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| There are 1479 papers published in subject: since this site started. | |||
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| 1. Poisson process Models of extreme volatility of Bitcoin prices | |||
| ZHANG Han,ZHANG Aidi,GAO Meng | |||
Mathematics 11 July 2023
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| Show/Hide Abstract | Cite this paper︱Full-text: PDF (0 B) | |||
| Abstract:In recent years, digital currencies based on blockchain technology have received widespread attention from global investors and financial regulatory agencies, and the dramatic fluctuations of their price are the major conerns. Previous studies on asset price fluctuations mainly focused on traditional capital markets such as stocks and bonds, while there are less research on price fluctuations in the emerging digital currency market i.e. the Bitcoin. Bitcoin is a currency with intrinsic value that is difficult to quantify, produced entirely by computer computing power, and has no endorsement from any national government or financial institution as a financial asset. Therefore, as a financial asset, the Bitcoin prices often experience violent fluctuations due to numerous complex factors. In this study, two Poission process models, non-homogeneous Poisson process (NHPP) model and the fractional Poisson process (FPP) model, are used to fit the violent Bitcoin price volatility sequence. The NHPP model generalizes the intensity λ of the Poisson process to a function λ(t), reflecting the non-stationarity of violent Bitcoin price fluctuation events. The fractional Poisson process is also a generalization of the homogeneous Poisson process model, where the time interval distribution is extended from the exponential distribution to the Mittag-Leffler distribution. The fractional Poisson process reflects long-term memory effects. In this study, two Poisson point process models are applied to the event sequence of sharp fluctuations in the price of Bitcoin through estimating model parameters and graphical evaluation model fitting, and the ocurruing of the next is aslo predicted and analyzed. | |||
| TO cite this article:ZHANG Han,ZHANG Aidi,GAO Meng. Poisson process Models of extreme volatility of Bitcoin prices[OL].[11 July 2023] http://en.paper.edu.cn/en_releasepaper/content/4761142 | |||
| 2. Nehari manifold for fractional s($\cdot$)-Laplacian system involving concave-convex nonlinearities with magnetic field | |||
| Feng Dong-Xue,Chen Wen-Jing | |||
Mathematics 07 June 2023
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| Show/Hide Abstract | Cite this paper︱Full-text: PDF (0 B) | |||
| Abstract:This paper is concerned with the nonlocal elliptic system driven by the variable-order fractional magnetic Laplace operator involving concave-convex nonlinearities\begin{equation*}\left\{\begin{array}{rl}(-\Delta)_{A}^{s(\cdot)} u&=\lambda~ a(x)| u|^{q(x)-2}u+\frac{\alpha(x)}{\alpha(x)+\beta(x)}c(x)|u|^{\alpha(x)-2}u| v| ^{\beta(x)}, \hspace{2mm}{\rm in}\ \Omega, \\(-\Delta)_{A}^{s(\cdot)} v&=\mu~ b(x)| v|^{q(x)-2}v+\frac{\beta(x)}{\alpha(x)+\beta(x)}c(x)| u|^{\alpha(x)}| v| ^{\beta(x)-2}v, \hspace{2.5mm}{\rm in}\ \Omega, \\u=v&=0 , \hspace{1cm} {\rm in}\ \mathbb{R}^N\backslash\Omega,\end{array}\right.\end{equation*}where $\Omega\subset\mathbb R^N, ~N\geq2$ is a smooth bounded domain, $\lambda, \mu>0$ are the parameters,$s\in C(\mathbb R^N\times \mathbb R^N, (0, 1))$ and $q, \alpha, \beta\in C(\overline{\Omega}, (1, \infty))$ are the variable exponents and$a, b, c\in C(\overline{\Omega}, [0, \infty))$ are the non-negative weight functions. $(-\Delta)_{A}^{s(\cdot)}$ is the variable-order fractional magnetic Laplace operator, the magnetic field is $A\in C^{0, \alpha}(\mathbb R^N, \mathbb R^N)$ with $\alpha\in(0, 1]$ and $u:\mathbb R^N\to\mathbb C$. Use Nehari manifold to prove that there exists $\Lambda>0$ such that $\forall\lambda+\mu<\Lambda$, this system obtains at least two non-negative solutions of theabove problem under some assumptions on $q, \alpha, \beta$. | |||
| TO cite this article:Feng Dong-Xue,Chen Wen-Jing. Nehari manifold for fractional s($\cdot$)-Laplacian system involving concave-convex nonlinearities with magnetic field[OL].[ 7 June 2023] http://en.paper.edu.cn/en_releasepaper/content/4760785 | |||
| 3. Existence and stability of traveling waves for nonlinear Schr\"odinger equations with van der Waals type potentials | |||
| Lu Hui, Wu Dan | |||
| Mathematics 11 May 2023 | |||
| Show/Hide Abstract | Cite this paper︱Full-text: PDF (0 B) | |||
| Abstract:In this paper, we study the existence and some stability results of traveling wave solutions of the semi-pseudo-relativistic Schr\"odinger equation with van der Waals potential. Based on the variational method, we study the corresponding constraint minimization problem by using the principle of concentrated compactness, and deduce the existence of the global minimizer of the minimization problem, thus obtaining the existence of the boosted ground state of Euler-Lagrange equaton. Furthermore, it is proved that the traveling wave solutions are orbitally stable. | |||
| TO cite this article:Lu Hui, Wu Dan. Existence and stability of traveling waves for nonlinear Schr\"odinger equations with van der Waals type potentials[OL].[11 May 2023] http://en.paper.edu.cn/en_releasepaper/content/4760739 | |||
| 4. Ramsey numbers of multiple copies of graphs in a component | |
| HUANG CaiXia,PENG YueJian | |
| Mathematics | |