Results 71 to 80 of about 140,041 (215)
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
On Fuzzy Deductive Systems of Hilbert Algebras
Journal of Mathematics, 2020 In this paper, we study fuzzy deductive systems of Hilbert algebras whose truth values are in a complete lattice satisfying the infinite meet distributive law.
Gezahagne Mulat Addis +1 more
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
Spatial depth for data in metric spaces
Scandinavian Journal of Statistics, EarlyView.Abstract We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness.
Joni Virta
wiley +1 more source
Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs
Communications on Pure and Applied Mathematics, Volume 79, Issue 4, Page 1012-1072, April 2026.Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley +1 more source
Testing Hypotheses of Covariate Effects on Topics of Discourse
Statistical Analysis and Data Mining: An ASA Data Science Journal, Volume 19, Issue 2, April 2026.ABSTRACT We introduce an approach to topic modeling with document‐level covariates that remains tractable in the face of large text corpora. This is achieved by de‐emphasizing the role of parameter estimation in an underlying probabilistic model, assuming instead that the data come from a fixed but unknown distribution whose statistical functionals are
Gabriel Phelan, David A. Campbell
wiley +1 more source
On the Hilbert series of vertex cover algebras of Cohen-Macaulay bipartite graphs
Le Matematiche, 2010 We study the Hilbert function and the Hilbert series of the vertex cover algebra A(G), where G is a Cohen-Macaulay bipartite graph.
Cristian Ion
doaj
Ordinary primes for GL2$\operatorname{GL}_2$‐type abelian varieties and weight 2 modular forms
Mathematika, Volume 72, Issue 2, April 2026.Abstract Let A$A$ be a g$g$‐dimensional abelian variety defined over a number field F$F$. It is conjectured that the set of ordinary primes of A$A$ over F$F$ has positive density, and this is known to be true when g=1,2$g=1, 2$, or for certain abelian varieties with extra endomorphisms.
Tian Wang, Pengcheng Zhang
wiley +1 more source
Grassmann algebras as Hilbert space
Journal of Algebra, 1968 Let \(A= (A_{ij})\) \((1\le i, j \le m)\) be an \((mn)\)-square positive definite Hermitian matrix, where each \(A_{ij}\) is an \(n\)-square matrix. Let \(A_{(k)} = (A_{ij})_{1\le i, j \le k}\) be the upper left \((nk)\)-square submatrix of \(A\), and let \(\tilde A_{(k)} = (\det A_{ij})_{1\le i, j \le k}\) denote the \(k\)-square matrix obtained by ...
openaire +2 more sources
Mathematika, Volume 72, Issue 2, April 2026.Abstract We establish the connection between the Steinitz problem for ordering vector families in arbitrary norms and its variant for not necessarily zero‐sum families consisting of “nearly unit” vectors.
Gergely Ambrus, Rainie Heck
wiley +1 more source