Non-negative continuous solutions of a functional inequality

Non-negative solutions of ODEs

This paper discusses procedures for enforcing non-negativity in a range of codes for solving ordinary differential equations (ODEs). This codes implement both one-step and multistep methods, all of which use continuous extensions and have event finding capabilities. Examples are given. 2005 Published by Elsevier Inc.

The Continuous Solutions of a Generalized Dhombres Functional Equation

We consider the functional equation f(xf(x)) = φ(f(x)) where φ : J → J is a given increasing homeomorphism of an open interval J ⊂ (0,∞) and f : (0,∞) → J is an unknown continuous function. In a series of papers by P.Kahlig and J. Smítal it was proved that the range of any non-constant solution is an interval whose end-points are fixed under φ and which contains in its interior no fixed point e...

Global Non { Negative Solutions of a NonlinearFourth { Order

Global Non { Negative Solutions of a NonlinearFourth { Order

A note on non-negative continuous time processes

Recently there has been much work on developing models that are suitable for analysing the volatility of a continuous time process. One general approach is to define a volatility process as the convolution of a kernel with a non-decreasing Lévy process, which is non-negative if the kernel is non-negative.Within the framework of time continuous autoregressive moving average (CARMA) processes, we...