Results 31 to 40 of about 3,934 (147)
A ninny, an idiot and an economic theorist
Abstract Anton Chekhov's story ‘The ninny’ meets the question: ‘What is the meaning of economic theory?’
Ariel Rubinstein
wiley +1 more source
In this present work, we derive the solution of a quadratic functional equation and investigate the Ulam stability of this equation in Banach spaces using fixed point and direct techniques.
Kandhasamy Tamilvanan +4 more
doaj +1 more source
Adaptive Estimation for Weakly Dependent Functional Times Series
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro +2 more
wiley +1 more source
Noncompact Perturbation of Sweeping Process with Delay in Banach Spaces
We have proven an existence theorem concerning the existence of solutions for a functional evolution inclusion governed by sweeping process with closed convex sets depending on time and state and with a noncompact nonconvex perturbation in Banach spaces.
F. Aladsani, A. G. Ibrahim
doaj +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
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
Multivalued Usco Functions and Stegall Spaces
In this article we consider the study of the -differentiability and -ifferentiability for convex functions, not only in the general context of topological vector spaces (), but also in the context of Banach spaces.
Diana Ximena Narváez
doaj +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
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
The Optimal Mean–Variance Selling Problem With Finite Horizon
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 +2 more
wiley +1 more source
Inverse problems for semilinear elliptic PDE with a general nonlinearity a(x,u)$a(x,u)$
Abstract This article studies the inverse problem of recovering a nonlinearity in an elliptic equation Δu+a(x,u)=0$\Delta u + a(x,u) = 0$ from boundary measurements of solutions. Previous results based on first‐order linearization achieve this under a sign condition on ∂ua(x,u)$\partial _u a(x,u)$, and results based on higher order linearization ...
David Johansson +2 more
wiley +1 more source
Weighted Vector-Valued Holomorphic Functions on Banach Spaces
We study the weighted Banach spaces of vector-valued holomorphic functions defined on an open and connected subset of a Banach space. We use linearization results on these spaces to get conditions which ensure that a function f defined in a subset A of ...
Enrique Jordá
doaj +1 more source

