Results 81 to 90 of about 148 (138)
Hilbert's type multiple integral inequality and a best constant factor(Hilbert型重积分不等式及最佳常数)
Zhejiang Daxue xuebao. Lixue ban, 2008 引入参数λ,μ和α,利用权系数方法，得到了Hilbert型重积分不等式，并讨论了某些条件下的最佳常数问题.
HONGYong(洪勇)
doaj +1 more source
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Bulletin of the Belgian Mathematical Society - Simon Stevin, 2006 Let \(a_n,b_n\geq 0\), \(p>1\), \(1/p+1/q=1\) and ...
openaire +3 more sources
A note on the weighted Hilbert’s inequality [PDF]
Proceedings of the American Mathematical Society, 2004 A finite Hilbert transformation associated with a polynomial is the analogue of a Hilbert transformation associated with an entire function which is a generalization of the classical Hilbert transformation. The weighted Hilbert inequality, which has applications in analytic number theory, is closely related to the finite Hilbert transformation ...
openaire +2 more sources
Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source
Hilbert's Type Linear Operator and Some Extensions of Hilbert's Inequality
Journal of Inequalities and Applications, 2007 The norm of a Hilbert's type linear operator is given. As applications, a new generalizations of Hilbert integral inequality, and the result of series analogues are given correspondingly.
Wang Zhiping, He Bing, Li Yongjin
doaj
Sparse Minimum Redundancy Maximum Relevance for Feature Selection
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We propose a feature screening method that integrates both feature–feature and feature–target relationships. Inactive features are identified via a penalized minimum Redundancy Maximum Relevance (mRMR) procedure, which is the continuous version of the classical mRMR penalized by a non‐convex regularizer, and where the parameters estimated as ...
Peter Naylor +3 more
wiley +1 more source
Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
wiley +1 more source
Generalization of Hilbert-Hardy Integral Inequalities
Kuwait Journal of Science, 2018 In this paper, Hilbert's integral inequalities with some parameters are considered, by using new methods in the proof. Several results of Hardy and Yang are special cases of the new given inequality. As an application, we give some applied examples that
Sobhy a Mahrouf
doaj