Results 171 to 180 of about 47,739 (313)

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

Canadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

A computational approach to simulating a three-sphere swimmer in a viscoelastic fluid modelled via the Giesekus constitutive law. [PDF]

Philos Trans A Math Phys Eng Sci
Neal CV, Bearon RN.
europepmc   +1 more source

A singular integral equation method for examining asymptotic solutions of a kinked crack with infinitesimal kink length [PDF]

, 2010
Y. Z. Chen, X.Y. Lin, Z. X. Wang
openalex   +1 more source

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Description of chemical systems by means of response functions. [PDF]

J Math Biol
Franco E, Kepka B, Velázquez JJL.
europepmc   +1 more source

On Barnes' Multiple Zeta and Gamma Functions

, 2000
S. Ruijsenaars
semanticscholar   +1 more source

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Limiting Absorption Principles and Linear Inviscid Damping in the Euler-Boussinesq System in the Periodic Channel. [PDF]

Commun Math Phys
Coti Zelati M, Nualart M.
europepmc   +1 more source

Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons

Communications on Pure and Applied Mathematics, EarlyView.
Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
wiley   +1 more source

Resurgence of Chern-Simons Theory at the Trivial Flat Connection. [PDF]

Commun Math Phys
Garoufalidis S, Gu J, Mariño M, Wheeler C.   +3 more
europepmc   +1 more source