Results 61 to 70 of about 3,553,452 (205)
A Killing tensor for higher dimensional Kerr-AdS black holes with NUT charge
, 2006 In this paper, we study the recently discovered family of higher dimensional Kerr-AdS black holes with an extra NUT-like parameter. We show that the inverse metric is additively separable after multiplication by a simple function.
Carter B +4 more
core +1 more source
An approximation scheme for a Hamilton-Jacobi equation defined on a network [PDF]
, 2011 In this paper we study approximation of Hamilton-Jacobi equations defined on a network. We introduce an appropriate notion of viscosity solution on networks which satisfies existence, uniqueness and stability properties.
F. Camilli, A. Festa, Dirk Schieborn
semanticscholar +1 more source
Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
The Journal of Finance, EarlyView.ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT +2 more
wiley +1 more source
Hamiltonian approach to GR – Part 2: covariant theory of quantum gravity
European Physical Journal C: Particles and Fields, 2017 A non-perturbative quantum field theory of General Relativity is presented which leads to a new realization of the theory of covariant quantum gravity (CQG-theory). The treatment is founded on the recently identified Hamiltonian structure associated with
Claudio Cremaschini, Massimo Tessarotto
doaj +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
The Equivalence Postulate of Quantum Mechanics: Main Theorems [PDF]
, 2009 We consider the two main theorems in the derivation of the Quantum Hamilton--Jacobi Equation from the Equivalence Postulate (EP) of quantum mechanics.
Faraggi, Alon E., Matone, Marco
core
Agents' Behavior and Interest Rate Model Optimization in DeFi Lending
Mathematical Finance, Volume 36, Issue 2, Page 374-396, April 2026.ABSTRACT Contrasting sharply with traditional money, bond, and bond futures markets, where interest rates emerge organically from participant interactions, DeFi lending platforms employ rule‐based interest rates that are algorithmically set. Thus, the selection of an effective interest rate model (IRM) is paramount for the success of a lending protocol.
Charles Bertucci +4 more
wiley +1 more source
Macroscopic Market Making Games
Mathematical Finance, Volume 36, Issue 2, Page 352-373, April 2026.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Advances in Mechanical Engineering, 2019 A novel framework of rapid exponential stability and optimal feedback control is investigated and analyzed for a class of nonlinear systems through a variant of continuous Lyapunov functions and Hamilton–Jacobi–Bellman equation.
Yan Li, Yuanchun Li
doaj +1 more source
Annalen der Physik, Volume 538, Issue 3, March 2026.Carrollian Reissner‐Nordström black holes are investigated through fermionic tunneling, entropy‐corrected thermodynamics, and plasma‐modified gravitational lensing. The generalized uncertainty principle introduces minimal‐length corrections to the Hawking temperature, while the combined Barrow‐Exponential entropy reveals smooth thermodynamic crossovers
Erdem Sucu, İzzet Sakallı, Yusuf Sucu
wiley +1 more source