность для широкого класса неоднородных марковских процессов, называемых феллеровскими процессами эволюции (ФПЭ) и скачкообразными феллеровскими процессами эволюции (СФПЭ). Общие ФПЭ можно исследовать при помощи их (обобщенных) генераторов, зависящих от времени и пространства состояний. Мы будем использовать (обобщенные) генераторы, зависящие от времени и пространства состояний, и меры Леви, зависящие от времени и пространства состояний, для описания положительной ассоциированности общих ФПЭ и СФПЭ соответственно. В завершение, мы покажем применения этих результатов к аддитивным процессам, которые являются неоднородными по времени процессами Леви и часто появляются в качестве полезных примеров в финансовых моделях.

scholarly journals On the finite approximate controllability for Hilfer fractional evolution systems with nonlocal conditions

2020 ◽  
Vol 18 (1) ◽  
pp. 529-539
Author(s):  
Xianghu Liu
Keyword(s):  
Approximate Controllability ◽  
Nonlocal Conditions ◽  
Sufficient Conditions ◽  
Fixed Point Problem ◽  
Point Problem ◽  
Evolution System ◽  
Controlled Systems ◽  
Uniqueness Of The Solution ◽  
Fractional Evolution Systems ◽  
Evolution Systems

Abstract The aim of this study is to investigate the finite approximate controllability of certain Hilfer fractional evolution systems with nonlocal conditions. To achieve this, we first transform the mild solution of the Hilfer fractional evolution system into a fixed point problem for a condensing map. Then, by using the topological degree approach, we present sufficient conditions for the existence and uniqueness of the solution of the Hilfer fractional evolution systems. Using the variational approach, we obtain sufficient conditions for the finite approximate controllability of semilinear controlled systems. Finally, an example is provided to illustrate main results.

A necessary condition for positive dependence

Statistics ◽  
1987 ◽  
Vol 18 (3) ◽  
pp. 351-359 ◽  
Author(s):  
Egmar Rödel
Keyword(s):  
Necessary Condition ◽  
Positive Dependence

Feedback control for fractional impulsive evolution systems

2015 ◽  
Vol 268 ◽  
pp. 924-936 ◽  
Author(s):  
Cuie Xiao ◽  
Biao Zeng ◽  
Zhenhai Liu
Keyword(s):  
Feedback Control ◽  
Evolution Systems

scholarly journals Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana

Risks ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 55
Author(s):  
Prince Osei Mensah ◽  
Anokye M. Adam
Keyword(s):  
Exchange Rates ◽  
Foreign Currency ◽  
Tail Dependence ◽  
Time Range ◽  
Dependence Structure ◽  
Joint Movement ◽  
Positive Dependence ◽  
Study Results ◽  
Foreign Currencies ◽  
Dependence Measures

This paper examines the joint movement and tail dependence structure between the pair of foreign exchange rates (EUR, USD and GBP) against the GHS, using daily exchange rates data expressed in GHS per unit of foreign currencies (EUR, USD and GBP) between the time range of 24 February 2009 and 19 December 2019. We use different sets of both static (time-invariant) and time-varying copulas with different levels of dependence and tail dependence measures, and the study results reveal positive dependence between all exchange rates pairs, though the dependencies for EUR-USD and GBP-USD pairs are not as strong as the EUR-GBP pair. The findings also reveal symmetric tail dependence, and dependence evolves over time. Notwithstanding this, the asymmetric tail dependence copulas provide evidence of upper tail dependence. We compare the copula results to DCC(1,1)-GARCH(1,1) model result and find the copula to be more sensitive to extreme co-movement between the currency pairs. The afore-mentioned findings, therefore, offer forex market players the opportunity to relax in hoarding a particular foreign currency in anticipation of domestic currency depreciation.

scholarly journals A Weak Ordering of Positive Dependence Structure of Stochastic Processes

1998 ◽  
Vol 21 (1) ◽  
pp. 95-105
Author(s):  
Jong-Il BAEK ◽  
Jeong-Yeol CHOI ◽  
Dae-Hee RU
Keyword(s):  
Stochastic Processes ◽  
Dependence Structure ◽  
Positive Dependence ◽  
Weak Ordering
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