Pub Date : 2023-06-13DOI: 10.24193/subbmath.2023.2.09
Alexandru Hofman
"In this paper, a numerical algorithm is used for solving control prob- lems related to Kolmogorov systems. It is proved the convergence of the algorithm and by this it is re-obtained, by a numerical approach, the controllability of the investigated problems."
{"title":"An algorithm for solving a control problem for Kolmogorov systems","authors":"Alexandru Hofman","doi":"10.24193/subbmath.2023.2.09","DOIUrl":"https://doi.org/10.24193/subbmath.2023.2.09","url":null,"abstract":"\"In this paper, a numerical algorithm is used for solving control prob- lems related to Kolmogorov systems. It is proved the convergence of the algorithm and by this it is re-obtained, by a numerical approach, the controllability of the investigated problems.\"","PeriodicalId":30022,"journal":{"name":"Studia Universitatis BabesBolyai Geologia","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80637533","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-06-13DOI: 10.24193/subbmath.2023.2.11
N. Barrouk, Salim Mesbahi
"In this paper, we study the global existence in time of solutions for a parabolic reaction di usion model with a full matrix of di usion coe cients on a bounded domain. The technique used is based on compact semigroup methods and some estimates. Our objective is to show, under appropriate hypotheses, that the proposed model has a global solution with a large choice of nonlinearities."
{"title":"Generalized result on the global existence of positive solutions for a parabolic reaction diffusion model with a full diffusion matrix","authors":"N. Barrouk, Salim Mesbahi","doi":"10.24193/subbmath.2023.2.11","DOIUrl":"https://doi.org/10.24193/subbmath.2023.2.11","url":null,"abstract":"\"In this paper, we study the global existence in time of solutions for a parabolic reaction di usion model with a full matrix of di usion coe cients on a bounded domain. The technique used is based on compact semigroup methods and some estimates. Our objective is to show, under appropriate hypotheses, that the proposed model has a global solution with a large choice of nonlinearities.\"","PeriodicalId":30022,"journal":{"name":"Studia Universitatis BabesBolyai Geologia","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90868383","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-06-13DOI: 10.24193/subbmath.2023.2.16
Lyna Benzenati, K. Mebarki
"The purpose of this work is to establish a new generalized form of the Krasnoselskii type compression-expansion fixed point theorem for a sum of an expansive operator and a completely continuous one. Applications to three non- linear boundary value problems associated to second order differential equations of coincidence type are included to illustrate the main results."
{"title":"An extension of Krasnoselskii's cone fixed point theorem for a sum of two operators and applications to nonlinear boundary value problems","authors":"Lyna Benzenati, K. Mebarki","doi":"10.24193/subbmath.2023.2.16","DOIUrl":"https://doi.org/10.24193/subbmath.2023.2.16","url":null,"abstract":"\"The purpose of this work is to establish a new generalized form of the Krasnoselskii type compression-expansion fixed point theorem for a sum of an expansive operator and a completely continuous one. Applications to three non- linear boundary value problems associated to second order differential equations of coincidence type are included to illustrate the main results.\"","PeriodicalId":30022,"journal":{"name":"Studia Universitatis BabesBolyai Geologia","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87293867","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-06-13DOI: 10.24193/subbmath.2023.2.04
G. Sâlâgean, Á. O. Páll-Szabó
"Making use of a modi ed Hadamard product or convolution of harmonic functions with varying arguments, combined with an integral operator, we study when these functions belong to a given class. Following an idea of U. Bednarz and J. Sokol we de ne the order of convolution consistence of three classes of functions and determine it for certain classes of harmonic functions with varying arguments de ned using a convolution operator."
