Results 81 to 90 of about 3,123 (248)

Stability of Cauchy-Jensen Type Functional Equation in (2, α)–Banach Spaces [PDF]

, 2022
KHALED YAHYA NAIF SAYAR, Amal Bergam
openalex   +1 more source

Adaptive Estimation for Weakly Dependent Functional Times Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Hybrid and Relaxed Mann Iterations for General Systems of Variational Inequalities and Nonexpansive Mappings

Abstract and Applied Analysis, 2013
We introduce hybrid and relaxed Mann iteration methods for a general system of variational inequalities with solutions being also common solutions of a countable family of variational inequalities and common fixed points of a countable family of ...
L. C. Ceng, A. E. Al-Mazrooei, A. A. N. Abdou, A. Latif   +3 more
doaj   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

The Optimal Mean–Variance Selling Problem With Finite Horizon

Mathematical Finance, EarlyView.
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source

Fixed Point for Asymptotically Non-Expansive Mappings in 2-Banach Space

Ibn Al-Haitham Journal for Pure and Applied Sciences, 2017
  In  this  paper, we  introduced   some  fact  in   2-Banach  space. Also, we define  asymptotically  non-expansive  mappings  in  the  setting  of  2-normed  spaces analogous  to  asymptotically non-expansive mappings  in  usual  normed spaces.
Salwa S. Abed, Rafah S. Abed Ali
doaj  

The Natural Components of a Regular Linear System

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT The analysis of a finite‐dimensional regular linear system may be simplified by separating the system into its natural components. The natural components are smaller linear systems on separate subspaces whose dimensions sum to the dimension of the original linear system.
Brendan K. Beare, Phil Howlett
wiley   +1 more source

SOME NEW FIXED POINT THEOREMS IN 2-BANACH SPACES

Математички билтен/BULLETIN MATHÉMATIQUE DE LA SOCIÉTÉ DES MATHÉMATICIENS DE LA RÉPUBLIQUE MACÉDOINE, 2017
S. Ghler in 1965, defined the 2-normed space, A. White in 1968, defined the 2-Banach space. P. K. Hatikrishnan and K. T. Ravindran defined the contractive mapping in 2-normed space. M. Kir and H. Kiziltunc by applying the above theorem, proved the generalizations of R. Kannan and S. K. Chatterjea theorem.
Anevska, Katerina, Lukarevski, Martin, Malceski, Samoil   +2 more
openaire   +2 more sources

The Mathematical History Behind the Granger–Johansen Representation Theorem

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source