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Article Citation - WoS: 1Existence of Solutions for Impulsive Boundary Value Problems on Infinite Intervals(Ankara Univ, Fac Sci, 2023) Akgöl, Sibel Doğru; Dogru Akgol, SibelThe paper deals with the existence of solutions for a general class of second-order nonlinear impulsive boundary value problems defined on an infinite interval. The main innovative aspects of the study are that the results are obtained under relatively mild conditions and the use of principal and nonprincipal solutions that were obtained in a very recent study. Additional results about the existence of bounded solutions are also provided, and theoretical results are supported by an illustrative example.Article Citation - WoS: 3ON THE LIMIT OF DISCRETE q-HERMITE I POLYNOMIALS(Ankara Univ, Fac Sci, 2019) Alwhishi, Sakina; Adıgüzel, Rezan Sevinik; Turan, MehmetThe main purpose of this paper is to introduce the limit relationsbetween the discrete q-Hermite I and Hermite polynomials such that the orthogonality property and the three-terms recurrence relations remain valid.The discrete q-Hermite I polynomials are the q-analogues of the Hermite polynomials which form an important class of the classical orthogonal polynomials.The q-di§erence equation of hypergeometric type, Rodrigues formula and generating function are also considered in the limiting case.Article An Application of Stochastic Maximum Principle for a Constrained System With Memory(Ankara Univ, Fac Sci, 2025) Savku, EmelIn this research article, we study a stochastic control problem in a theoretical frame to solve a constrained task under memory impact. The nature of memory is modeled by Stochastic Differential Delay Equations and our state process evolves according to a jump-diffusion process with time-delay. We work on two specific types of constraints, which are described in the stochastic control problem as running gain components. We develop two theorems for corresponding deterministic and stochastic Lagrange multipliers. Furthermore, these theorems are applicable to a wide range of continuous-time stochastic optimal control problems in a diversified scientific area such as Operations Research, Biology, Computer Science, Engineering and Finance. Here, in this work, we apply our results to a financial application to investigate the optimal consumption process of a company via its wealth process with historical performance. We utilize the stochastic maximum principle, which is one of the main methods of continuous-time Stochastic Optimal Control theory. Moreover, we compute a real-valued Lagrange multiplier and clarify the relation between this value and the specified constraint.