{"title":"On the order of convolution consistence of certain classes of harmonic functions with varying arguments","authors":"G. Sâlâgean, Á. O. Páll-Szabó","doi":"10.24193/subbmath.2023.2.04","DOIUrl":"https://doi.org/10.24193/subbmath.2023.2.04","url":null,"abstract":"\"Making use of a modi ed Hadamard product or convolution of harmonic functions with varying arguments, combined with an integral operator, we study when these functions belong to a given class. Following an idea of U. Bednarz and J. Sokol we de ne the order of convolution consistence of three classes of functions and determine it for certain classes of harmonic functions with varying arguments de ned using a convolution operator.\"","PeriodicalId":30022,"journal":{"name":"Studia Universitatis BabesBolyai Geologia","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88491087","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-06-13DOI: 10.24193/subbmath.2023.2.15
R. Păltănea, Mihaela Smuc
"A new class of Bernstein-type operators are obtained by applying an iterative method of modi cations starting from the Bernstein operators. These operators have good properties of approximation of functions and of their derivatives."
{"title":"A new class of Bernstein-type operators obtained by iteration","authors":"R. Păltănea, Mihaela Smuc","doi":"10.24193/subbmath.2023.2.15","DOIUrl":"https://doi.org/10.24193/subbmath.2023.2.15","url":null,"abstract":"\"A new class of Bernstein-type operators are obtained by applying an iterative method of modi cations starting from the Bernstein operators. These operators have good properties of approximation of functions and of their derivatives.\"","PeriodicalId":30022,"journal":{"name":"Studia Universitatis BabesBolyai Geologia","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87472458","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-06-13DOI: 10.24193/subbmath.2023.2.03
D. V. Krishna, D. Shalini
"The objective of this paper is to obtain an upper bound of the third order Hankel determinant for the inverse of the function f, when f belongs to the reciprocal of bounded turning functions with new approach."
{"title":"An upper bound of the Hankel determinant of third order for the inverse of reciprocal of bounded turning functions","authors":"D. V. Krishna, D. Shalini","doi":"10.24193/subbmath.2023.2.03","DOIUrl":"https://doi.org/10.24193/subbmath.2023.2.03","url":null,"abstract":"\"The objective of this paper is to obtain an upper bound of the third order Hankel determinant for the inverse of the function f, when f belongs to the reciprocal of bounded turning functions with new approach.\"","PeriodicalId":30022,"journal":{"name":"Studia Universitatis BabesBolyai Geologia","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85408031","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-06-13DOI: 10.24193/subbmath.2023.2.12
A. Choucha, D. Ouchenane
" In this work, we are concerned with a problem for a viscoelastic wave equation with strong damping, nonlinear source and delay terms. We show the exponential growth of solutions with $L_{p}$-norm. i.e. $displaystylelim_{trightarrowinfty}Vert uVert_{p}^{p}rightarrowinfty.$"
{"title":"Exponential growth of solutions with L_p-norm of a nonlinear viscoelastic wave equation with strong damping and source and delay terms","authors":"A. Choucha, D. Ouchenane","doi":"10.24193/subbmath.2023.2.12","DOIUrl":"https://doi.org/10.24193/subbmath.2023.2.12","url":null,"abstract":"\" In this work, we are concerned with a problem for a viscoelastic wave equation with strong damping, nonlinear source and delay terms. We show the exponential growth of solutions with $L_{p}$-norm. i.e. $displaystylelim_{trightarrowinfty}Vert uVert_{p}^{p}rightarrowinfty.$\"","PeriodicalId":30022,"journal":{"name":"Studia Universitatis BabesBolyai Geologia","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78193921","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-01DOI: 10.2478/subboec-2023-0005
Andrei Dimcea
Abstract There is a growing body of research that shows the impact of culture on individual’s financial decisions. We aim to investigate how the strength of social norms and the tolerance for deviant behavior influence stock liquidity. Using a panel of 26 developed and 19 emerging countries we show that there is an inverted U-shaped relationship between the measure of cultural tightness-looseness, developed by Gelfand et al. (2011) and stock liquidity. Additionally, our results suggest that financial literacy has a moderating effect on the relationship between social norms and liquidity.
