Results 91 to 100 of about 155,050 (273)
Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions
Mathematical Finance, EarlyView.ABSTRACT This paper investigates the optimal investment problem in a market with two types of illiquidity: transaction costs and search frictions. We analyze a power‐utility maximization problem where an investor encounters proportional transaction costs and trades only when a Poisson process triggers trading opportunities.
Tae Ung Gang, Jin Hyuk Choi
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Miskolc Mathematical NotesIn this study, we introduce three new notions which may occur for some Banach spaces. We call these new properties AAI1, AAI2 and AAI3 where AAI stands for “alternative asymptotically isometric”.
Shilpa Das, Veysel Nezir, Aysun Güven
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Weak convergence of an iterative sequence for accretive operators in Banach spaces
Fixed Point Theory and Applications, 2006 Let C be a nonempty closed convex subset of a smooth Banach space E and let A be an accretive operator of C into E. We first introduce the problem of finding a point u∈C such that 〈Au,J(v−u)〉≥0 for all v∈C ...
Wataru Takahashi +2 more
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Applying Fixed Point Techniques to Stability Problems in Intuitionistic Fuzzy Banach Spaces [PDF]
, 2020 Parbati Saha +4 more
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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
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Sectional representation of Banach modules and their multipliers
International Journal of Mathematics and Mathematical Sciences, 2003 Let X be a Banach module over the commutative Banach algebra A with maximal ideal space Δ. We show that there is a norm-decreasing representation of X as a space of bounded sections in a Banach bundle π:ℰ→Δ, whose fibers are quotient modules of X.
Terje Hõim, D. A. Robbins
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Banach-valued Holomorphic Functions on the Maximal Ideal Space of H^\infty [PDF]
, 2011 We study Banach-valued holomorphic functions defined on open subsets of the maximal ideal space of the Banach algebra H^\infty of bounded holomorphic functions on the unit disk D\subset C with pointwise multiplication and supremum norm. In particular, we
Brudnyi, Alexander
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A spatiotemporal prediction method for the evolution of pavement distress in road networks
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract Existing pavement performance prediction models often struggle to capture complex spatiotemporal dependencies in road networks due to reliance on empirical rules and scenario‐based calibration. This study proposes pavement graph network (PaveGNet), a spatiotemporal graph network framework designed to model fine‐grained pavement distress ...
Ning Pan +2 more
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Complemented subspaces of p-adic second dual Banach spaces
International Journal of Mathematics and Mathematical Sciences, 1995 Let K be a non-archimedean non-trivially valued complete field. In this paper we study Banach spaces over K. Some of main results are as follows: (1) The Banach space BC((l∞)1) has an orthocomplemented subspace linearly homeomorphic to c0. (2) The Banach
Takemitsu Kiyosawa
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Weakly Lindelof determined Banach spaces not containing $\ell^1(N)$
, 1992 The class of countably intersected families of sets is defined. For any such family we define a Banach space not containing $\ell^{1}(\NN )$. Thus we obtain counterexamples to certain questions related to the heredity problem for W.C.G.
Argyros, Spiros A.
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