Results 111 to 120 of about 3,841,232 (240)
Almost automorphic functions with values in p-Frechet spaces
Electronic Journal of Differential Equations, 2008 In this paper we develop a theory of almost automorphic functions with values in p-Frechet spaces ...
Gaston M. N'Guerekata +2 more
doaj
Asymptotic Almost Periodic Functions with Range in a Topological Vector Space
Journal of Function Spaces and Applications, 2013 The notion of asymptotic almost periodicity was first introduced by Fréchet in 1941 in the case of finite dimensional range spaces. Later, its extension to the case of Banach range spaces and locally convex range spaces has been considered by several ...
Liaqat Ali Khan, Saud M. Alsulami
doaj +1 more source
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
On Spectral Characterization of Nonuniform Hyperbolicity
Journal of Function Spaces, 2017 We give a complete functional theoretic characterization of tempered exponential dichotomies in terms of the invertibility of certain linear operators acting on a suitable Frechét space.
Muna Abu Alhalawa, Davor Dragičević
doaj +1 more source
Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)
Journal of Time Series Analysis, EarlyView.ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley +1 more source
Über die Berechenbarkeit des Frechet-Abstands zwischen triangulierten Flächen
, 2007 Cover Contents Abstract, Zusammenfassung, Acknowledgements 1\. Introduction 1.1 Shape Matching 1.2 Frechet Distance 1.3 Overview of the Thesis 2\.
Buchin, Maike Elisabeth
core +1 more source
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
Information‐Theoretic Approach to Financial Market Modeling
Mathematical Finance, EarlyView.ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley +1 more source
Characterizations of nuclearity in Fréchet spaces
Journal of Functional Analysis, 1980 AbstractWe extend the result of A. Bellow (Proc. Nat. Acad. Sci. USA73, No. 6 (1976), 1798–1799) on the characterization of finite-dimensional Banach spaces, to a characterization of nuclearity for Fréchet spaces. Those spaces are nuclear iff every Pettis-bounded and Pettis-uniformly integrable amart is mean convergent.
openaire +3 more sources
Introduce Gateaux and Frechet Derivatives in Riesz Spaces
, 2020 In this paper, the Gateaux and Frechet differentiations of functions on Riesz space are introduced without topological structure. Thus, we aim to study Gateaux and Frechet differentiability functions in vector lattice by developing topology-free ...
Aydin, Abdullah, Korkmaz, Erdal
core +1 more source