Results 51 to 60 of about 1,716 (184)
Sharp commutator estimates of all order for Coulomb and Riesz modulated energies
Abstract We prove functional inequalities in any dimension controlling the iterated derivatives along a transport of the Coulomb or super‐Coulomb Riesz modulated energy in terms of the modulated energy itself. This modulated energy was introduced by the second author and collaborators in the study of mean‐field limits and statistical mechanics of ...
Matthew Rosenzweig, Sylvia Serfaty
wiley +1 more source
Dynamic Debt With Intensity‐Based Models
ABSTRACT This article proposes a dynamic debt model where the face value of debt can change. In particular, our dynamic debt setting allows debt changes ruled by intensity processes that are linked to the firm value through the correlation between the stochastic processes. Analytical solutions are obtained, and we extend the proposed dynamic debt model
João Miguel Reis, José Carlos Dias
wiley +1 more source
Heat and Laplace type equations with complex spatial variables in weighted Fock spaces
In a recent book co-authored by the authors of this article, we studied by semigroup theory methods several classical evolution equations, including the heat and Laplace equations, with real time variable and complex spatial variable, under the ...
Ciprian G. Gal, Sorin G. Gal
doaj
Fubini Type Theorems for the BV Integral
The R-integral (also known as the BV integral) is introduced by \textit{W. F. Pfeffer} [Indiana Univ. Math. J. 40, No. 1, 259--270 (1991; Zbl 0747.26010)]. It is an extension of the Lebesgue integral, however, the Fubini theorem is false for the R-integral. So it is interesting to consider the following problems: 1.
Sinha, V., Rana, Inder K.
openaire +3 more sources
Limit Orders and Knightian Uncertainty
ABSTRACT A wide variety of financial instruments allows risk‐averse traders to reduce their exposure to risk. This raises the question of what financial instruments allow ambiguity‐averse traders to reduce their exposure to ambiguity. We show in this paper that price‐contingent orders, such as limit orders, are sufficient: In a two‐period trading model,
Michael Greinecker, Christoph Kuzmics
wiley +1 more source
The aim of this work was to construct explicit expressions for the summation of Dirichlet Beta functions with odd arguments and Zeta functions with even arguments.
Antonio E. Bargellini +2 more
doaj +1 more source
Games Between Players With Dual‐Selves
ABSTRACT Human decision making often seems to be determined by the resolution of intrapersonal conflict. This paper conceptualizes the analysis of decisions governed by such dual‐self processes in individual decision contexts and strategic interactions.
Simon Dato +2 more
wiley +1 more source
In this paper, we establish novel dynamic Hilbert–Pachpatte–type inequalities on a time scale T $\mathbb{T}$ involving a class of non-homogeneous kernels k ( s , t ) = ( λ ( s ) + ρ ( t ) ) η $k(s,t) = (\lambda (s) + \rho (t))^{\eta}$ , η > 0 $\eta > 0$ ,
Ahmed I. Saied, Irena Jadlovská
doaj +1 more source
ABSTRACT This paper investigates the generalized Hyers–Ulam stability of the Laplace equation subject to Neumann boundary conditions in the upper half‐space. Traditionally, Hyers–Ulam stability problems for differential equations are analyzed by examining the system's error, particularly in relation to a forcing term.
Dongseung Kang +2 more
wiley +1 more source
On Independence For Non-Additive Measures, With a Fubini Theorem [PDF]
Recent models of decision making represent agents' beliefs by non-additive set-functions. An important technical question which arises in applications to diverse areas of economics is how to define independence of such set-functions.
Ghirardato, Paolo
core

