Results 71 to 80 of about 2,501 (221)

Dirac sources for nonmetricity and torsion in metric-affine gravity

European Physical Journal C: Particles and Fields
Metric-affine gravity (GL(4) gauge theory) in 4-dimensions is coupled to a spacetime Dirac source field using the isomorphisms of the Lie algebra gl(4) to the Clifford algebras Cl(3,1) and Cl(2,2). A simple transformation relates the generators of Cl(3,1)
James T. Wheeler
doaj   +1 more source

Solving the Fractional Schrödinger Equation with Singular Initial Data in the Extended Colombeau Algebra of Generalized Functions

International Journal of Differential Equations, 2023
This manuscript aims to highlight the existence and uniqueness results for the following Schrödinger problem in the extended Colombeau algebra of generalized functions. 1/ı∂/∂tut,x−△ut,x+vxut,x=0,t∈R+,x∈Rn,vx=δx,u0,x=δx, where δ is the Dirac distribution.
Ali El Mfadel, Said Melliani, Abdellah Taqbibt, M’hamed Elomari   +3 more
doaj   +1 more source

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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

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

Riemann Boundary Value Problem for Triharmonic Equation in Higher Space

The Scientific World Journal, 2014
We mainly deal with the boundary value problem for triharmonic function with value in a universal Clifford algebra: Δ3[u](x)=0, x∈Rn∖∂Ω, u+(x)=u-(x)G(x)+g(x), x∈∂Ω, (Dju)+(x)=(Dju)-(x)Aj+fj(x), x∈∂Ω, u(∞)=0, where (j=1,…,5)  ∂Ω is a Lyapunov surface in ...
Longfei Gu
doaj   +1 more source

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

Mathematical Finance, EarlyView.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici, Gianluca Fusai, Anna Maria Gambaro, Daniele Marazzina   +3 more
wiley   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

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

On generalized electromagnetism and Dirac algebra [PDF]

Foundations of Physics, 1989
Using a framework of Dirac algebra, the Clifford algebra appropriate for Minkowski space-time, the formulation of classical electromagnetism including both electric and magnetic charge is explored. Employing the two-potential approach of Cabibbo and Ferrari, a Lagrangian is obtained that is dyality invariant and from which it is possible to derive by ...
openaire   +1 more source

Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
wiley   +1 more source

Von Neumann algebra invariants of Dirac operators

, 1998
In this paper we define and study certain von Neumann algebra invariants associated to the Dirac operator acting onL2spinors on the universal covering space of a compact, Riemannian spin manifold.
Varghese, M., Mathai, Varghese
core   +1 more source