Results 51 to 60 of about 249 (156)
Invariance principles for stochastic area and related stochastic integrals
, 1984 Given an antisymmetric kernel K (K(z, z′) = −K(z′, z)) and i.i.d. random variates Zn, n⩾1, such that EK2(Z1, Z2)
Wichura, Michael J., Janson, Svante
core +1 more source
Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
wiley +1 more source
Aggregation and the Structure of Value
Noûs, EarlyView.ABSTRACT Roughly, the view I call “Additivism” sums up value across time and people. Given some standard assumptions, I show that Additivism follows from two principles. The first says that how lives align in time cannot, in itself, matter. The second says, roughly, that a world cannot be better unless it is better within some period or another.
Weng Kin San
wiley +1 more source
Weak convergence to stable Levy processes for nonuniformly hyperbolic dynamical systems. [PDF]
, 2015 We consider weak invariance principles (functional limit theorems) in the domain of a stable law. A general result is obtained on lifting such limit laws from an induced dynamical system to the original system.
Ian Melbourne, Roland Zweimüller
core
, 2018 This is the third article in a series of surveys dedicated to the scientific achievements of the Leningrad —Saint-Petersburg school of Probability and Statistics in the period from 1947 to 2017.
Borodin, Andrey N. +2 more
core +1 more source
Inequality of Opportunity in a Multiperiod Framework
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper offers a simple model to evaluate and measure inequality of opportunity in a multiperiod framework, in which both circumstances and effort may change over time. We adopt a norm‐based approach and an axiomatic methodology: we first characterise two alternative definitions of a ‘fair distribution’, associated respectively with the ex ...
Domenico Moramarco +2 more
wiley +1 more source
Bootstrap Unit Root Tests [PDF]
We consider the bootstrap unit root tests based on finite order autoregressive integrated models driven by iid innovations, with or without deterministic time trends.
Park, Joon
core
Functional Gaussian Approximation for Dependent Structures
, 2019 International audienceAbstract This book has its origin in the need for developing and analyzing mathematical models for phenomena that evolve in time and influence each another, and aims at a better understanding of the structure and asymptotic behavior
Peligrad, Magda +2 more
core +1 more source
Self‐Similar Blowup for the Cubic Schrödinger Equation
Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1831-1918, August 2026.ABSTRACT We give a rigorous proof for the existence of a finite‐energy, self‐similar solution to the focusing cubic Schrödinger equation in three spatial dimensions. The proof is computer‐assisted and relies on a fixed point argument that shows the existence of a solution in the vicinity of a numerically constructed approximation.
Roland Donninger, Birgit Schörkhuber
wiley +1 more source
Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1973-2102, August 2026.ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley +1 more source