Results 81 to 90 of about 659,749 (230)
Algebraic Dirac induction for nonholomorphic discrete series of SU(2, 1) [PDF]
, 2022 Ana Prlić
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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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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
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MathematicsWe present an analysis of the Dirac equation when the spin symmetry is changed from SU(2) to the quaternion group, Q8, achieved by multiplying one of the gamma matrices by the imaginary number, i. The reason for doing this is to introduce a bivector into
Bryan Sanctuary
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Analytic Dirac approximation for real linear algebraic groups [PDF]
, 2022 Christoph Lienau
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Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty
Mathematical Finance, EarlyView.ABSTRACT In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multimarginal couplings, as a generalization of well‐known correlation statistics such as the Pearson correlation. The first
Corrado De Vecchi +2 more
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On the backreaction of Dirac matter in JT gravity and SYK model
Physics Letters BWe model backreaction in AdS2 JT gravity via a proposed boundary dual Sachdev-Ye-Kitaev quantum dot coupled to Dirac fermion matter and study it from the perspective of quantum entanglement and chaos.
Pak Hang Chris Lau +3 more
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Nonparametric inference for Poisson‐Laguerre tessellations
Scandinavian Journal of Statistics, EarlyView.Abstract In this paper, we consider statistical inference for Poisson‐Laguerre tessellations in ℝd$$ {\mathbb{R}}^d $$. The object of interest is a distribution function F$$ F $$ which describes the distribution of the arrival times of the generator points.
Thomas van der Jagt +2 more
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Spectral analysis for the inference of noisy Hawkes processes
Scandinavian Journal of Statistics, EarlyView.Abstract Classic estimation methods for Hawkes processes rely on the assumption that observed event times are indeed a realization of a Hawkes process, without considering any perturbation of the model. In practice, observations are often altered by some noise, and so we consider, in this work, the observations to be the indistinguishable union of ...
Anna Bonnet +3 more
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Incremental Model Order Reduction of Smoothed‐Particle Hydrodynamic Simulations
International Journal for Numerical Methods in Fluids, Volume 97, Issue 12, Page 1571-1594, December 2025.The paper presents the development of an incremental singular value decomposition strategy for compressing time‐dependent particle simulation results, addressing gaps in the data matrices caused by temporally inactive particles. The approach reduces memory requirements by about 90%, increases the computational effort by about 10%, and preserves the ...
Eduardo Di Costanzo +3 more
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