Results 91 to 100 of about 3,080 (245)
Borel-amenable reducibilities for sets of reals [PDF]
The Journal of Symbolic Logic, 2009 AbstractWe show that if ℱ is any “well-behaved” subset of the Borel functions and we assume the Axiom of Determinacy then the hierarchy of degrees on (ωω) induced by ℱ turns out to look like the Wadge hierarchy (which is the special case where ℱ is the set of continuous functions).
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Marchenko–Pastur Laws for Daniell Smoothed Periodograms
Journal of Time Series Analysis, EarlyView.ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
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Construction of Borel Inseparable Coanalytic Sets
Real Analysis Exchange, 2003 The authors prove several general combinatorial results each of which gives a large family of pairwise disjoint, Borel inseparable, complete coanalytic sets. They use these combinatorial results to construct some concrete examples of such families in analysis and topology.
CAMERLO, RICCARDO, U. B. DARJI
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Equivalences generated by families of Borel sets
, 1978 The equivalence relation on the reals generated by a family of ℵ α {\aleph _\alpha } Borel sets has either ⩽ ℵ α \leqslant {
John P. Burgess
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Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Invariant measures whose supports possess the strong open set property [PDF]
Opuscula Mathematica, 2008 Let \(X\) be a complete metric space, and \(S\) the union of a finite number of strict contractions on it. If \(P\) is a probability distribution on the maps, and \(K\) is the fractal determined by \(S\), there is a unique Borel probability measure ...
Gerald S. Goodman
doaj
Scientific Intuition of Genii Against Mytho-‘Logic’ of Cantor’s Transfinite ‘Paradise’
Philosophia Scientiæ, 2005 In the paper, a detailed analysis of some new logical aspects of Cantor’s diagonal proof of the uncountability of continuum is presented. For the first time, strict formal, axiomatic, and algorithmic definitions of the notions of potential and actual ...
Alexander A. Zenkin
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On generalized Borel sets [PDF]
Journal of the Australian Mathematical Society, 1978 AbstractA certain natural extension B of the Borel σ-algebra is studied in generalized weakly θ-refinable spaces. It is shown that a set belongs to B whenever it belongs to B locally. From this it is derived that if ℵωα is more complicated than aunion of less than ℵα weakly θ-refinable subspaces.
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Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source