Results 31 to 40 of about 990 (105)

Rate of Convergence of Implicit Approximations for stochastic evolution equations [PDF]

, 2006
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is estimated under ...
Gyöngy, Istvan, Millet, Annie
core   +6 more sources

Stability of the utility maximization problem with random endowment in incomplete markets

, 2010
We perform a stability analysis for the utility maximization problem in a general semimartingale model where both liquid and illiquid assets (random endowments) are present.
Biagini, Carasus, Cox, Cox, Delbaen, Delbaen, Delbaen, He, Hiriart-Urruty, Hubalek, Hugonnier, Hugonnier, Jouini, Karatzas, Karatzas, Kramkov, Kramkov, Kramkov, Larsen, Larsen, Merton, Pliska, Rockafellar, Samuelson, Williams   +24 more
core   +1 more source

Existence of Equilibrium Prices for Discontinuous Excess Demand Correspondences [PDF]

The aim of the paper is to obtain the existence of equilibrium prices in economies where the excess demand correspondences—differently from the usual condition—are not necessarily upper semicontinuous.
Vincenzo Scalzo
core   +1 more source

The polarization process of ferroelectric materials analyzed in the framework of variational inequalities

, 2020
We are concerned with the mathematical modeling of the polarization process in ferroelectric media. We assume that this dissipative process is governed by two constitutive functions, which are the free energy function and the dissipation function.
Humer, Alexander, Meindlhumer, Martin, Pechstein, Astrid S.   +2 more
core   +1 more source

Continuity and Equilibrium Stability [PDF]

This paper discusses the problem of stability of equilibrium points in normal form games in the tremling-hand framework. An equilibrium point is called perffect if it is stable against at least one seqence of trembles approaching zero. A strictly perfect
C. D. Aliprantis, I. Topolyan
core  

Dynamic Legislative Policy Making [PDF]

We prove existence of stationary Markov perfect equilibria in an infinite-horizon model of legislative policy making in which the policy outcome in one period determines the status quo in the next.
John Duggan, Tasos Kalandrakis
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Existence and Uniqueness of Solutions to Nonlinear Evolution Equations with Locally Monotone Operators

, 2010
In this paper we establish the existence and uniqueness of solutions for nonlinear evolution equations on Banach space with locally monotone operators, which is a generalization of the classical result by J.L. Lions for monotone operators. In particular,
Beyn, Browder, Browder, Browder, Browder, Brézis, Brézis, Chepyzhov, Cheskidov, Chueshov, Gess, Gyöngy, Gyöngy, Hartman, Hirano, Krylov, Leray, Leray, Lions, Liu, Liu, Liu, Liu, Liu, Menaldi, Minty, Minty, Prévôt, Ren, Ren, Röckner, Shioji, Showalter, Temam, Wang, Wei Liu, Zeidler   +36 more
core   +1 more source

Approximation of martingale couplings on the line in the adapted weak topology. [PDF]

Probab Theory Relat Fields, 2022
Beiglböck M, Jourdain B, Margheriti W, Pammer G.   +3 more
europepmc   +1 more source

Generalized vector variational inequality and fuzzy extension

, 1993
A generalized vector variational inequality (GVVI) is considered. We establish the existence theorem for (GVVI) under assumptions of C -pseudomonotonicity and V -hemicontinuity.
G. Lee, Do Sang Kim, Byung-Soo Lee, Sung-Jin Cho   +3 more
semanticscholar   +1 more source

Structural stability and robustness to bounded rationality [PDF]

The introduction of a small amount of bounded rationality into a model sometimes has little effect, and sometimes has a dramatic impact on predicted behavior.
Anderlini, Luca, Canning, David
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