Results 81 to 90 of about 7,255,580 (206)

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, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

A Hilbert-type inequality related to the higher derivative of cotangent function(一个关联余切函数高阶导数的Hilbert型不等式)

Zhejiang Daxue xuebao. Lixue ban
By introducing multiple parameters, and using partial fraction expansion of Cotangent function, a new Hilbert-type inequality defined in the whole plane with the constant factor related to the higher derivative of cotangent function is established. Also,
时小春(SHI Xiaochun)
doaj   +1 more source

Trace inequalities of Shisha-Mond type for operators in Hilbert spaces

Concrete Operators, 2017
Some trace inequalities of Shisha-Mond type for operators in Hilbert spaces are provided. Applications in connection to Grüss inequality and for convex functions of selfadjoint operators are also given.
Dragomir Sever Silvestru
doaj   +1 more source

A discrete Hilbert-type inequality in the whole plane

Journal of Inequalities and Applications, 2016
By the use of weight coefficients and technique of real analysis, a discrete Hilbert-type inequality in the whole plane with multi-parameters and a best possible constant factor is given.
Dongmei Xin, Bicheng Yang, Qiang Chen
doaj   +1 more source

Inequality of Opportunity in Wealth: Levels, Trends and Drivers in Germany

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper studies inequality of opportunity (IOp) in individual net wealth in Germany from 2002 to 2019 using the Socio‐Economic Panel (SOEP). Applying the ex‐ante IOp framework, we quantify the share of wealth inequality attributable to immutable circumstances and benchmark it against IOp in gross labour earnings.
Daniel Graeber, Johannes König, Viola Hilbert   +2 more
wiley   +1 more source

On a more accurate half-discrete Hardy-Hilbert-type inequality related to the kernel of exponential function

Journal of Inequalities and Applications, 2016
By applying the weight functions, the technique of real analysis and Hermite-Hadamard’s inequality, a half-discrete Hardy-Hilbert-type inequality related to the kernel of exponential function with the best possible constant factor expressed by the gamma ...
Jianquan Liao, Bicheng Yang
doaj   +1 more source

Refinements of local fractional Hilbert-type inequalities

Ukrains’kyi Matematychnyi Zhurnal, 2023
UDC 517.5 We study the re nements of several well-known local fractional Hilbert-type inequalities by interpolating the Lebesgue norms of the local fractional Laplace transforms of the functions involved in the inequalities. As an application, the main results are compared with some our results previously known from the literature.
openaire   +2 more sources

Stochastic Galerkin and Monte Carlo Methods for Parabolic Problems: Numerical Performance of Variational Matrix‐Free Approximations

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor, Nils Margenberg, Markus Bause   +2 more
wiley   +1 more source

Some Local Fractional Hilbert-Type Inequalities

Fractal and Fractional, 2023
The main purpose of this paper is to prove some new local fractional Hilbert-type inequalities. Our general results are applicable to homogeneous kernels. Furthermore, the best possible constants in terms of local fractional hypergeometric function are obtained.
openaire   +2 more sources

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