The following pages link to title (P159):
Displaying 50 items.
- Matrix-equation-based strategies for convection-diffusion equations (Q291921) (← links)
- Structural-algebraic regularization for coupled systems of DAEs (Q291922) (← links)
- Asymptotic distribution of zeros of a certain class of hypergeometric polynomials (Q291925) (← links)
- Some remarks on the visual angle metric (Q291928) (← links)
- Evolution of smooth shapes and integrable systems (Q291929) (← links)
- The Khavinson-Shapiro conjecture and the Bergman projection in one and several complex variables (Q291931) (← links)
- Gleason parts and closed ideals in Douglas algebras (Q291933) (← links)
- Loewner chain associated with the modified Roper-Suffridge extension operator (Q291937) (← links)
- Solution of two conjectures of Klén, Lindén, Vuorinen and Wang (Q291938) (← links)
- Concrete examples of \(\mathcal{H}(b)\) spaces (Q291939) (← links)
- A cubic Hamiltonian system with meromorphic solutions (Q291941) (← links)
- Numerical conformal mapping to one-tooth gear-shaped domains and applications (Q291943) (← links)
- Markov traces on the Funar algebra (Q291944) (← links)
- Herman's condition and Siegel disks of bi-critical polynomials (Q291947) (← links)
- Generic rigidity for circle diffeomorphisms with breaks (Q291948) (← links)
- A Dirac-Dunkl equation on \(S^2\) and the Bannai-Ito algebra (Q291950) (← links)
- The quantum superalgebra \(\mathfrak{osp}_q(1| 2)\) and a \(q\)-generalization of the Bannai-Ito polynomials (Q291951) (← links)
- An isoperimetric-type inequality for electrostatic shell interactions for Dirac operators (Q291955) (← links)
- Approximate unitary equivalence of finite index endomorphisms of AFD factors (Q291957) (← links)
- Duality between spin networks and the 2D Ising model (Q291960) (← links)
- Analytic dependence is an unnecessary requirement in renormalization of locally covariant QFT (Q291963) (← links)
- The Einstein-Maxwell equations and conformally Kähler geometry (Q291964) (← links)
- Gaussian-type upper bound for the evolution kernels on nilpotent meta-abelian groups (Q291965) (← links)
- On positive almost weak* Dunford-Pettis operators (Q291968) (← links)
- A note on ``Higher-order optimality conditions in set-valued optimization using Studniarski derivatives and applications to duality'' (Q291972) (← links)
- Asymptotic positivity of solutions of second order differential equations (Q291974) (← links)
- A relationship between the space of orthomorphisms and the centre of a vector lattice revisited (Q291977) (← links)
- An exact Fatou lemma for Gelfand integrals: a characterization of the Fatou property (Q291980) (← links)
- Constrictive Markov operators induced by Markov processes (Q291982) (← links)
- Improving integrability via absolute summability: a general version of Diestel's theorem (Q291983) (← links)
- Generating functions method for classical positive operators, their \(q\)-analogues and generalizations (Q291986) (← links)
- On natural density, orthomodular lattices, measure algebras and non-distributive \(L^p\) spaces (Q291987) (← links)
- Nonstandard hulls of ordered vector spaces (Q291990) (← links)
- Integrable cross sections in mixed-norm spaces and Sobolev embeddings (Q291991) (← links)
- Perturbations of positive semigroups on \(L_p\)-spaces (Q291993) (← links)
- Nonnegative Morse polynomial functions and polynomial optimization (Q291995) (← links)
- Higher-order optimality conditions for strict and weak efficient solutions in set-valued optimization (Q291997) (← links)
- Editorial: The econometrics of macroeconomics, finance, and the interface (Q291998) (← links)
- A multiple indicators model for volatility using intra-daily data (Q292000) (← links)
- Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment (Q292001) (← links)
- Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
- Consistent ranking of volatility models (Q292007) (← links)
- Volatility puzzles: a simple framework for gauging return-volatility regressions (Q292008) (← links)
- Breaks and persistency: macroeconomic causes of stock market volatility (Q292011) (← links)
- Volatility comovement: a multifrequency approach (Q292013) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Option valuation with conditional skewness (Q292018) (← links)
- Term structure of risk under alternative econometric specifications (Q292020) (← links)
- The macroeconomy and the yield curve: a dynamic latent factor approach (Q292022) (← links)
- Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates (Q292025) (← links)
