Results 71 to 80 of about 1,424 (201)

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

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

Quasi-Lower C² Functions and Their Application to Nonconvex Variational Problems

Axioms
This study presents a novel category of nonconvex functions in Banach spaces, referred to as quasi-lower C2 functions on nonempty closed sets. We establish the existence of solutions for nonconvex variational problems involving quasi-lower C2 functions ...
Messaoud Bounkhel
doaj   +1 more source

The Szlenk Index and the Fixed Point Property under Renorming

Fixed Point Theory and Applications, 2010
Assume that X is a Banach space such that its Szlenk index Sz(X) is less than or equal to the first infinite ordinal ω. We prove that X can be renormed in such a way that X with the resultant norm satisfies R(X)<2, where R(⋅) is the ...
T. Dom&#237;nguez Benavides
doaj   +1 more source

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

Fixed Point Theorems In Banach Space And 2-Banach Space

, 2018
We generalize the result of Goebel and Zlotkiewiez [5] and also we prove fixed point theorems in Banach and 2-Banach spaces in this paper.
openaire   +2 more sources

Fixed Point Theorems in Quasi-2-Banach Spaces

Journal of Scientific Research and Reports, 2014
A number of authors have studied various aspects of fixed point theory in the setting of 2metric and 2-Banach spaces. In this paper we prove a fixed point theorem for mappings in quasi-2-Banach space via an implicit relation. The results of this paper extend a host of previously known results for metric space in a quasi-2-Banach space.
openaire   +1 more source

On the stability problem of quadratic functional equations in 2-Banach spaces

JOURNAL OF ADVANCES IN PHYSICS, 2017
In this paper, we investigate the stability problem in the spirit of Hyers-Ulam, Rassias and G·avruta for the quadratic functional equation:f(2x + y) + f(2x ¡ y) = 2f(x + y) + 2f(x ¡ y) + 4f(x) ¡ 2f(y) in 2-Banach spaces. These results extend the generalized Hyers-Ulam stability results by thequadratic functional equation in normed spaces to 2 ...
Soo Hwan Kim, Ga Ya Kim, Seong Sik Kim
openaire   +2 more sources

Self‐Similar Blowup for the Cubic Schrödinger Equation

Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1831-1918, August 2026.
ABSTRACT We give a rigorous proof for the existence of a finite‐energy, self‐similar solution to the focusing cubic Schrödinger equation in three spatial dimensions. The proof is computer‐assisted and relies on a fixed point argument that shows the existence of a solution in the vicinity of a numerically constructed approximation.
Roland Donninger, Birgit Schörkhuber
wiley   +1 more source