Results 51 to 60 of about 64,415 (198)
Quasi-multipliers of Hilbert and Banach C*-bimodules
, 2010 Quasi-multipliers for a Hilbert C*-bimodule V were introduced by Brown, Mingo and Shen 1994 as a certain subset of the Banach bidual module V**. We give another (equivalent) definition of quasi-multipliers for Hilbert C*-bimodules using the centralizer ...
Pavlov, Alexander +2 more
core +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
Tensor algebras over Hilbert spaces. I [PDF]
Transactions of the American Mathematical Society, 1956 operators. From a pure probability viewpoint the Clifford distribution relevant to the skew-symmetric tensors is closely related to the normal distribution relevant to the symmetric tensors. It is the only 'skew' distribution in which orthogonal manifolds of SC are stochastically independent, as the normal distribution is the only commutative one with ...
openaire +2 more sources
Algebraic boundaries of Hilbert’s SOS cones [PDF]
Compositio Mathematica, 2012 AbstractWe study the geometry underlying the difference between non-negative polynomials and sums of squares (SOS). The hypersurfaces that discriminate these two cones for ternary sextics and quaternary quartics are shown to be Noether–Lefschetz loci of K3 surfaces.
Blekherman, Grigoriy +4 more
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$C^*$-algebras from planar algebras I: canonical $C^*$-algebras associated to a planar algebra [PDF]
, 2014 From a planar algebra, we give a functorial construction to produce numerous associated $C^*$-algebras. Our main construction is a Hilbert $C^*$-bimodule with a canonical real subspace which produces Pimsner-Toeplitz, Cuntz-Pimsner, and generalized free ...
Hartglass, Michael, Penneys, David
core
Laser &Photonics Reviews, EarlyView.Introducing dynamical dephasing into the photon modes of a waveguide causes spontaneous emission to switch from conventional exponential decay to a robust power‐law behavior visible at short times. The power law arises from photon diffusion in a dynamically disordered environment, uncovering a previously unexplored, decoherence‐induced pathway to ...
Stefano Longhi
wiley +1 more source
Isomorphisms of Twisted Hilbert Loop Algebras [PDF]
Canadian Journal of Mathematics, 2017 Abstract The closest infinite-dimensional relatives of compact Lie algebras are Hilbert-Lie algebras, i.e., real Hilbert spaces with a Lie algebra structure for which the scalar product is invariant. Locally affine Lie algebras (LALAs) correspond to double extensions of (twisted) loop
Timothée Marquis, Karl-Hermann Neeb
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Quiver theories and formulae for Slodowy slices of classical algebras
Nuclear Physics B, 2019 We utilise SUSY quiver gauge theories to compute properties of Slodowy slices; these are spaces transverse to the nilpotent orbits of a Lie algebra g.
Santiago Cabrera +2 more
doaj +1 more source
Free probability on Hecke algebras and certain group C^{*}-algebras induced by Hecke algebras [PDF]
Opuscula Mathematica, 2016 In this paper, by establishing free-probabilistic models on the Hecke algebras \(\mathcal{H}\left(GL_{2}(\mathbb{Q}_{p})\right)\) induced by \(p\)-adic number fields \(\mathbb{Q}_{p}\), we construct free probability spaces for all primes \(p\).
Ilwoo Cho
doaj +1 more source
Mathematical Methods in the Applied Sciences, EarlyView.A highly accurate numerical method is given for the solution of boundary value problem of generalized Bagley‐Torvik (BgT) equation with Caputo derivative of order 0<β<2$$ 0<\beta <2 $$ by using the collocation‐shooting method (C‐SM). The collocation solution is constructed in the space Sm+1(1)$$ {S}_{m+1}^{(1)} $$ as piecewise polynomials of degree at ...
Suzan Cival Buranay +2 more
wiley +1 more source