{"title":"The Impact of Social Norms on Stock Liquidity","authors":"Andrei Dimcea","doi":"10.2478/subboec-2023-0005","DOIUrl":"https://doi.org/10.2478/subboec-2023-0005","url":null,"abstract":"Abstract There is a growing body of research that shows the impact of culture on individual’s financial decisions. We aim to investigate how the strength of social norms and the tolerance for deviant behavior influence stock liquidity. Using a panel of 26 developed and 19 emerging countries we show that there is an inverted U-shaped relationship between the measure of cultural tightness-looseness, developed by Gelfand et al. (2011) and stock liquidity. Additionally, our results suggest that financial literacy has a moderating effect on the relationship between social norms and liquidity.","PeriodicalId":30022,"journal":{"name":"Studia Universitatis BabesBolyai Geologia","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79912298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-01DOI: 10.2478/subboec-2023-0004
Călin Furdui, Dorina Teodora Șfabu
Abstract This paper evaluates the reaction of systemically important banks in Europe to the shock of the Russian invasion of Ukraine in 2022. Using the event study methodology and three of the most commonly used models for estimating theoretical returns (CAPM, Fama-French with 3 factors, Fama-French with 5 factors), we show that banks react differently relative to the event date (February 24, 2022) depending on the country. Overall, systemically important banks recorded massive cumulative abnormal returns in the event window. The results differ at the country level depending on the exposure of the respective banks to Russia, the dependence of countries on Russian gas and oil, and the level of informational efficiency of the markets on which they are traded.
{"title":"The European Banks Under the Shock of the Russian Invasion of 2022: An Event Study Approach","authors":"Călin Furdui, Dorina Teodora Șfabu","doi":"10.2478/subboec-2023-0004","DOIUrl":"https://doi.org/10.2478/subboec-2023-0004","url":null,"abstract":"Abstract This paper evaluates the reaction of systemically important banks in Europe to the shock of the Russian invasion of Ukraine in 2022. Using the event study methodology and three of the most commonly used models for estimating theoretical returns (CAPM, Fama-French with 3 factors, Fama-French with 5 factors), we show that banks react differently relative to the event date (February 24, 2022) depending on the country. Overall, systemically important banks recorded massive cumulative abnormal returns in the event window. The results differ at the country level depending on the exposure of the respective banks to Russia, the dependence of countries on Russian gas and oil, and the level of informational efficiency of the markets on which they are traded.","PeriodicalId":30022,"journal":{"name":"Studia Universitatis BabesBolyai Geologia","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78283177","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-01DOI: 10.2478/subboec-2023-0003
Daria Gavrilova
Abstract We examine how abnormal returns and abnormal return determinants change when a company is added to S&P 500. Newly added companies experience a significant increase in abnormal returns around the announcement and addition dates. This increase is accompanied by an improvement in liquidity and a decrease in associated shadow cost. While before their addition, firm-specific abnormal returns can be explained by price impact, they are explained by changes in trading activity during the addition event. Additionally, companies with higher leverage ratios benefit more from index affiliation.
{"title":"The Price Impact of S&P 500 Affiliation","authors":"Daria Gavrilova","doi":"10.2478/subboec-2023-0003","DOIUrl":"https://doi.org/10.2478/subboec-2023-0003","url":null,"abstract":"Abstract We examine how abnormal returns and abnormal return determinants change when a company is added to S&P 500. Newly added companies experience a significant increase in abnormal returns around the announcement and addition dates. This increase is accompanied by an improvement in liquidity and a decrease in associated shadow cost. While before their addition, firm-specific abnormal returns can be explained by price impact, they are explained by changes in trading activity during the addition event. Additionally, companies with higher leverage ratios benefit more from index affiliation.","PeriodicalId":30022,"journal":{"name":"Studia Universitatis BabesBolyai Geologia","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87435553","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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