Results 81 to 90 of about 66,909 (247)
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Controllability of affine control systems on graded Lie groups
Kuwait Journal of Science, 2015 This paper is concerned with an affine control system on a manifold which is equivalentby diffeomorphism to an invariant system on a free nilpotent Lie group, if and only if,the vector fields of the system generate graded Lie algebra and the vector ...
MEMET KULE
doaj
Explicit description of twisted Wakimoto realizations of affine Lie algebras
, 2003 In a vertex algebraic framework, we present an explicit description of the twisted Wakimoto realizations of the affine Lie algebras in correspondence with an arbitrary finite order automorphism and a compatible integral gradation of a complex simple Lie ...
Awata +35 more
core +3 more sources
Macroscopic Market Making Games
Mathematical Finance, EarlyView.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Equivalence of Control Systems on the Pseudo-Orthogonal Group SO (2, 1)0
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2016 We consider left-invariant control affine systems on the matrix Lie group SO (2, 1)0. A classification, under state space equivalence, of all such full-rank control systems is obtained. First, we identify certain subsets on which the group of Lie algebra
Biggs Rory, Remsing Claudiu C.
doaj +1 more source
Loop algebras, gauge invariants and a new completely integrable system
, 1996 One fruitful motivating principle of much research on the family of integrable systems known as ``Toda lattices'' has been the heuristic assumption that the periodic Toda lattice in an affine Lie algebra is directly analogous to the nonperiodic Toda ...
Quinn, M., Singer, S. F.
core +2 more sources
The Branching Rules for Affine Lie Algebras
Advances in Mathematics, 1994 The irreducible highest weight representations of affine Kac-Moody algebras are one of the main tools in the construction of conformal field theories. One of the good clues to the understanding of the structure of irreducible highest weight representations of affine Kac-Moody algebras is to calculate the string functions, which count the weight ...
openaire +4 more sources
Risks of ignoring uncertainty propagation in AI‐augmented security pipelines
Risk Analysis, EarlyView.Abstract The use of AI technologies is being integrated into the secure development of software‐based systems, with an increasing trend of composing AI‐based subsystems (with uncertain levels of performance) into automated pipelines. This presents a fundamental research challenge and seriously threatens safety‐critical domains.
Emanuele Mezzi +3 more
wiley +1 more source
Feigin-Frenkel center in types B, C and D
, 2011 For each simple Lie algebra g consider the corresponding affine vertex algebra V_{crit}(g) at the critical level. The center of this vertex algebra is a commutative associative algebra whose structure was described by a remarkable theorem of Feigin and ...
A. I. Molev +31 more
core +1 more source
Existence and orthogonality of stable envelopes for bow varieties
Bulletin of the London Mathematical Society, EarlyView.Abstract Stable envelopes, introduced by Maulik and Okounkov, provide a family of bases for the equivariant cohomology of symplectic resolutions. They are part of a fascinating interplay between geometry, combinatorics and integrable systems. In this expository article, we give a self‐contained introduction to cohomological stable envelopes of type A$A$
Catharina Stroppel, Till Wehrhan
wiley +1 more source