Results 91 to 100 of about 5,027 (259)
Arsenin -- Kunugui Theorem And Weak Forms Of Borel Bimeasurability
, 1999 . Let f be a Borel measurable mapping of a Luzin (i.e. absolute Borel) space L onto a metric space M such that f(F ) is a Borel subset of M if F is closed in L.
M. Zelen Y +3 more
core
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
The effective theory of Borel equivalence relations
, 2010 The study of Borel equivalence relations under Borel reducibility has developed into an important area of descriptive set theory. The dichotomies of Silver [20] and Harrington, Kechris and Louveau [6] show that with respect to Borel reducibility, any ...
Fokina, E.B. +5 more
core +1 more source
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
A Non-commutative *-algebra of Borel Functions
, 2012 To the pair (E,c), where E is a countable Borel equivalence relation on a standard Borel space (X,A) and c a normalized Borel T-valued 2-cocycle on E, we associate a sequentially weakly closed Borel *-algebra Br*(E,c), contained in the bounded linear ...
Hart, Robert
core +2 more sources
Mathematical Finance, EarlyView.ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley +1 more source
, 1994 We show that a first category homogeneous zero-dimensional Borel set X can be embedded in P(ω) as an ideal on ω if and only if X is homeomorphic to X × X if and only if X is Wadge-equivalent to X × X. Furthermore, we determine the Wadge classes of such X,
van Engelen, Fons
core +1 more source
Plant, Cell &Environment, EarlyView.ABSTRACT Pathogen infection drives plant community structure and constrains global agricultural productivity. Silicon (Si) improves resistance to abiotic and herbivory stress, particularly in grasses, but relatively little attention has addressed Si‐mediated resistance to pathogens, nor has it tested how this varies according to the type of plant and ...
Sarah J. Thorne +2 more
wiley +1 more source
Applications of a Model-Theoretic Approach to Borel Equivalence Relations
, 2019 The study of Borel equivalence relations on Polish spaces has become a major area of focus within descriptive set theory. Primarily, work in this area has been carried out using the standard methods of descriptive set theory.
Craft, Colin N.
core +1 more source
Fractal and FractionalBased on the Riemann–Liouville derivatives with respect to functions taking values in the set of hyperbolic numbers, we consider a new bicomplex proportional fractional (ϑ,φ)-weighted Cauchy–Riemann operator, involving orthogonal bicomplex functions as ...
José Oscar González-Cervantes +2 more
doaj +1 more source