Results 51 to 60 of about 6,188,577 (200)

On the Global Asymptotic Stability of an Infection‐Age‐Structured Competitive Model

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We investigate an infection‐age‐structured competitive epidemiological model involving multiple strains. While classical results establish competitive exclusion when a unique maximal basic reproduction number exists, we provide here a complete characterization of the asymptotic behavior for an arbitrary number of populations without assuming ...
S. Girel, Q. Richard
wiley   +1 more source

Approximating Common Fixed Points of Bregman Weakly Relatively Nonexpansive Mappings in Banach Spaces

Journal of Function Spaces, 2014
Using Bregman functions, we introduce a new hybrid iterative scheme for finding common fixed points of an infinite family of Bregman weakly relatively nonexpansive mappings in Banach spaces. We prove a strong convergence theorem for the sequence produced
Chin-Tzong Pang, Eskandar Naraghirad
doaj   +1 more source

A ninny, an idiot and an economic theorist

Economica, EarlyView.
Abstract Anton Chekhov's story ‘The ninny’ meets the question: ‘What is the meaning of economic theory?’
Ariel Rubinstein
wiley   +1 more source

Boundedness of fractional integrals on weighted Herz spaces with variable exponent

Journal of Inequalities and Applications, 2016
Our aim is to prove the boundedness of fractional integral operators on weighted Herz spaces with variable exponent. Our method is based on the theory on Banach function spaces and the Muckenhoupt theory with variable exponent.
Mitsuo Izuki, Takahiro Noi
doaj   +1 more source

A Quantile Model of Firm Investment

International Economic Review, EarlyView.
ABSTRACT Are firms risk averse? We propose a dynamic model of firm investment under uncertainty that captures firms' risk attitudes through quantile preferences. The firm maximizes its present value, defined as current profits and investment plus the discounted value of the τ$\tau$‐quantile of its value next period.
Heitor Almeida, Murillo Campello, Luciano de Castro, Antonio F. Galvao   +3 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

Ornstein-Uhlenbeck processes in Banach spaces and their spectral representations. [PDF]

, 2002
For Q the variance of some centred Gaussian random vector in a separable Banach space it is shown that, necessarily, Q factors through $\ell^2$ as a product of 2-summing operators.
Groves, James S.
core   +4 more sources

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

Symmetric polynomials on Banach spaces

Karpatsʹkì Matematičnì Publìkacìï, 2009
A survey of general results about symmetric polynomials on Banach spaces and rearrangement-invariant function spaces and some new results in this area are given. Some applications to Banach algebras are represented.
I. V. Chernega
doaj  

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