Results 51 to 60 of about 106,327 (167)
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
wiley +1 more source
Proceedings of the American Mathematical SocietyWe show that the canonical equivalences of categories between 2-dimensional (unoriented) topological quantum field theories valued in a symmetric monoidal category and (extended) commutative Frobenius algebras in that symmetric monoidal category are symmetric monoidal equivalences.
openaire +3 more sources
, 2012 We survey some results on toric topology.Comment: English translation of the Japanese article which appeared in "Sugaku" vol.
Masuda, Mikiya
core
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Resolutions of p-stratifolds with isolated singularities
, 2003 Recently M. Kreck introduced a class of stratified spaces called p-stratifolds [M. Kreck, Stratifolds, Preprint]. He defined and investigated resolutions of p-stratifolds analogously to resolutions of algebraic varieties.
Akbulut +16 more
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On computing local monodromy and the numerical local irreducible decomposition
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract Similarly to the global case, the local structure of a holomorphic subvariety at a given point is described by its local irreducible decomposition. Geometrically, the key requirement for obtaining a local irreducible decomposition is to compute the local monodromy action of a generic linear projection at the given point, which is always well ...
Parker B. Edwards +1 more
wiley +1 more source
On the additive image of zeroth persistent homology
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract For a category X$X$ and a finite field F$F$, we study the additive image of the functor H0(−;F)∗:rep(X,Top)→rep(X,VectF)$\operatorname{H}_0(-;F)_* \colon \operatorname{rep}(X, \mathbf {Top}) \rightarrow \operatorname{rep}(X, \mathbf {Vect}_F)$, or equivalently, of the free functor rep(X,Set)→rep(X,VectF)$\operatorname{rep}(X, \mathbf {Set ...
Ulrich Bauer +3 more
wiley +1 more source
Approximation by piecewise-regular maps
, 2019 A real algebraic variety W of dimension m is said to be uniformly rational if each of its points has a Zariski open neighborhood which is biregularly isomorphic to a Zariski open subset of R^m. Let l be any nonnegative integer. We prove that every map of
Bilski, Marcin, Kucharz, Wojciech
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Quantitative asymptotics for polynomial patterns in the primes
Mathematika, Volume 72, Issue 3, July 2026.Abstract We prove quantitative estimates for averages of the von Mangoldt and Möbius functions along polynomial progressions n+P1(m),…,n+Pk(m)$n+P_1(m),\ldots, n+P_k(m)$ for a large class of polynomials Pi$P_i$. The error terms obtained save an arbitrary power of logarithm, matching the classical Siegel–Walfisz error term.
Lilian Matthiesen +2 more
wiley +1 more source
Topological Graph Neural Networks: A Novel Approach for Geometric Deep Learning
Applied AI Letters, Volume 7, Issue 2, June 2026.This graphical abstract illustrates the Topological Graph Neural Network (TopGNN) architecture. It demonstrates a parallel processing approach where an input graph is simultaneously analyzed by a standard GNN Encoder to capture local node features and by Persistent Homology to extract global topological features (like cycles and voids), visualized as a
Amarjeet +7 more
wiley +1 more source